"""虚构费率的独立往返现金对账，不代表现行市场或券商报价。"""
import json
from decimal import Decimal as D
from decimal import InvalidOperation


def fill(side, raw_price, quantity):
    if side not in ('buy', 'sell'):
        raise ValueError('side必须是buy或sell')
    if type(quantity) is not int or quantity <= 0:
        raise ValueError('quantity必须是正整数且不能是bool')
    try:
        reference = D(raw_price)
    except (InvalidOperation, TypeError, ValueError, OverflowError) as error:
        raise ValueError('price必须是有限正数') from error
    if not reference.is_finite() or reference <= 0:
        raise ValueError('price必须是有限正数')
    sign = D(1) if side == 'buy' else D(-1)
    price = reference * (D(1) + sign * D('.001'))
    notional = price * quantity
    commission = max(D(1), notional * D('.0003'))
    sell_charge = notional * D('.001') if side == 'sell' else D(0)
    delta = -notional - commission if side == 'buy' else notional - commission - sell_charge
    return {'side': side, 'price': price, 'quantity': quantity, 'notional': notional,
            'commission': commission, 'sell_charge': sell_charge, 'cash_delta': delta}


invalid_inputs = [('BUY', '10', 100), ('hold', '10', 100),
                  ('buy', '10', 0), ('buy', '10', -1), ('buy', '10', 1.5),
                  ('buy', '10', True), ('buy', '0', 100), ('buy', '-1', 100),
                  ('buy', 'NaN', 100), ('buy', 'Infinity', 100),
                  ('buy', 'not-a-price', 100)]
unexpected = []
for args in invalid_inputs:
    try:
        fill(*args)
    except ValueError:
        pass
    except Exception as error:
        unexpected.append([repr(args), type(error).__name__])
    else:
        unexpected.append([repr(args), 'accepted'])
assert not unexpected, unexpected

buy, sell = fill('buy', '10', 100), fill('sell', '10.5', 100)
cash = D(2000) + buy['cash_delta'] + sell['cash_delta']
gross_raw = D(100) * (D('10.5') - D('10'))
slippage = buy['notional'] - D(1000) + D(1050) - sell['notional']
net = cash - D(2000)
assert buy['price'] == D('10.010') and sell['price'] == D('10.4895')
assert buy['commission'] == sell['commission'] == D(1)
assert buy['sell_charge'] == 0 and sell['sell_charge'] == D('1.04895')
assert net == D('44.90105') and cash == D('2044.90105')
assert gross_raw - slippage - D(2) - sell['sell_charge'] == net
assert fill('buy', '10', 10000)['commission'] > 1
double_counted = net - slippage
assert double_counted != net
print(json.dumps({'buy': buy, 'sell': sell, 'raw_pnl': gross_raw, 'slippage': slippage,
                  'ending_cash': cash, 'net_pnl': net, 'double_counted_pnl': double_counted},
                 default=str))