package service

import (
	"math"
	"strconv"
	"strings"

	"level_go/internal/model"
)

// limitBreakNextPerformanceRow 是炸板股次日表现查询的数据库扫描结构。
type limitBreakNextPerformanceRow struct {
	TradeDate            string   `gorm:"column:trade_date"`
	PreviousTradeDate    string   `gorm:"column:previous_trade_date"`
	PreviousTwoTradeDate string   `gorm:"column:previous_two_trade_date"`
	NextTradeDate        string   `gorm:"column:next_trade_date"`
	Symbol               string   `gorm:"column:symbol"`
	TsCode               string   `gorm:"column:ts_code"`
	Name                 string   `gorm:"column:name"`
	Market               string   `gorm:"column:market"`
	Industry             string   `gorm:"column:industry"`
	PreviousClose        *float64 `gorm:"column:previous_close"`
	TPreClose            *float64 `gorm:"column:t_pre_close"`
	TOpen                *float64 `gorm:"column:t_open"`
	THigh                *float64 `gorm:"column:t_high"`
	TClose               *float64 `gorm:"column:t_close"`
	TPctChg              *float64 `gorm:"column:t_pct_chg"`
	FirstTime            *string  `gorm:"column:first_time"`
	HasTushareBreakData  bool     `gorm:"column:has_tushare_break_data"`
	NextOpen             *float64 `gorm:"column:next_open"`
	NextHigh             *float64 `gorm:"column:next_high"`
	NextLow              *float64 `gorm:"column:next_low"`
	NextClose            *float64 `gorm:"column:next_close"`
}

// GetLimitBreakNextPerformance 返回炸板股次日表现的分页响应。
//
// 该方法负责分页和汇总统计，实际查询与单股指标计算由 ListLimitBreakNextPerformanceStocks 完成。
func (s *LimitBoardService) GetLimitBreakNextPerformance(req model.LimitBreakNextPerformanceRequest) (model.LimitBreakNextPerformanceResponse, error) {
	resp := model.LimitBreakNextPerformanceResponse{
		TradeStartDate: req.TradeStartDate,
		TradeEndDate:   req.TradeEndDate,
		Page:           req.Page,
		PageSize:       req.PageSize,
		List:           []model.LimitBreakNextPerformanceStock{},
	}

	items, nextTradeDataCount, err := s.ListLimitBreakNextPerformanceStocks(req)
	if err != nil {
		return resp, err
	}

	resp.Total = len(items)
	if resp.Total > 0 {
		resp.TotalPages = (resp.Total + req.PageSize - 1) / req.PageSize
	}
	resp.Summary = model.LimitBreakNextPerformanceSummary{
		BreakCount:         resp.Total,
		NextTradeDataCount: nextTradeDataCount,
	}

	start := (req.Page - 1) * req.PageSize
	if start > resp.Total {
		start = resp.Total
	}
	end := start + req.PageSize
	if end > resp.Total {
		end = resp.Total
	}
	resp.List = items[start:end]

	return resp, nil
}

// ListLimitBreakNextPerformanceStocks 查询并计算全部命中的炸板股次日表现。
//
// 返回值中的 int 表示拥有任意 T+1 行情字段的记录数量。
func (s *LimitBoardService) ListLimitBreakNextPerformanceStocks(req model.LimitBreakNextPerformanceRequest) ([]model.LimitBreakNextPerformanceStock, int, error) {
	rows, err := s.loadLimitBreakNextPerformanceRows(req.TradeStartDate, req.TradeEndDate)
	if err != nil {
		return nil, 0, err
	}

	items := make([]model.LimitBreakNextPerformanceStock, 0, len(rows))
	nextTradeDataCount := 0
	for _, row := range rows {
		item := buildLimitBreakNextPerformanceStock(row)
		// 可选布尔过滤在指标计算后执行，便于复用同一批基础查询结果。
		if req.TOpenGainLt101 != nil && item.TOpenGainLt101 != *req.TOpenGainLt101 {
			continue
		}
		if req.BreakTimeBefore1100 != nil && item.BreakTimeBefore1100 != *req.BreakTimeBefore1100 {
			continue
		}
		if item.NextOpen != nil || item.NextHigh != nil || item.NextLow != nil || item.NextClose != nil {
			nextTradeDataCount++
		}
		items = append(items, item)
	}
	return items, nextTradeDataCount, nil
}

