"""120日均线状态与下一开盘成交；合成现金多头。"""
import json
from math import isclose

closes = [100] * 119 + [102, 104, 90, 89]
opens = [100] * 120 + [103, 105, 88]
signals = [int(i >= 119 and p > sum(closes[i - 119:i + 1]) / 120)
           for i, p in enumerate(closes)]
cash, quantity, orders = 1000, 0, []
for i, opening in enumerate(opens):
    target = signals[i - 1] if i else 0
    if target and not quantity:
        quantity = int((cash - 1) // opening)
        cash -= quantity * opening + 1
        orders.append({'index': i, 'side': 'buy', 'quantity': quantity, 'price': opening})
    elif not target and quantity:
        cash += quantity * opening - 1
        orders.append({'index': i, 'side': 'sell', 'quantity': quantity, 'price': opening})
        quantity = 0
assert signals[:119] == [0] * 119
assert signals[119:] == [1, 1, 0, 0]
assert [o['index'] for o in orders] == [120, 122]
assert orders[0]['quantity'] == 9 and isclose(cash, 863)
blocked_cash, blocked_quantity, blocked_orders = 1000, 0, []
for i, opening in enumerate(opens):
    if i == 120:
        continue  # 缺开盘只能跳过，下一日重新按持续状态判断
    target = signals[i - 1] if i else 0
    if target and not blocked_quantity:
        blocked_quantity = int((blocked_cash - 1) // opening)
        blocked_cash -= blocked_quantity * opening + 1
        blocked_orders.append([i, 'buy', blocked_quantity, opening])
    elif not target and blocked_quantity:
        blocked_cash += blocked_quantity * opening - 1
        blocked_orders.append([i, 'sell', blocked_quantity, opening])
        blocked_quantity = 0
assert blocked_orders == [[121, 'buy', 9, 105], [122, 'sell', 9, 88]]
assert blocked_cash == 845
print(json.dumps({'signal_tail': signals[119:], 'orders': orders,
                  'ending_cash': cash, 'fees': 2, 'missing_open_orders': blocked_orders,
                  'missing_open_ending_cash': blocked_cash}))