"""R629：同初态、同价格的日历/阈值政策；触发与未成交分开。"""
from math import isfinite,isclose

PRICES={'A':[100,130,140,120,100,110],'B':[100]*6}


def run(policy):
    if policy not in {'calendar','threshold'}:raise ValueError('unknown policy')
    cash=0.;shares={'A':5.,'B':5.};ledger=[];costs=0.;traded=0.;streak=longest=0
    for t in range(1,6):
        p={s:PRICES[s][t] for s in shares}
        before=cash+sum(shares[s]*p[s] for s in shares)
        assert isfinite(before) and before>0
        deviation=max(abs(shares[s]*p[s]/before-.5) for s in shares)
        trigger=t in [3,5] if policy=='calendar' else deviation>=.05
        status='no_trigger'
        if trigger and t==1:status='blocked_market'
        elif trigger:
            old={s:shares[s]*p[s] for s in shares};lo,hi=0.,before
            for _ in range(100):
                mid=(lo+hi)/2;fee=.001*sum(abs(mid*.5-old[s]) for s in shares)
                if mid+fee>before:hi=mid
                else:lo=mid
            invested=(lo+hi)/2;target={s:invested*.5/p[s] for s in shares}
            amount=sum(abs(target[s]-shares[s])*p[s] for s in shares);fee=.001*amount
            cash=before-sum(target[s]*p[s] for s in shares)-fee;shares=target
            assert cash>=-1e-8
            assert isclose(cash+sum(shares[s]*p[s] for s in shares),before-fee,rel_tol=0,abs_tol=1e-8)
            traded+=amount;costs+=fee;status='executed'
        after=cash+sum(shares[s]*p[s] for s in shares)
        post=max(abs(shares[s]*p[s]/after-.5) for s in shares)
        streak=streak+1 if post>=.05 else 0;longest=max(longest,streak)
        ledger.append({'session':t,'trigger':trigger,'status':status,'pre_deviation':deviation,'post_deviation':post,'equity':after})
    return {'ending':ledger[-1]['equity'],'cost':costs,'turnover':traded/1000,'longest_post_breach':longest,'events':ledger}


c=run('calendar');t=run('threshold')
assert isclose(c['ending'],1054.025004,rel_tol=0,abs_tol=1e-6)
assert isclose(t['ending'],1079.640030,rel_tol=0,abs_tol=1e-6)
assert isclose(c['cost'],.145829,rel_tol=0,abs_tol=1e-6)
assert isclose(t['cost'],.371400,rel_tol=0,abs_tol=1e-6)
assert [r['session'] for r in c['events'] if r['status']=='executed']==[3,5]
assert [r['session'] for r in t['events'] if r['status']=='executed']==[2,4]
assert t['events'][0]['status']=='blocked_market' and t['events'][0]['trigger']
assert c['longest_post_breach']==2 and t['longest_post_breach']==1
for label,result in [('calendar',c),('threshold',t)]:
    print(label+' ending='+format(result['ending'],'.6f')+' cost='+format(result['cost'],'.6f')+' turnover='+format(result['turnover'],'.6f')+' longest_post_breach='+str(result['longest_post_breach']))
    print(label+' statuses='+str([(r['session'],r['status']) for r in result['events']]))