"""R608：独立标准库合成方法样例，不是实际历史绩效。"""
prices=[10,20,30,40,30,25,20,15,18,22]
lookbacks=[3,5]
common=max(lookbacks)
def run(n,start):
    cash,shares=1000,0
    rows=[]
    for fill_t in range(start,len(prices)):
        signal_t=fill_t-1
        assert signal_t>=n-1
        signal=int(prices[signal_t]>sum(prices[signal_t-n+1:signal_t+1])/n)
        qty=signal-shares
        cash-=qty*prices[fill_t]
        shares=signal
        rows.append((fill_t,signal,cash+shares*prices[fill_t]))
    return rows
aligned=[run(n,common) for n in lookbacks]
assert [rows[-1][2] for rows in aligned] == [1000, 995]
assert run(3,3)[-1][2] == 985
assert all(len(rows)==5 for rows in aligned)
assert [r[0] for r in aligned[0]]==[r[0] for r in aligned[1]]
assert run(3,3)[-1][2]!=run(3,5)[-1][2]
assert max(lookbacks)-1==4 and common==5
try: run(5,3)
except AssertionError: pass
else: raise AssertionError('insufficient warmup accepted')
print('first_signal=[2,4] first_fill=[3,5] common_fill=5 scored_sessions=5')
print('aligned_ending='+str([rows[-1][2] for rows in aligned])+' short_own_start='+str(run(3,3)[-1][2]))