"""目标状态在hold/rebalance下的数量与丢弃记录；无产品运行或收益优化。"""
from decimal import Decimal as D
import json


def run(targets,prices,mode,lot=1,commission=1):
    if mode not in ('hold','rebalance'):raise ValueError('unknown_mode')
    if len(targets)!=len(prices):raise ValueError('alignment')
    if type(lot) is not int or lot<=0:raise ValueError('invalid_lot')
    fee=D(str(commission))
    if not fee.is_finite() or fee<0:raise ValueError('invalid_fee')
    cash,quantity,fees,last=D(1000),0,D(0),None;rows=[]
    for i,(raw,raw_price) in enumerate(zip(targets,prices)):
        price=D(str(raw_price))
        if not price.is_finite() or price<=0:raise ValueError('invalid_price')
        target=D(str(raw)) if raw is not None else None
        if target is not None and (not target.is_finite() or not 0<=target<=1):raise ValueError('long_only_target')
        equity=cash+quantity*price;orders=[];dropped=None;reason='no_decision'
        desired=None
        if target is not None:
            desired=int((equity*target//(price*lot)))*lot
            changed=last is not None and abs(target-last)>D('.000001')
            if mode=='hold' and quantity and target>0:
                if changed:dropped={'previous':str(last),'requested':str(target),'reason':'hold_same_direction'}
                reason='hold_same_direction' if changed else 'unchanged_target'
            else:
                delta=desired-quantity
                reason='rounded_same_size' if delta==0 else 'filled'
                if delta>0:
                    cost=delta*price+fee
                    if cost>cash:reason='insufficient_cash'
                    else:cash-=cost;quantity+=delta;fees+=fee;orders.append(['buy',delta,str(price),str(fee)])
                elif delta<0:
                    cash+=(-delta)*price-fee;quantity+=delta;fees+=fee;orders.append(['sell',-delta,str(price),str(fee)])
            last=target
        rows.append({'i':i,'target':str(target) if target is not None else None,'mode':mode,
                     'equity_before':str(equity),'desired_rounded_quantity':desired,
                     'orders':orders,'dropped':dropped,'reason':reason,'quantity':quantity,
                     'cash':str(cash),'fees':str(fees),'equity_after':str(cash+quantity*price)})
    return rows


targets=['.4','.8','.2','0'];prices=[10]*4
hold=run(targets,prices,'hold');rebalance=run(targets,prices,'rebalance')
assert [r['quantity'] for r in hold]==[40,40,40,0]
assert [r['quantity'] for r in rebalance]==[40,79,19,0]
assert [r['orders'] for r in hold]==[[['buy',40,'10','1']],[],[],[['sell',40,'10','1']]]
assert [r['orders'] for r in rebalance]==[[['buy',40,'10','1']],[['buy',39,'10','1']],
                                        [['sell',60,'10','1']],[['sell',19,'10','1']]]
assert [r['cash'] for r in hold]==['599','599','599','998'] and hold[-1]['fees']=='2'
assert [r['cash'] for r in rebalance]==['599','208','807','996'] and rebalance[-1]['fees']=='4'
assert [r['dropped'] for r in hold if r['dropped']]==[
    {'previous':'0.4','requested':'0.8','reason':'hold_same_direction'},
    {'previous':'0.8','requested':'0.2','reason':'hold_same_direction'}]
assert not any(r['dropped'] for r in rebalance)
drift=run(['.4','.4','.4','0'],[10,12,11,11],'hold')
assert not any(r['dropped'] for r in drift) and drift[-1]['cash']=='1038' and drift[-1]['fees']=='2'
rounded=run(['.4','.401'],[10,10],'rebalance')
assert rounded[1]['reason']=='rounded_same_size' and rounded[1]['orders']==[] and rounded[1]['dropped'] is None
large_lot=run(targets,prices,'rebalance',lot=10)
assert [r['quantity'] for r in large_lot]==[40,70,10,0]
assert large_lot[1]['orders']==[['buy',30,'10','1']] and large_lot[-1]['cash']=='996'
no_fee=run(targets,prices,'rebalance',commission=0)
assert [r['quantity'] for r in no_fee]==[40,80,20,0] and no_fee[-1]['cash']=='1000'
unknown=run(['.4',None,'0'],[10]*3,'hold')
assert unknown[1]['reason']=='no_decision' and unknown[1]['quantity']==40
assert run(targets[:2],prices[:2],'rebalance')==rebalance[:2]
assert run(['1'],[10],'rebalance')[0]['reason']=='insufficient_cash'
try:run(targets,prices,'resize')
except ValueError:pass
else:raise AssertionError('未知模式必须拒绝')
print(json.dumps({'hold':hold,'rebalance':rebalance,'unchanged_target_price_drift':drift,
                  'rounding_control':rounded[1],'lot10_quantities':[r['quantity'] for r in large_lot],
                  'zero_fee_quantities':[r['quantity'] for r in no_fee],
                  'scope':'synthetic executable targets; no signal generation or real market-rule integration'}))