#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""backfill_hk_regime.py — 港股温区历史回填（一次性脚本）

背景（阶段3 港股接入）：market_regime 表刚加 market 维度，港股温区只有今天
1 条，regime_tracker 的 K=5 滞回平滑需要足够历史。本脚本对 stock_daily 的
hkHSI 全历史（2014 起，约 3000 条）逐日计算温区，写入 market_regime(market='hk')。

算法：完全复用 market_regime.compute_regime 的判定逻辑（ma20/adx/roc → 三态），
只是按日期逐日循环（compute_regime 只算最新一天）。

用法：
  python3 backfill_hk_regime.py            # 回填港股温区全历史
  python3 backfill_hk_regime.py --days 500 # 只回填最近 500 个交易日

幂等：INSERT OR REPLACE（同日同市场覆盖），可重复执行。
"""
import sqlite3
import sys
from pathlib import Path

_SCRIPT_DIR = Path(__file__).resolve().parent
import sys as _sys
_sys.path.insert(0, str(_SCRIPT_DIR))
from market_regime import calc_ma, calc_trend_strength, calc_roc, ADX_TREND_MIN

DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
INDEX_HK = "hkHSI"
LOOKBACK = 120  # 与 compute_regime 的 lookback_days 一致


def classify(above_ma20, adx):
    """与 market_regime.compute_regime 的 regime 分类完全一致"""
    if above_ma20 is True and adx is not None and adx >= ADX_TREND_MIN:
        return "trend_up"
    elif adx is not None and adx < ADX_TREND_MIN:
        return "choppy"
    else:
        return "trend_down"


def main():
    days = None
    for a in sys.argv[1:]:
        if a.startswith("--days"):
            days = int(a.split("=")[-1] if "=" in a else sys.argv[sys.argv.index(a) + 1])

    conn = sqlite3.connect(str(DB_PATH), timeout=30)
    rows = conn.execute(
        "SELECT date, close, high, low FROM stock_daily WHERE code=? ORDER BY date ASC",
        (INDEX_HK,)
    ).fetchall()
    if not rows or len(rows) < 30:
        print(f"{INDEX_HK} 数据不足（{len(rows)} 条），无法回填")
        return 1

    dates = [r[0] for r in rows]
    closes = [r[1] for r in rows]
    highs = [r[2] for r in rows]
    lows = [r[3] for r in rows]
    n = len(rows)
    if days:
        n = min(n, days)
    print(f"{INDEX_HK} 共 {len(rows)} 条（{dates[0]} ~ {dates[-1]}），回填最近 {n} 个交易日温区")

    # 逐日计算（i 从第 30 天起，窗口用前 LOOKBACK 天）
    written = 0
    start_i = max(30, n - days) if days else 30
    for i in range(start_i, n):
        # 取截至 i 的最近 LOOKBACK 天
        j0 = max(0, i - LOOKBACK + 1)
        c = closes[j0:i + 1]
        h = highs[j0:i + 1]
        l = lows[j0:i + 1]
        if len(c) < 30:
            continue
        ma20 = calc_ma(c, 20)
        trend = calc_trend_strength(h, l, c)
        roc = calc_roc(c)
        k = len(c) - 1
        close = c[k]
        m20 = ma20[k]
        above = (close > m20) if m20 else None
        slope = None
        if k >= 5 and ma20[k - 5] and ma20[k - 5] > 0 and m20:
            slope = round((m20 - ma20[k - 5]) / ma20[k - 5] * 100, 3)
        adx = trend[k] if k < len(trend) else None
        roc_v = roc[k] if k < len(roc) else None
        regime = classify(above, adx)
        conn.execute("""
            INSERT OR REPLACE INTO market_regime
                (date, market, above_ma20, ma20_slope, roc, adx, regime, close, created_at)
            VALUES (?, 'hk', ?, ?, ?, ?, ?, ?, CURRENT_TIMESTAMP)
        """, (
            dates[i],
            1 if above else 0,
            slope,
            round(roc_v, 3) if roc_v is not None else None,
            round(adx, 2) if adx is not None else None,
            regime,
            close,
        ))
        written += 1
        if written % 500 == 0:
            conn.commit()
            print(f"  已回填 {written} 条（至 {dates[i]}）...")
    conn.commit()

    # 验证
    total = conn.execute(
        "SELECT COUNT(*), MIN(date), MAX(date) FROM market_regime WHERE market='hk'"
    ).fetchone()
    dist = conn.execute(
        "SELECT regime, COUNT(*) FROM market_regime WHERE market='hk' GROUP BY regime"
    ).fetchall()
    conn.close()
    print(f"\n回填完成：写入 {written} 条")
    print(f"market_regime 港股温区：共 {total[0]} 条，{total[1]} ~ {total[2]}")
    print(f"温区分布: {dict(dist)}")
    return 0


if __name__ == "__main__":
    sys.exit(main())