"""信号用例（M8.1）：基于选股评分排序 + 技术条件生成交易信号。

信号与回测买入逻辑同源（同一评分引擎、同一口径），保证「为什么 BUY/SELL」可解释。
"""

from __future__ import annotations

from datetime import date, timedelta

import pandas as pd

from app.domain.entities.selection import SelectionQuery
from app.domain.entities.signal import SignalResult, SignalRules
from app.domain.repositories.market import DailyBarRepository, StockRepository
from app.quant.selection import factor_columns
from app.quant.service import load_daily_df
from app.quant.signal import generate_signals
from app.quant.universe import filter_stocks, resolve_members


class SignalService:
    def __init__(
        self,
        stock_repo: StockRepository,
        daily_repo: DailyBarRepository,
        index_repo=None,
    ) -> None:
        self._stock_repo = stock_repo
        self._daily_repo = daily_repo
        self._index_repo = index_repo

    def signal(self, query: SelectionQuery, rules: SignalRules) -> SignalResult:
        as_of = query.as_of or date.today()
        stocks = filter_stocks(
            self._stock_repo.list(), query.universe, as_of=as_of,
            members=resolve_members(self._index_repo, query.universe, as_of),
        )
        if not stocks:
            return generate_signals(pd.DataFrame(), query, rules, as_of)
        columns = sorted(factor_columns(query))
        daily = load_daily_df(
            self._daily_repo,
            [s.symbol for s in stocks],
            as_of - timedelta(days=query.warmup_days),
            as_of,
            columns,
            adjust=query.price_adjustment,
        )
        return generate_signals(daily, query, rules, as_of)