"""形成、可得和首个可执行开盘三时点；一日标签不冒充入场结果。"""
import json
from datetime import datetime

formed = datetime.fromisoformat('2026-01-02T16:00:00-05:00')
available = datetime.fromisoformat('2026-01-05T09:35:00-05:00')
opens = [('2026-01-05T09:30:00-05:00', 10, True),
         ('2026-01-06T09:30:00-05:00', 12, True),
         ('2026-01-07T09:30:00-05:00', 11, True)]


def first_entry(rows, expiry):
    eligible = [r for r in rows
                if available < datetime.fromisoformat(r[0]) <= expiry and r[2]]
    return min(eligible, key=lambda row: datetime.fromisoformat(row[0]), default=None)


expiry = datetime.fromisoformat('2026-01-06T16:00:00-05:00')
entry = first_entry(opens, expiry)
assert formed < available < datetime.fromisoformat(entry[0])
assert entry[0].startswith('2026-01-06')
exit_price, quantity, initial = 11, 40, 1000
cash = initial - quantity * entry[1] - 1 + quantity * exit_price - 1
assert cash == 958
label_return = 12 / 10 - 1
assert abs(label_return - .2) < 1e-9
blocked = [opens[0], (opens[1][0], opens[1][1], False), opens[2]]
assert first_entry(blocked, expiry) is None
extended_expiry = datetime.fromisoformat('2026-01-08T16:00:00-05:00')
reversed_entry = first_entry(list(reversed(opens)), extended_expiry)
assert reversed_entry == opens[1], reversed_entry
print(json.dumps({'formed': formed.isoformat(), 'available': available.isoformat(),
                  'entry': entry, 'statistical_label_return': label_return,
                  'actual_entry_gross_return': exit_price / entry[1] - 1,
                  'ending_cash': cash, 'fees': 2,
                  'blocked_until_expiry': 'no_entry', 'reversed_input_entry': reversed_entry}))