"""外部冻结EPS预期/公告时间、事件去重、真实给定会话与20期开盘账。"""
from datetime import datetime
from decimal import Decimal as D
import json

dates=['2026-01-05','2026-01-06','2026-01-07','2026-01-08','2026-01-09',
       '2026-01-12','2026-01-13','2026-01-14','2026-01-15','2026-01-16',
       '2026-01-20','2026-01-21','2026-01-22','2026-01-23','2026-01-26',
       '2026-01-27','2026-01-28','2026-01-29','2026-01-30','2026-02-02',
       '2026-02-03','2026-02-04']
sessions=[day+'T09:30:00-05:00' for day in dates]


def unique_events(events):
    seen={}
    for event in events:
        key=event['event_id']
        if key in seen and seen[key]!=event:
            raise ValueError('冲突事件版本需先外部冻结解析')
        seen[key]=event
    return list(seen.values())


def plan(event,opens=sessions):
    parsed=[datetime.fromisoformat(t) for t in opens]
    if parsed!=sorted(parsed) or len(set(parsed))!=len(parsed):
        raise ValueError('交易会话必须按时间唯一有序')
    announcement=datetime.fromisoformat(event['announcement'])
    frozen=datetime.fromisoformat(event['estimate_frozen'])
    available=datetime.fromisoformat(event['available'])
    if frozen>=announcement: return {'status':'late_expectation'}
    if available<announcement: return {'status':'invalid_availability'}
    if event['expected_basis']!=event['actual_basis']: return {'status':'basis_mismatch'}
    expected,actual=D(event['expected_eps']),D(event['actual_eps'])
    if not expected.is_finite() or not actual.is_finite(): return {'status':'nonfinite_eps'}
    if expected==0: return {'status':'zero_denominator'}
    surprise=(actual-expected)/abs(expected)
    if surprise<D('.10'): return {'status':'below_threshold','surprise':str(surprise)}
    eligible=[i for i,t in enumerate(opens) if datetime.fromisoformat(t)>available]
    if not eligible: return {'status':'no_entry_session','surprise':str(surprise)}
    entry=min(eligible,key=lambda i:datetime.fromisoformat(opens[i]))
    return {'status':'eligible','surprise':str(surprise),'entry':entry,'due':entry+20,
            'entry_time':opens[entry]}


def run(trade,opens=sessions):
    if trade['status']!='eligible': raise ValueError('ineligible_event')
    cash,quantity,fees,ledger=D(1000),0,0,[]
    for i,time in enumerate(opens):
        price=D(11) if i==20 else D('10.5') if i==21 else D(10)
        orders=[]
        if i==trade['entry']:
            cash-=40*price+1;quantity=40;fees+=1
            orders.append(['buy',40,str(price),1])
        if quantity and i==trade['due']:
            cash+=quantity*price-1;orders.append(['sell',quantity,str(price),1])
            quantity=0;fees+=1
        ledger.append({'time':time,'orders':orders,'quantity':quantity,
                       'cash':str(cash),'fees':fees,'equity':str(cash+quantity*price)})
    return ledger


event={'event_id':'ALFA:2025Q4:diluted_GAAP_USD','announcement':'2026-01-05T08:00:00-05:00',
       'available':'2026-01-05T08:00:00-05:00','estimate_frozen':'2026-01-04T20:00:00-05:00',
       'expected_eps':'1','actual_eps':'1.2','expected_basis':'diluted_GAAP_USD',
       'actual_basis':'diluted_GAAP_USD'}
assert len(unique_events([event,dict(event)]))==1
try:
    unique_events([event,dict(event,actual_eps='1.3')])
except ValueError: pass
else: raise AssertionError('冲突修订不应当成第二事件或静默覆盖')
pre=plan(event); ledger=run(pre)
assert pre['surprise']=='0.2' and pre['entry']==0 and pre['due']==20
assert ledger[0]['orders']==[['buy',40,'10',1]] and ledger[0]['cash']=='599'
assert ledger[20]['orders']==[['sell',40,'11',1]]
assert D(ledger[-1]['cash'])==D(ledger[-1]['equity'])==D(1038)
assert ledger[-1]['quantity']==0 and ledger[-1]['fees']==2
post_event=dict(event,announcement='2026-01-05T16:10:00-05:00',available='2026-01-05T16:10:00-05:00')
post=plan(post_event); post_ledger=run(post)
assert post['entry']==1 and post['due']==21 and post_ledger[-1]['cash']=='1018.0'
assert post_ledger[1]['orders']==[['buy',40,'10',1]] and post_ledger[1]['cash']=='599'
assert post_ledger[21]['orders']==[['sell',40,'10.5',1]]
assert post_ledger[-1]['quantity']==0 and post_ledger[-1]['fees']==2
assert plan(dict(event,expected_eps='0'))['status']=='zero_denominator'
assert plan(dict(event,estimate_frozen=event['announcement']))['status']=='late_expectation'
assert plan(dict(event,actual_basis='adjusted_USD'))['status']=='basis_mismatch'
assert plan(dict(event,actual_eps='1.1'))['status']=='eligible'
assert plan(dict(event,actual_eps='1.099'))['status']=='below_threshold'
assert plan(dict(event,actual_eps='NaN'))['status']=='nonfinite_eps'
assert plan(dict(event,available='2026-01-05T07:59:00-05:00'))['status']=='invalid_availability'
assert plan(event,sessions[:10])['entry']==pre['entry']
assert run(plan(event,sessions[:10]),sessions[:10])==ledger[:10]
print(json.dumps({'frozen_input':event,'pre_market_plan':pre,'pre_entry':ledger[0],
                  'pre_exit':ledger[20],'post_market_plan':post,'post_exit':post_ledger[21],
                  'duplicate_events':1,'scope':'synthetic EPS/expectation inputs; supplied real session dates, no historical expectations service'}))