"""期末合成结算替换末快照；强制记账不证明当天可交易。"""
from decimal import Decimal as D
import json


def run(active_exit=False,force=True,terminal_blocked=False):
    cash,quantity,fees=D(1000),0,D(0);fills=[];snapshots=[]
    closes=[D(10),D(11),D(12)]
    cash-=401;quantity=40;fees+=1;fills.append([0,'buy',40,'10','1','signal'])
    def close(i,mark,reason):
        nonlocal cash,quantity,fees
        if not quantity:return
        price=mark*(1-D('.01'));q=quantity
        cash+=q*price-1;quantity=0;fees+=1
        fills.append([i,'sell',q,str(price),'1',reason])
    for i,mark in enumerate(closes):
        if active_exit and i==1:close(i,mark,'signal')
        snapshots.append({'i':i,'cash':str(cash),'quantity':quantity,
                          'mark':str(mark),'unrealized':str(quantity*(mark-10)),
                          'equity':str(cash+quantity*mark)})
    before=dict(snapshots[-1])
    if force:
        close(2,closes[-1],'end_of_backtest')
        snapshots[-1]={'i':2,'cash':str(cash),'quantity':quantity,'mark':str(closes[-1]),
                       'unrealized':'0','equity':str(cash)}
    count=len(fills);cash_before,fees_before=cash,fees
    if force:close(2,closes[-1],'end_of_backtest')
    assert (len(fills),cash,fees)==(count,cash_before,fees_before)
    return {'before_terminal':before,'snapshots':snapshots,'fills':fills,'ending_cash':str(cash),
            'quantity':quantity,'fees':str(fees),'terminal_execution_verified':False,
            'terminal_market_blocked':terminal_blocked,
            'accounting_policy':'synthetic terminal settlement may bypass ordinary eligibility'}


result=run()
assert result['fills']==[[0,'buy',40,'10','1','signal'],[2,'sell',40,'11.88','1','end_of_backtest']]
assert result['before_terminal']=={'i':2,'cash':'599','quantity':40,'mark':'12','unrealized':'80','equity':'1079'}
assert len(result['snapshots'])==3 and result['snapshots'][:2]==[
    {'i':0,'cash':'599','quantity':40,'mark':'10','unrealized':'0','equity':'999'},
    {'i':1,'cash':'599','quantity':40,'mark':'11','unrealized':'40','equity':'1039'}]
assert D(result['ending_cash'])==D(result['snapshots'][-1]['equity'])==D('1073.20')
assert result['snapshots'][-1]['unrealized']=='0' and result['quantity']==0 and result['fees']=='2'
assert D(1079)-D(result['ending_cash'])==40*(D(12)-D('11.88'))+1==D('5.80')
assert D(result['ending_cash'])-1000==40*(D('11.88')-10)-2==D('73.20')
marked=run(force=False)
assert marked['quantity']==40 and marked['snapshots'][-1]['equity']=='1079' and marked['fees']=='1'
active=run(active_exit=True)
assert active['fills']==[[0,'buy',40,'10','1','signal'],[1,'sell',40,'10.89','1','signal']]
assert D(active['ending_cash'])==D('1033.60') and active['fees']=='2' and active['quantity']==0
assert not any(f[-1]=='end_of_backtest' for f in active['fills'])
blocked=run(terminal_blocked=True)
assert blocked['ending_cash']==result['ending_cash'] and blocked['terminal_market_blocked']
assert not blocked['terminal_execution_verified']
print(json.dumps({'terminal_settlement':result,'marked_only_reference':marked,
                  'strategy_exit_control':active,'blocked_terminal_control':blocked,
                  'scope':'synthetic settlement accounting, not an executable halt or T+1 bypass'}))