"""冻结披露版本、四个非重叠季度、资本开支符号与20股季度现金账。"""
from copy import deepcopy
from decimal import Decimal as D
import json


def make_facts():
    facts = []
    for i in range(1, 23):
        for end, available, quarters in [
            ('2025Q4', '2026-02-15', ['2025Q1','2025Q2','2025Q3','2025Q4']),
            ('2026Q1', '2026-05-15', ['2025Q2','2025Q3','2025Q4','2026Q1'])]:
            cfo = [10,10,10,10+i] if end == '2025Q4' else [10,10,10+i,10]
            if i == 21:
                cfo = [2,2,3,3] if end == '2025Q4' else [2,3,3,92]
            facts.append({'symbol':f'S{i:02}', 'period':end, 'available':available,
                          'quarters':quarters, 'cfo':cfo, 'capex':[-5]*4,
                          'capex_convention':'negative_outflow', 'financial':i == 22})
    return facts


def score(fact, cap):
    ids = [int(q[:4])*4+int(q[-1])-1 for q in fact['quarters']]
    if len(ids) != 4 or any(b-a != 1 for a,b in zip(ids, ids[1:])):
        raise ValueError('TTM季度须连续且不重叠')
    if len(fact['cfo']) != 4 or len(fact['capex']) != 4:
        raise ValueError('TTM字段数量不符')
    convention = fact['capex_convention']
    if convention not in ('negative_outflow','positive_outflow'):
        raise ValueError('资本开支符号未定义')
    multiplier = -1 if convention == 'negative_outflow' else 1
    outflows = [D(str(x))*multiplier for x in fact['capex']]
    values = [D(str(x)) for x in fact['cfo']]
    cap = D(str(cap))
    if not cap.is_finite() or cap <= 0 or any(not x.is_finite() for x in values+outflows):
        raise ValueError('无效财务值或市值')
    if any(x < 0 for x in outflows):
        raise ValueError('符号映射后资本开支为负')
    fcf = sum(values)-sum(outflows)
    return fcf/cap if fcf > 0 else None


def select(facts, cutoff):
    selected, lineage = {}, {}
    for symbol in sorted({f['symbol'] for f in facts}):
        known = [f for f in facts if f['symbol'] == symbol and f['available'] <= cutoff]
        if not known:
            continue
        fact = max(known,key=lambda f:(f['period'],f['available']))
        if fact['financial']:
            continue
        value = score(fact,1000)
        if value is not None:
            selected[symbol], lineage[symbol] = value,fact['available']
    names = sorted(selected,key=lambda s:(-selected[s],s))[:20]
    return names, selected, lineage


facts = make_facts()
execution_days=['2026-04-01','2026-07-01','2026-07-02']
assert execution_days[0]>'2026-03-31' and execution_days[1]>'2026-06-30'
first, scores, lineage = select(facts,'2026-03-31')
second, _, _ = select(facts,'2026-06-30')
assert first == [f'S{i:02}' for i in range(20,0,-1)]
assert second == ['S21']+[f'S{i:02}' for i in range(20,1,-1)]
assert scores['S20'] == D('.04') and 'S21' not in scores
assert all(day <= '2026-03-31' for day in lineage.values())
assert select(list(reversed(facts)),'2026-03-31') == select(facts,'2026-03-31')
positive = dict(facts[0],capex=[5]*4,capex_convention='positive_outflow')
assert score(positive,1000) == score(facts[0],1000)
for bad in [dict(facts[0],capex=[5]*4),dict(facts[0],quarters=['2025Q1']*4)]:
    try:
        score(bad,1000)
    except ValueError:
        pass
    else:
        raise AssertionError('符号或季度不符必须拒绝')
cash, holdings, fees, orders = D(10000),set(),D(0),[]
for stage,target in enumerate([first,second,[]]):
    for symbol in sorted(holdings-set(target)):
        price = D(11) if stage == 1 else D('10.2')
        cash += 40*price-1; fees += 1
        orders.append([stage,symbol,'sell',40,str(price),1])
    for symbol in sorted(set(target)-holdings):
        cash -= D(401); fees += 1
        orders.append([stage,symbol,'buy',40,'10',1])
    holdings = set(target)
    if stage == 0:
        assert cash == 1980 and cash+len(holdings)*400 == 10000-fees
    if stage == 1:
        assert cash == 2018 and len(holdings) == 20 and fees == 22
assert cash == D('10158.0') and fees == 42 and not holdings
assert orders[:20] == [[0,f'S{i:02}','buy',40,'10',1] for i in range(1,21)]
assert orders[20:22] == [[1,'S01','sell',40,'11',1],[1,'S21','buy',40,'10',1]]
assert orders[22:] == [[2,s,'sell',40,'10.2',1] for s in sorted(second)]
print(json.dumps({'first':first,'second':second,'first_yield_S20':str(scores['S20']),
                  'execution_days_by_stage':execution_days,
                  'first_lineage':lineage,'orders':orders,'ending_cash':str(cash),
                  'fees':str(fees),'holdings':sorted(holdings),
                  'scope':'synthetic frozen financial snapshots, not SEC history download'}))