// loadLimitBreakNextPerformanceRows 查询“首板后次日炸板”的候选股票和 T+1 行情。
//
// 口径：前一交易日涨停、前两交易日未涨停、当前交易日 final_status = 2。
func (s *LimitBoardService) loadLimitBreakNextPerformanceRows(startDate, endDate string) ([]limitBreakNextPerformanceRow, error) {
	query := `
WITH calendar AS (
	SELECT
		cal_date AS trade_date,
		LAG(cal_date) OVER (ORDER BY cal_date) AS previous_trade_date,
		LAG(cal_date, 2) OVER (ORDER BY cal_date) AS previous_two_trade_date,
		LEAD(cal_date) OVER (ORDER BY cal_date) AS next_trade_date
	FROM trade_calendar
	WHERE exchange = 'SSE' AND is_open = 1
),
calendar_window AS (
	SELECT *
	FROM calendar
	WHERE trade_date BETWEEN ? AND ?
)
SELECT *
FROM (
	SELECT
		DATE_FORMAT(c.trade_date, '%Y-%m-%d') AS trade_date,
		DATE_FORMAT(c.previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
		DATE_FORMAT(c.previous_two_trade_date, '%Y-%m-%d') AS previous_two_trade_date,
		COALESCE(DATE_FORMAT(c.next_trade_date, '%Y-%m-%d'), '') AS next_trade_date,
		l.symbol,
		l.ts_code,
		l.name,
		COALESCE(NULLIF(l.market, ''), '') AS market,
		COALESCE(NULLIF(l.tushare_industry, ''), NULLIF(sb.industry, ''), '') AS industry,
		COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS previous_close,
		COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS t_pre_close,
		d.open AS t_open,
		d.high AS t_high,
		COALESCE(l.calc_close, l.tushare_close, d.close) AS t_close,
		COALESCE(l.tushare_pct_chg, d.pct_chg) AS t_pct_chg,
		CASE
			WHEN l.tushare_limit_type = 'Z'
			THEN NULLIF(NULLIF(TRIM(l.tushare_first_time), ''), 'None')
			ELSE NULL
		END AS first_time,
		(l.tushare_limit_type = 'Z') AS has_tushare_break_data,
		nd.open AS next_open,
		nd.high AS next_high,
		nd.low AS next_low,
		nd.close AS next_close
	FROM calendar_window c
	INNER JOIN stock_limit_combined_data l
		ON l.trade_date = c.trade_date AND l.final_status = 2
	INNER JOIN stock_limit_combined_data pl
		ON pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
	LEFT JOIN stock_limit_combined_data ppl
		ON ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
	LEFT JOIN stock_daily d
		ON d.ts_code = l.ts_code AND d.trade_date = c.trade_date
	LEFT JOIN stock_daily pd
		ON pd.ts_code = l.ts_code AND pd.trade_date = c.previous_trade_date
	LEFT JOIN stock_daily nd
		ON nd.ts_code = l.ts_code AND nd.trade_date = c.next_trade_date
	LEFT JOIN stock_basic sb
		ON sb.ts_code = l.ts_code
	WHERE c.previous_trade_date IS NOT NULL
		AND c.previous_two_trade_date IS NOT NULL
		AND ppl.ts_code IS NULL
) candidate
WHERE previous_close IS NOT NULL
	AND t_close IS NOT NULL
ORDER BY trade_date ASC, ts_code ASC`

	var rows []limitBreakNextPerformanceRow
	err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
	return rows, err
}

