"""盈利能力与现金覆盖双门槛，季度可得快照和完整20股交易账。"""
from decimal import Decimal as D
import json


def make_facts():
    facts=[]
    for i in range(1,26):
        for end,available in [('2025-12-31','2026-02-15'),('2026-03-31','2026-05-15')]:
            gross = [5,5,5,5+i] if end=='2025-12-31' else [5,5,5+i,5]
            net = [2,2,3,3] if end=='2025-12-31' else [2,3,3,2]
            cfo, assets = [3]*4,100
            quarters = (['2025Q1','2025Q2','2025Q3','2025Q4'] if end=='2025-12-31'
                        else ['2025Q2','2025Q3','2025Q4','2026Q1'])
            if i == 21:
                gross=[25]*4; cfo=[1]*4 if end=='2025-12-31' else [1,1,1,9]
            if i == 23: net=[-1]*4
            if i == 24: gross=[5,5,5,None]
            if i == 25: assets=0
            facts.append({'symbol':f'S{i:02}','end':end,'assets_date':end,'available':available,
                          'quarters':quarters,'gross':gross,'net':net,'cfo':cfo,
                          'assets':assets,'financial':i==22})
    return facts


def score(fact):
    if fact['financial']: return None,'financial_excluded'
    if fact['assets_date'] != fact['end']: return None,'period_mismatch'
    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:]))
            or any(len(fact[field])!=4 for field in ['gross','net','cfo'])):
        return None,'flow_periods'
    fields=fact['gross']+fact['net']+fact['cfo']+[fact['assets']]
    if any(x is None for x in fields): return None,'missing'
    values=[D(str(x)) for x in fields]
    if any(not x.is_finite() for x in values): return None,'nonfinite'
    gross=sum(D(str(x)) for x in fact['gross'])
    net=sum(D(str(x)) for x in fact['net'])
    cfo=sum(D(str(x)) for x in fact['cfo'])
    assets=D(str(fact['assets']))
    if assets <= 0: return None,'assets'
    if net <= 0: return None,'nonpositive_income'
    if cfo < net: return None,'cash_conversion'
    return gross/assets,'eligible'


def select(facts,cutoff):
    scores,reasons={},{}
    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['end'],f['available']))
        value,reason=score(fact); reasons[symbol]=reason
        if value is not None: scores[symbol]=value
    return sorted(scores,key=lambda s:(-scores[s],s))[:20],scores,reasons


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,reasons=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 reasons['S21']=='cash_conversion' and scores['S20']==D('.4')
assert {s:reasons[s] for s in ['S22','S23','S24','S25']}=={
    'S22':'financial_excluded','S23':'nonpositive_income','S24':'missing','S25':'assets'}
assert score(dict(facts[0],assets_date='2026-12-31'))[1]=='period_mismatch'
assert score(dict(facts[0],quarters=['2025Q1']*4))[1]=='flow_periods'
assert score(dict(facts[0],cfo=[2,2,3,3]))[1]=='eligible'
assert score(dict(facts[0],cfo=[2,2,3,2]))[1]=='cash_conversion'
assert select(facts[:25],'2026-01-01')[0]==[]
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(19) if stage==1 else D(21)
        cash+=20*price-1;fees+=1;orders.append([stage,symbol,'sell',20,str(price),1])
    for symbol in sorted(set(target)-holdings):
        cash-=D(401);fees+=1;orders.append([stage,symbol,'buy',20,'20',1])
    holdings=set(target)
    if stage==0: assert cash==1980 and cash+len(holdings)*400==10000-fees
    if stage==1: assert cash==1958 and fees==22 and len(holdings)==20
assert cash==10338 and fees==42 and not holdings
assert orders[:20]==[[0,f'S{i:02}','buy',20,'20',1] for i in range(1,21)]
assert orders[20:22]==[[1,'S01','sell',20,'19',1],[1,'S21','buy',20,'20',1]]
assert orders[22:]==[[2,s,'sell',20,'21',1] for s in sorted(second)]
print(json.dumps({'first':first,'second':second,'first_quality_S20':str(scores['S20']),
                  'execution_days_by_stage':execution_days,
                  'first_exclusions':{s:r for s,r in reasons.items() if r!='eligible'},
                  'orders':orders,'ending_cash':str(cash),'fees':str(fees),
                  'holdings':sorted(holdings),'scope':'synthetic point-in-time snapshots only'}))