"""R614：独立标准库合成方法样例，不是实际历史绩效。"""
from math import isclose
prices={'A':[100,120,120],'B':[100,100,110],'C':[100,90,90]}
initial=300
def run(universe):
    if not universe:raise ValueError('empty universe')
    equity=float(initial);shares={s:0 for s in universe};ledger=[];first={}
    for t in range(2):
        target={s:equity/len(universe)/prices[s][t] for s in universe}
        fills={s:target[s]-shares[s] for s in universe}
        contributions={s:target[s]*(prices[s][t+1]-prices[s][t]) for s in universe}
        equity+=sum(contributions.values());shares=target
        ledger.append({'session':t,'target_qty':target,'fills':fills,'equity':equity})
        if t==0:first=contributions
    return equity,ledger,first
original,orig_rows,contrib=run(['A','B','C'])
removed=min(contrib,key=lambda s:(-contrib[s],s))
residual,rows,_=run([s for s in prices if s!=removed])
assert removed=='A' and rows[0]['target_qty']['B']==1.5
assert isclose(residual,299.25,abs_tol=1e-10)
assert not isclose(original-contrib[removed],residual,abs_tol=1e-10)
try:run([])
except ValueError:pass
else:raise AssertionError('empty universe accepted')
print('removed_from_seen_development=A first_contributions='+str(contrib))
print('original='+format(original,'.6f')+' residual='+format(residual,'.6f')+' naive_subtraction='+format(original-contrib[removed],'.6f'))
print('residual_first_quantities='+str(rows[0]['target_qty'])+' weights_regenerated=True fractional_synthetic=True')