"""R615：从完整合成成交计算固定期间换手，缺失/失败不记零。"""
from decimal import Decimal as D


def round_trip(name, qty, buy, sell):
    return [{'id': name + '-buy', 'qty': D(str(qty)), 'price': D(buy), 'side': -1},
            {'id': name + '-sell', 'qty': D(str(qty)), 'price': D(sell), 'side': 1}]


def measure(status, fills, nav):
    if status != 'completed' or fills is None:
        return None
    if nav <= 0:
        raise ValueError('nonpositive NAV')
    if len({f['id'] for f in fills}) != len(fills):
        raise ValueError('duplicate fill ID')
    if any(f['qty'] <= 0 or f['price'] <= 0 for f in fills):
        raise ValueError('invalid fill amount')
    traded = sum((f['qty'] * f['price'] for f in fills), D(0))
    # 所有样例均期初/期末平仓且费用零，因而现金桥等于净利润。
    net = sum((f['qty'] * f['price'] * f['side'] for f in fills), D(0))
    return traded / nav, net


rows = {
    'A': ('completed', round_trip('A', 10, '99.6', '100.4')),
    'B': ('completed', round_trip('B', 4, '99.375', '100.625')),
    'C': ('completed', round_trip('C', 2, '149', '151')),
    'D': ('completed', None),
    'E': ('failed', []),
    'F': ('completed', []),
    'G': ('completed', round_trip('G', 4, '99.625', '100.375')),
}
nav, budget = D(1000), D('.8')
valid, unknown = {}, []
for key, (status, fills) in rows.items():
    value = measure(status, fills, nav)
    if value is None:
        unknown.append(key)
    else:
        valid[key] = value
inside = {k: v for k, v in valid.items() if v[0] <= budget}
front = {k: v for k, v in inside.items() if not any(
    other != k and w[0] <= v[0] and w[1] >= v[1] and w != v
    for other, w in inside.items())}
assert set(inside) == {'B', 'C', 'F', 'G'}
assert set(front) == {'B', 'C', 'F'}
assert set(unknown) == {'D', 'E'} and valid['F'] == (0, 0)
assert valid['A'] == (D(2), D(8))
assert valid['B'] == (D('.8'), D(5))
assert valid['C'] == (D('.6'), D(4))
selected = max(inside, key=lambda k: inside[k][1])
assert selected == 'B'
try:
    measure('completed', rows['B'][1] * 2, nav)
except ValueError:
    pass
else:
    raise AssertionError('duplicate fills counted')
print('period_gross_traded_over_initial_NAV=' + str(valid))
print('budget=0.8 inside=' + str(sorted(inside)) + ' frontier=' + str(sorted(front))
      + ' selected=' + selected + ' unknown=' + str(unknown))
print('net_profit_reconciled_from_fills=True duplicate_fill=rejected fees=0_synthetic')