"""连续有效窗口，不把缺行、非有限价格或零量前填成交易信号。"""
import json
from math import isfinite


def generate(bars):
    window, output = [], []
    for i, bar in enumerate(bars):
        reason = None
        if bar is None:
            reason = 'missing_bar'
        else:
            price, volume = bar['close'], bar['volume']
            if price is None or not isfinite(price) or price <= 0:
                reason = 'invalid_price'
            elif volume is None or not isfinite(volume) or volume < 0:
                reason = 'invalid_volume'
            elif volume == 0:
                reason = 'zero_volume'
        if reason:
            window.clear()
            output.append({'i': i, 'signal': None, 'reason': reason})
            continue
        window.append(bar['close'])
        window = window[-3:]
        signal = int(window[-1] > sum(window) / 3) if len(window) == 3 else None
        output.append({'i': i, 'signal': signal,
                       'reason': 'ready' if signal is not None else 'warmup'})
    return output


base = [{'close': p, 'volume': 100} for p in [10, 10, 12]]
assert [r['signal'] for r in generate(base)] == [None, None, 1]
assert generate([{'close': 10, 'volume': 100}] * 3)[-1] == {'i': 2, 'signal': 0, 'reason': 'ready'}
gap = [base[0], None] + base
assert [r['signal'] for r in generate(gap)] == [None, None, None, None, 1]
cases = []
for value in [None, float('nan'), float('inf'), float('-inf'), 0, -1]:
    rows = generate([base[0], dict(base[1], close=value), *base])
    assert rows[1]['reason'] == 'invalid_price' and rows[1]['signal'] is None
    assert [r['signal'] for r in rows[2:]] == [None, None, 1]
    cases.append({'input': repr(value), 'reason': rows[1]['reason']})
for volume in [None, float('nan'), float('inf'), float('-inf'), -1, 0]:
    rows = generate([base[0], dict(base[1], volume=volume), *base])
    assert rows[1]['reason'] == ('zero_volume' if volume == 0 else 'invalid_volume')
    assert rows[1]['signal'] is None and rows[-1]['signal'] == 1
    cases.append({'volume': repr(volume), 'reason': rows[1]['reason']})
assert generate([]) == [] and all(r['signal'] is None for r in generate(base[:2]))
for cutoff in range(1, len(gap)):
    assert generate(gap[:cutoff]) == generate(gap)[:cutoff]
print(json.dumps({'normal': generate(base), 'missing_bar': generate(gap),
                  'invalid_cases': cases, 'policy': 'zero volume breaks eligibility and window'}))