"""交易信号领域实体（M8.1，v2 §15 Signal Engine）。

Signal 输入 = Selection 排序（score）+ 价格/技术条件 + 规则；输出事件可解释：
BUY / WATCH / SELL（破位警示），每条带 trigger_reason —— 回答
「某日为什么对该股票给 BUY/SELL」（v2 §8）。
"""

from __future__ import annotations

from datetime import date, datetime

from pydantic import BaseModel, Field


class SignalRules(BaseModel):
    """规则（结构化，MVP）：买入区间 + 趋势/动量条件 + 卖出/警示区间。"""

    buy_rank_threshold: int = Field(default=20, ge=1, le=500, description="rank<=此值进入买入候选")
    buy_require_trend: bool = Field(default=True, description="买入需 close > MA(trend_ma)")
    buy_require_momentum: bool = Field(default=False, description="买入需 close > 20 日前 close")
    trend_ma: int = Field(default=60, ge=10, le=250)
    sell_rank_threshold: int = Field(default=50, ge=1, le=1000, description="rank>此值或破位 → SELL 警示")
    sell_on_trend_break: bool = Field(default=True, description="买入区间内 close < MA(trend_ma) → SELL")
    max_output_rank: int = Field(default=80, ge=1, le=2000, description="仅输出排名前 N 的信号")


class SignalEvent(BaseModel):
    symbol: str
    signal_date: date
    signal_type: str = Field(pattern="^(BUY|WATCH|SELL)$")
    score: float | None = None
    price: float | None = None
    trigger_reason: list[str] = Field(default_factory=list)


class SignalStatistics(BaseModel):
    universe_size: int = 0
    buy: int = 0
    watch: int = 0
    sell: int = 0


class SignalResult(BaseModel):
    as_of_date: date
    rules: SignalRules
    statistics: SignalStatistics
    events: list[SignalEvent] = Field(default_factory=list)
    config_snapshot: dict = Field(default_factory=dict)


class SignalMeta(BaseModel):
    id: str
    as_of: date
    buy: int = 0
    watch: int = 0
    sell: int = 0
    created_at: datetime | None = None


class SignalHit(BaseModel):
    """个股在信号历史中的命中（by-symbol 查询，供 Chart 标记）。"""

    signal_id: str
    signal_date: date
    signal_type: str
    score: float | None = None
    price: float | None = None
    trigger_reason: list[str] = Field(default_factory=list)