"""R644：每个虚拟信号保留一个终态，未确认成交不改变账户。"""
from decimal import Decimal as D
from copy import deepcopy
from collections import Counter

def process(state,event):
    out=deepcopy(state)
    if not isinstance(event['id'],str) or not event['id'].strip() or event['id'] in out['seen']:raise ValueError('invalid or duplicate event')
    if event['side'] not in {None,'buy','sell'}:raise ValueError('unknown direction')
    if event['side'] is None:status='no_signal'
    elif event['security'] not in {'A','B'}:status='outside_basket'
    elif event['price'] is None:status='quote_unknown'
    else:
        price=D(event['price']);fee=D(1);qty=event['qty']
        if not price.is_finite() or price<=0 or type(qty) is not int or qty<=0:raise ValueError('invalid executable amount')
        held=out['shares'].get(event['security'],0);before=out['cash']+held*price
        if event['side']=='buy' and held:status='already_positioned'
        elif event['side']=='sell' and held<qty:status='insufficient_shares'
        elif event['side']=='buy' and out['cash']<qty*price+fee:status='insufficient_cash'
        elif event['confirmation']=='pending':status='fill_unconfirmed'
        elif event['confirmation']=='blocked':status='market_rejected'
        elif event['confirmation']=='filled':
            signed=qty if event['side']=='buy' else -qty
            out['cash']-=signed*price+fee;out['shares'][event['security']]=held+signed;status='filled'
        else:raise ValueError('unknown confirmation')
        assert out['cash']+out['shares'].get(event['security'],0)*price==before-(fee if status=='filled' else 0)
    out['seen'].add(event['id'])
    assert out['cash']>=0 and all(q>=0 for q in out['shares'].values())
    return out,status

inputs=[(None,'A','100',1,'filled'),('buy','C','100',1,'filled'),('buy','A',None,1,'filled'),('buy','A','100',5,'filled'),('buy','A','100',1,'pending'),('buy','A','100',1,'filled'),('buy','A','100',1,'filled'),('sell','A','105',1,'blocked'),('sell','A','105',1,'filled')]
state={'cash':D(250),'shares':{},'seen':set()};rows=[]
for i,(side,s,price,qty,confirmation) in enumerate(inputs,1):
    before=deepcopy(state);event={'id':f'E{i}','side':side,'security':s,'price':price,'qty':qty,'confirmation':confirmation}
    state,status=process(state,event)
    if status!='filled':assert state['cash']==before['cash'] and state['shares']==before['shares']
    rows.append((event['id'],status,str(state['cash']),dict(state['shares'])))
assert [r[1] for r in rows]==['no_signal','outside_basket','quote_unknown','insufficient_cash','fill_unconfirmed','filled','already_positioned','market_rejected','filled']
assert state['cash']==D(253) and state['shares']['A']==0 and len(state['seen'])==9
assert sum(Counter(row[1] for row in rows).values())==9
for bad in [dict(event),dict(event,id='E10',side='buy',price='NaN')]:
    try:process(state,bad)
    except ValueError:pass
    else:raise AssertionError('duplicate or nonfinite event accepted')
print('rows='+str(rows))
print('signal_events=9 filled=2 ending_cash=253 ending_A=0 each_event_has_one_outcome=True')