"""策略内部shift与引擎次开盘shift逐行区分，五bar完整往返。"""
from decimal import Decimal as D
import json


def delay(values,steps):
    if type(steps) is not int or steps not in (0,1): raise ValueError('supported_shift')
    return ([0]*steps+list(values))[:len(values)]


def run(closes,opens,internal_shift):
    if len(closes)!=len(opens): raise ValueError('alignment')
    raw=[int(D(str(p))>D('9.5')) for p in closes]
    strategy=delay(raw,internal_shift);targets=delay(strategy,1)
    cash,quantity,fees,rows=D(1000),0,0,[]
    for i,target in enumerate(targets):
        price=D(str(opens[i]));orders=[]
        if not price.is_finite() or price<=0: raise ValueError('invalid_open')
        if target and quantity==0:
            if 40*price+1>cash: raise ValueError('cash')
            cash-=40*price+1;quantity=40;fees+=1;orders.append(['buy',40,str(price),1])
        elif not target and quantity:
            cash+=quantity*price-1;orders.append(['sell',quantity,str(price),1]);quantity=0;fees+=1
        rows.append({'i':i,'raw':raw[i],'strategy_output':strategy[i],'target':target,
                     'source_close_index':i-1-internal_shift if i>=1+internal_shift else None,
                     'orders':orders,'cash':str(cash),'quantity':quantity,'fees':fees,
                     'equity':str(cash+quantity*price)})
    return rows


closes=[10,12,8,9,8];opens=[10,11,15,9,8]
single,double=run(closes,opens,0),run(closes,opens,1)
assert [r['target'] for r in single]==[0,1,1,0,0]
assert [r['target'] for r in double]==[0,0,1,1,0]
assert single[0]['orders']==[] and single[1]['orders']==[['buy',40,'11',1]]
assert single[3]['orders']==[['sell',40,'9',1]] and single[1]['cash']=='559'
assert single[-1]['cash']=='918' and single[-1]['quantity']==0 and single[-1]['fees']==2
assert double[2]['orders']==[['buy',40,'15',1]] and double[2]['cash']=='399'
assert double[4]['orders']==[['sell',40,'8',1]]
assert double[-1]['cash']=='718' and double[-1]['quantity']==0 and double[-1]['fees']==2
changed=run([10,12,1000,9,8],opens,0)
for i in range(3):
    assert [changed[i][k] for k in ['orders','cash','quantity']]==[single[i][k] for k in ['orders','cash','quantity']]
assert changed[3]['orders']==[] and single[3]['orders']
assert run(closes[:3],opens[:3],0)==single[:3]
print(json.dumps({'single_engine_delay':single,'strategy_plus_engine_delay':double,
                  'changed_current_close_does_not_change_same_open':True,
                  'scope':'authored alignment reproduction, not a live product runner test'}))