"""R635：输入交易单位，多期目标/可执行/实际；不归一化抹现金。"""
from decimal import Decimal as D,InvalidOperation

LOTS={'A':1,'B':10}


def finite(value,positive=False):
    try:result=D(str(value))
    except (InvalidOperation,ValueError) as error:raise ValueError('invalid decimal value') from error
    if not result.is_finite() or (result<=0 if positive else result<0):raise ValueError('invalid finite value')
    return result


def step(cash,shares,prices,weights,blocked=()):
    cash=finite(cash)
    if set(shares)!=set(LOTS) or set(prices)!=set(LOTS) or set(weights)!=set(LOTS):raise ValueError('identity mismatch')
    if any(type(unit) is not int or unit<=0 for unit in LOTS.values()):raise ValueError('unverified trading unit')
    if any(type(shares[s]) is not int or shares[s]<0 or shares[s]%LOTS[s] for s in LOTS):raise ValueError('unsupported starting quantity')
    p={s:finite(prices[s],True) for s in LOTS};w={s:finite(weights[s]) for s in LOTS}
    if abs(sum(w.values())-1)>D('1e-20'):raise ValueError('bad weight budget')
    nav=cash+sum(D(shares[s])*p[s] for s in LOTS)
    if not nav.is_finite() or nav<=0:raise ValueError('zero or invalid NAV')
    desired={s:int((nav*w[s])//(p[s]*LOTS[s]))*LOTS[s] for s in LOTS}
    planned_cash=nav-sum(D(desired[s])*p[s] for s in LOTS);actual=dict(shares);events=[]
    for side in ['sell','buy']:
        for s in sorted(LOTS):
            delta=desired[s]-actual[s]
            if (side=='sell' and delta>=0) or (side=='buy' and delta<=0):continue
            if (s,side) in blocked:
                events.append((s,side,'blocked',abs(delta),0));continue
            qty=abs(delta)
            if side=='buy':qty=min(qty,int(cash//(p[s]*LOTS[s]))*LOTS[s])
            signed=qty if side=='buy' else -qty
            cash-=D(signed)*p[s];actual[s]+=signed
            events.append((s,side,'cash_limited' if qty<abs(delta) else 'filled',abs(delta),qty))
    assert cash>=0 and all(actual[s]%LOTS[s]==0 for s in LOTS)
    assert sum(D(actual[s])*p[s] for s in LOTS)+cash==nav
    executable_weights={s:D(desired[s])*p[s]/nav for s in LOTS}
    actual_weights={s:D(actual[s])*p[s]/nav for s in LOTS}
    assert abs(sum(executable_weights.values())+planned_cash/nav-1)<D('1e-20')
    assert abs(sum(actual_weights.values())+cash/nav-1)<D('1e-20')
    return cash,actual,{'NAV':nav,'prices':p,'target':w,'executable_qty':desired,'executable_cash':planned_cash,'actual_qty':dict(actual),'actual_cash':cash,'executable_weights':executable_weights,'actual_weights':actual_weights,'events':events}


cash=D(1000);shares={'A':0,'B':0};rows=[]
for prices,w,blocked in [({'A':70,'B':30},{'A':.5,'B':.5},[('B','buy')]),
                         ({'A':80,'B':25},{'A':.4,'B':.6},[]),
                         ({'A':90,'B':20},{'A':.7,'B':.3},[('B','sell')])]:
    cash,shares,row=step(cash,shares,prices,w,blocked);rows.append(row)
assert [r['NAV'] for r in rows]==[D(1000),D(1070),D(1020)]
assert [r['actual_cash'] for r in rows]==[D(510),D(170),D(80)]
assert rows[0]['executable_qty']=={'A':7,'B':10} and rows[0]['actual_qty']=={'A':7,'B':0}
assert rows[-1]['executable_qty']=={'A':7,'B':10} and rows[-1]['actual_qty']=={'A':6,'B':20}
assert any(e[2]=='cash_limited' for e in rows[-1]['events'])
try:step(D(0),{'A':0,'B':0},{'A':70,'B':30},{'A':.5,'B':.5})
except ValueError:pass
else:raise AssertionError('zero NAV accepted')
try:step(D(1000),{'A':0,'B':0},{'A':70,'B':30},{'A':float('nan'),'B':1})
except ValueError:pass
else:raise AssertionError('NaN weights accepted')
for t,row in enumerate(rows):
    print('period='+str(t)+' NAV='+str(row['NAV'])+' executable='+str(row['executable_qty'])+' actual='+str(row['actual_qty'])+' cash='+str(row['actual_cash'])+' events='+str(row['events']))
    print('period='+str(t)+' target='+str(row['target'])+' executable_weights='+str({s:format(w,'.6f') for s,w in row['executable_weights'].items()})+' actual_weights='+str({s:format(w,'.6f') for s,w in row['actual_weights'].items()}))
print('lot_inputs=A:1,B:10 fees=0_synthetic no_stock_only_renormalization=True zero_NAV=rejected')