// buildLimitBreakNextPerformanceStock 根据数据库行计算前端需要的派生指标。
func buildLimitBreakNextPerformanceStock(row limitBreakNextPerformanceRow) model.LimitBreakNextPerformanceStock {
	item := model.LimitBreakNextPerformanceStock{
		TradeDate:           row.TradeDate,
		Symbol:              row.Symbol,
		TsCode:              row.TsCode,
		Name:                row.Name,
		Market:              row.Market,
		Industry:            row.Industry,
		TOpen:               row.TOpen,
		THigh:               row.THigh,
		TClose:              row.TClose,
		TPctChg:             row.TPctChg,
		HasTushareBreakData: row.HasTushareBreakData,
		NextOpen:            row.NextOpen,
		NextHigh:            row.NextHigh,
		NextLow:             row.NextLow,
		NextClose:           row.NextClose,
	}
	if row.FirstTime != nil {
		item.FirstTime = formatLimitTime(*row.FirstTime)
	}
	item.BreakTimeBefore1100 = isLimitBreakTimeBeforeTen(item.FirstTime)
	if row.TPreClose != nil && *row.TPreClose > 0 {
		// T 日开盘涨幅以 T 日前收为基准，低于 101% 用于筛选低开/小幅高开炸板。
		item.TOpenPctChg = pctChangePtr(row.TOpen, *row.TPreClose)
		if row.TOpen != nil {
			item.TOpenGainLt101 = *row.TOpen < *row.TPreClose*1.01
		}
	}
	if row.TClose != nil && *row.TClose > 0 {
		// T+1 的开高低收收益均以 T 日收盘价作为基准。
		item.NextOpenPctChg = pctChangePtr(row.NextOpen, *row.TClose)
		item.NextHighProfitPct = pctChangePtr(row.NextHigh, *row.TClose)
		item.NextLowLossPct = pctChangePtr(row.NextLow, *row.TClose)
		item.NextClosePctChg = pctChangePtr(row.NextClose, *row.TClose)
		if row.NextHigh != nil && row.THigh != nil {
			// 是否盘中可盈利按 T+1 最高价能否覆盖 T 日最高买入成本判断。
			nextIntradayProfitable := *row.NextHigh >= *row.THigh
			item.NextIntradayProfitable = &nextIntradayProfitable
		}
	}
	return item
}

// pctChangePtr 计算相对基准价的百分比变化，输入缺失时返回 nil。
func pctChangePtr(value *float64, base float64) *float64 {
	if value == nil || base == 0 {
		return nil
	}
	result := roundLimitBreakPct((*value - base) / base * 100)
	return &result
}

// roundLimitBreakPct 保留两位小数。
func roundLimitBreakPct(value float64) float64 {
	return math.Round(value*100) / 100
}

// formatLimitTime 将 TuShare 紧凑时间格式转换为 HH:MM:SS。
func formatLimitTime(value string) string {
	timeText := strings.TrimSpace(value)
	if timeText == "" || strings.EqualFold(timeText, "none") || strings.EqualFold(timeText, "null") {
		return ""
	}
	if strings.Contains(timeText, ":") {
		return timeText
	}
	switch len(timeText) {
	case 4:
		timeText += "00"
	case 5:
		timeText = "0" + timeText
	case 6:
	default:
		return value
	}
	return timeText[0:2] + ":" + timeText[2:4] + ":" + timeText[4:6]
}

// isLimitBreakTimeBeforeTen 判断炸板时间是否早于 10:00。
//
// 空时间在当前业务中视为满足条件，保持历史接口行为。
func isLimitBreakTimeBeforeTen(limitTime string) bool {
	if strings.TrimSpace(limitTime) == "" {
		return true
	}

	timeText := formatLimitTime(limitTime)
	parts := strings.Split(timeText, ":")
	if len(parts) < 2 || len(parts) > 3 {
		return false
	}

	hour, err := strconv.Atoi(parts[0])
	if err != nil {
		return false
	}
	minute, err := strconv.Atoi(parts[1])
	if err != nil {
		return false
	}
	second := 0
	if len(parts) == 3 {
		second, err = strconv.Atoi(parts[2])
		if err != nil {
			return false
		}
	}
	if hour < 0 || hour > 23 || minute < 0 || minute > 59 || second < 0 || second > 59 {
		return false
	}

	return hour < 10
}