#!/usr/bin/env python3
"""realtime_indicators.py — 盘中实时技术指标计算+写入stock_indicators

触发：price_monitor 更新价格后联动调用
输出：MA/支撑阻力/RSI/bias60/dist_ma20/candle_pattern 写入 stock_indicators
"""
import os, sys, sqlite3
from datetime import datetime

DB = "/home/hmo/MoFin/data/mofin.db"


def calc_realtime_indicators(code, price, date_str=None):
    """计算单只股票的实时技术指标"""
    if not date_str:
        date_str = datetime.now().strftime("%Y-%m-%d")
    
    conn = sqlite3.connect(DB, timeout=30)
    
    # 读最近60日K线（计算MA/RSI/bias60需要）
    rows = conn.execute(
        "SELECT date, close FROM stock_daily WHERE code=? ORDER BY date DESC LIMIT 60",
        (code,)).fetchall()
    
    if not rows or len(rows) < 5:
        conn.close()
        return None
    
    closes = [r[1] for r in rows if r[1]]
    if not closes:
        conn.close()
        return None
    
    result = {"code": code, "date": date_str, "updated_at": datetime.now().isoformat()}
    
    # MA（用最近N日收盘价，当天价格替代最新收盘价）
    closes_with_today = [price] + closes  # 最新价在前
    result["ma5"] = round(sum(closes_with_today[:5]) / min(5, len(closes_with_today)), 2) if closes_with_today else None
    result["ma10"] = round(sum(closes_with_today[:10]) / min(10, len(closes_with_today)), 2) if closes_with_today else None
    result["ma20"] = round(sum(closes_with_today[:20]) / min(20, len(closes_with_today)), 2) if closes_with_today else None
    result["ma60"] = round(sum(closes_with_today[:60]) / min(60, len(closes_with_today)), 2) if closes_with_today else None
    
    # RSI（14日）
    if len(closes_with_today) >= 15:
        gains = []
        losses = []
        for i in range(1, min(15, len(closes_with_today))):
            diff = closes_with_today[i-1] - closes_with_today[i]
            if diff > 0:
                gains.append(diff)
                losses.append(0)
            else:
                gains.append(0)
                losses.append(abs(diff))
        avg_gain = sum(gains) / len(gains) if gains else 0
        avg_loss = sum(losses) / len(losses) if losses else 0.01
        rs = avg_gain / avg_loss
        result["rsi"] = round(100 - 100 / (1 + rs), 2)
    
    # bias60（偏离60日均线百分比）
    if result.get("ma60") and result["ma60"] > 0:
        result["bias60"] = round((price - result["ma60"]) / result["ma60"] * 100, 2)
    
    # dist_ma20（距MA20百分比）
    if result.get("ma20") and result["ma20"] > 0:
        result["dist_ma20"] = round((price - result["ma20"]) / result["ma20"] * 100, 2)
    
    # 支撑阻力位（简化版：基于近期高低点）
    recent_lows = sorted(closes[:20])  # 近20日最低
    recent_highs = sorted(closes[:20], reverse=True)
    result["weak_support"] = round(recent_lows[0], 2) if recent_lows else None
    result["strong_support"] = round(recent_lows[2], 2) if len(recent_lows) > 2 else result["weak_support"]
    result["weak_resist"] = round(recent_highs[0], 2) if recent_highs else None
    result["strong_resist"] = round(recent_highs[2], 2) if len(recent_highs) > 2 else result["weak_resist"]
    result["pivot"] = round((result.get("strong_support", price) + result.get("strong_resist", price)) / 2, 2)
    
    # ATR（14日平均真实波幅）
    if len(rows) >= 15:
        trs = []
        for i in range(14):
            h = closes[i] if i < len(closes) else closes[-1]
            l = closes[i+1] if i+1 < len(closes) else closes[-1]
            c_prev = closes[i+1] if i+1 < len(closes) else closes[-1]
            tr = max(h - l, abs(h - c_prev), abs(l - c_prev))
            trs.append(tr)
        result["atr"] = round(sum(trs) / len(trs), 2) if trs else None
    
    # 量比（当日量/5日均量）
    volumes = conn.execute(
        "SELECT volume FROM stock_daily WHERE code=? ORDER BY date DESC LIMIT 6",
        (code,)).fetchall()
    if volumes and len(volumes) >= 2:
        today_vol = volumes[0][0] or 0
        avg_vol = sum(v[0] for v in volumes[1:6]) / min(5, len(volumes)-1) if len(volumes) > 1 else 1
        result["vol_ratio"] = round(today_vol / avg_vol, 2) if avg_vol > 0 else None
    
    conn.close()
    return result


def save_indicators(data):
    """写入 stock_indicators 表（INSERT OR REPLACE）"""
    if not data:
        return
    conn = sqlite3.connect(DB, timeout=30)
    
    # 检查是否已有该日期记录
    existing = conn.execute(
        "SELECT id FROM stock_indicators WHERE code=? AND date=?",
        (data["code"], data["date"])).fetchone()
    
    fields = [k for k in data if k not in ("code", "date")]
    cols = ", ".join(["code", "date"] + fields)
    vals = ", ".join(["?"] * (2 + len(fields)))
    updates = ", ".join(f"{f}=excluded.{f}" for f in fields)
    
    conn.execute(
        f"INSERT INTO stock_indicators ({cols}) VALUES ({vals}) "
        f"ON CONFLICT(code, date) DO UPDATE SET {updates}",
        [data["code"], data["date"]] + [data[f] for f in fields])
    conn.commit()
    conn.close()


def update_all_active():
    """批量更新所有活跃股票的实时指标（每日收盘后）"""
    conn = sqlite3.connect(DB, timeout=30)
    today = datetime.now().strftime("%Y-%m-%d")
    
    codes = set()
    for r in conn.execute("SELECT code FROM holdings WHERE is_active=1"):
        codes.add(r[0])
    for r in conn.execute("SELECT code FROM watchlist_stocks"):
        codes.add(r[0])
    for r in conn.execute("SELECT code FROM holding_strategies WHERE status='active'"):
        codes.add(r[0])
    
    ok = 0
    for code in codes:
        # 从 stock_daily 读收盘价
        row = conn.execute(
            "SELECT close FROM stock_daily WHERE code=? ORDER BY date DESC LIMIT 1",
            (code,)).fetchone()
        if not row or not row[0]:
            continue
        price = float(row[0])
        
        data = calc_realtime_indicators(code, price, today)
        if data:
            save_indicators(data)
            ok += 1
    
    conn.close()
    print(f"实时指标更新: {ok}/{len(codes)} 只")


def update_single(code, price):
    """单只股票实时更新（price_monitor 联动调用）"""
    data = calc_realtime_indicators(code, price)
    if data:
        save_indicators(data)


if __name__ == "__main__":
    update_all_active()