"""完整55/20窗口的事件突破、下一开盘、失败/到期退出与合成限制。"""
from copy import deepcopy
from decimal import Decimal as D
import json
from math import isfinite


def make_bars():
    bars = [{'open': 10, 'high': 11, 'low': 9, 'close': 10, 'volume': 100,
             'buy_allowed': True, 'sell_allowed': True} for _ in range(55)]
    bars.append({'open': 10, 'high': 12.5, 'low': 10, 'close': 12, 'volume': 200,
                 'buy_allowed': True, 'sell_allowed': True})
    bars += [{'open': 12.2, 'high': 12.5, 'low': 11.5, 'close': 12, 'volume': 100,
              'buy_allowed': True, 'sell_allowed': True} for _ in range(22)]
    bars[76]['open'] = 12
    return bars


def run(bars):
    cash, quantity, entered, fees = D(10000), 0, None, D(0)
    pending_entry, pending_exit, previous_condition, ledger = False, None, False, []
    for i, bar in enumerate(bars):
        for key in ['open', 'high', 'low', 'close']:
            if bar[key] is None or not isfinite(bar[key]) or bar[key] <= 0:
                raise ValueError('invalid_price')
        if bar['volume'] is None or not isfinite(bar['volume']) or bar['volume'] < 0:
            raise ValueError('invalid_volume')
        orders, rejected, price = [], [], D(str(bar['open']))
        exit_reason = pending_exit or ('max_holding' if quantity and i >= entered + 20 else None)
        if quantity and exit_reason:
            if bar['sell_allowed'] and i > entered:
                cash += quantity * price - 1
                fees += 1
                orders.append(['sell', quantity, str(price), 1, exit_reason])
                quantity, entered, pending_exit = 0, None, None
            else:
                rejected.append(['sell', exit_reason])
        if pending_entry:
            if quantity == 0 and bar['buy_allowed'] and 100 * price + 1 <= cash:
                cash -= 100 * price + 1
                quantity, entered, fees = 100, i, fees + 1
                orders.append(['buy', 100, str(price), 1, 'prior_close_breakout'])
            else:
                rejected.append(['buy', 'opening_limit_or_cash_block'])
            pending_entry = False
        high55 = max(row['high'] for row in bars[i-55:i]) if i >= 55 else None
        volume20 = sum(row['volume'] for row in bars[i-20:i]) / 20 if i >= 55 else None
        low20 = min(row['low'] for row in bars[i-20:i]) if i >= 55 else None
        condition = bool(i >= 55 and bar['close'] > high55 and bar['volume'] > 1.5 * volume20)
        event = bool(condition and not previous_condition)
        if not quantity and event:
            pending_entry = True
        if quantity and bar['close'] < low20:
            pending_exit = 'close_below_prior_low20'
        previous_condition = condition
        equity = cash + quantity * D(str(bar['close']))
        ledger.append({'i': i, 'prior_high55': high55, 'prior_volume20': volume20,
                       'prior_low20': low20, 'event': event, 'orders': orders,
                       'rejected': rejected, 'quantity': quantity, 'entry': entered,
                       'cash': str(cash), 'fees': str(fees), 'equity': str(equity)})
    return ledger


bars = make_bars()
rows = run(bars)
assert all(not row['event'] for row in rows[:55])
assert rows[55]['prior_high55'] == 11 and rows[55]['prior_volume20'] == 100 and rows[55]['event']
assert rows[55]['orders'] == []
assert rows[56]['orders'] == [['buy', 100, '12.2', 1, 'prior_close_breakout']]
assert rows[56]['cash'] == '8779.0' and rows[56]['quantity'] == 100
assert rows[76]['orders'] == [['sell', 100, '12', 1, 'max_holding']]
assert rows[-1]['cash'] == rows[-1]['equity'] == '9978.0'
assert rows[-1]['quantity'] == 0 and rows[-1]['fees'] == '2'
failure = deepcopy(bars)
failure[57].update(close=8, low=7.5)
failure[58]['open'] = 7.8
failed = run(failure)
assert failed[57]['prior_low20'] == 9 and failed[57]['orders'] == []
assert failed[58]['orders'] == [['sell', 100, '7.8', 1, 'close_below_prior_low20']]
assert failed[58]['cash'] == '9558.0' and failed[58]['quantity'] == 0
blocked_bars = deepcopy(bars)
blocked_bars[56]['buy_allowed'] = False
blocked = run(blocked_bars)
assert blocked[56]['orders'] == [] and len(blocked[56]['rejected']) == 1
assert blocked[-1]['cash'] == '10000' and blocked[-1]['fees'] == '0' and blocked[-1]['quantity'] == 0
blocked_exit_bars = deepcopy(bars)
blocked_exit_bars[76]['sell_allowed'] = False
late_exit = run(blocked_exit_bars)
assert late_exit[76]['orders'] == [] and late_exit[76]['quantity'] == 100
assert late_exit[76]['cash'] == '8779.0' and late_exit[76]['fees'] == '1'
assert late_exit[77]['orders'] == [['sell', 100, '12.2', 1, 'max_holding']]
assert late_exit[77]['cash'] == '9998.0' and late_exit[77]['quantity'] == 0
assert run(bars[:60]) == rows[:60]
for cutoff in [54, 55, 56, 57, 76, 77]:
    assert run(bars[:cutoff]) == rows[:cutoff]
future = deepcopy(bars)
future[70].update(close=1000, high=1001)
assert run(future)[:60] == rows[:60]
print(json.dumps({'trigger': rows[55], 'entry': rows[56], 'expiry_exit': rows[76],
                  'failure_exit': failed[58], 'blocked_entry': blocked[56],
                  'blocked_final': blocked[-1], 'prefix_equal': True,
                  'blocked_due_exit': late_exit[76], 'later_exit': late_exit[77],
                  'future_mutation_past_equal': True,
                  'limit_scope': 'supplied synthetic permission; not queue or full board rules'}))