#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""b_td1_v3_scanner.py — B组超跌·原池优选 实盘扫描器（2026-08-17 择优激活落地）

由果及因（老莫指正）：b_td1 原池(5000信号)信号太密集,用 score 每日top5截断 → 信号572/成交316/比1.8
实盘对齐回测：
  池（b_td1 原池）：dist_lo20 > 5（距20日低点>5%）——news3/mcap_q/pe_q 为回测外部因子,
    实盘用可获取近似：mcap_q<0.3（市值分位,从 stock_daily 市值算）pe_q<0.3 暂缺则放宽
  score（池内超跌评分）：bias60深度 + rsi + sec_ret20 + ret5
  每日 top5（score 降序）
  出场建议：tp15% / sl8% / max35日（原版模拟验证参数）

数据源：腾讯前复权日K（与 mr_scanner 同源,零偏差）+ 市值分位从 stock_daily
输出：candidates 表（sector='b_td1_v3'）

用法：
  python3 b_td1_v3_scanner.py            # 完整扫描
  python3 b_td1_v3_scanner.py --force    # 忽略门控
  python3 b_td1_v3_scanner.py --top N    # 输出前 N 只（默认 5）
"""
import sys, json, sqlite3
from pathlib import Path
from datetime import datetime

sys.path.insert(0, str(Path(__file__).parent))
from indicators import calc_ma, calc_rsi
from market_data import fetch_tx_klines, get_stock_pool

DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")

TOP_N = 5
EXIT_CFG = {"tp_pct": 0.15, "sl_pct": 0.08, "max_hold_days": 35}


def load_regime():
    """当前温区（平滑优先）"""
    try:
        from regime_gate import get_current_regime
        rg = get_current_regime()
        if rg and rg.get("regime") != "unknown":
            return rg.get("regime")
    except Exception:
        pass
    try:
        conn = sqlite3.connect(str(DB_PATH), timeout=5)
        r = conn.execute("SELECT regime FROM market_regime WHERE market='a' ORDER BY date DESC LIMIT 1").fetchone()
        conn.close()
        return r[0] if r else "unknown"
    except Exception:
        return "unknown"


def mcap_quantile(code):
    """从 stock_daily 算市值分位（mcap_q 近似）"""
    try:
        conn = sqlite3.connect(str(DB_PATH), timeout=5)
        row = conn.execute(
            "SELECT amount, close FROM stock_daily WHERE code=? ORDER BY date DESC LIMIT 1",
            (code,)).fetchone()
        if not row or not row[0]:
            conn.close()
            return 0.3  # 缺省给中值（放宽）
        # 全市场今日成交额分位
        rows = conn.execute(
            "SELECT amount FROM stock_daily WHERE date=(SELECT MAX(date) FROM stock_daily) AND amount IS NOT NULL"
        ).fetchall()
        conn.close()
        amounts = sorted([r[0] for r in rows if r[0]])
        if not amounts:
            return 0.3
        import bisect
        pos = bisect.bisect_left(amounts, row[0])
        return round(pos / max(len(amounts), 1), 2)
    except Exception:
        return 0.3


def score_of(bias60, rsi, sec_ret20, ret5):
    """池内超跌评分（与回测 b_td1_v3_gen 一致）"""
    sc = 0
    if bias60 is not None:
        sc += 40 if bias60 < -30 else 32 if bias60 < -20 else 20 if bias60 < -10 else 8
    if rsi is not None:
        sc += 30 if rsi < 30 else 24 if rsi < 40 else 14 if rsi < 50 else 6
    if sec_ret20 is not None:
        sc += 20 if sec_ret20 < -20 else 14 if sec_ret20 < -10 else 8 if sec_ret20 < 0 else 3
    if ret5 is not None:
        sc += 10 if ret5 < -25 else 7 if ret5 < -15 else 4 if ret5 < -8 else 1
    return sc


def sec_ret20_approx(code):
    """行业20日涨幅近似：用该股所在板块指数或简化为大盘对照"""
    # 实盘简化：返回 None（score 该分项给0），避免复杂行业数据依赖
    return None


def check_b_td1(klines, code):
    """b_td1_v3 筛选：池条件 + score"""
    if not klines or len(klines) < 60:
        return None
    closes = [k["close"] for k in klines]
    lows = [k["low"] for k in klines]
    i = len(klines) - 1
    close = closes[i]
    if close <= 0:
        return None
    ma60 = calc_ma(closes, 60)
    m60 = ma60[i]
    if not m60 or m60 <= 0:
        return None
    bias60 = (close - m60) / m60 * 100
    # 池条件：dist_lo20 > 5（距20日低点>5%）
    lo20 = min(lows[max(0, i - 19):i + 1])
    dist_lo20 = (close - lo20) / lo20 * 100 if lo20 > 0 else 0
    if dist_lo20 <= 5:
        return None
    rsi = calc_rsi(closes)
    rsi_v = rsi[i] if i < len(rsi) else None
    prev5 = closes[i - 5] if i >= 5 else 0
    ret5 = (close - prev5) / prev5 * 100 if prev5 > 0 else 0
    # 市值分位
    mcap_q = mcap_quantile(code)
    if mcap_q >= 0.3:
        return None  # 池条件：小市值
    # score
    sec20 = sec_ret20_approx(code)
    sc = score_of(bias60, rsi_v, sec20, ret5)
    return {
        "price": close, "bias60": round(bias60, 2), "rsi": round(rsi_v, 2) if rsi_v else None,
        "ret5": round(ret5, 2), "dist_lo20": round(dist_lo20, 2), "mcap_q": mcap_q,
        "score": sc, "target": round(close * (1 + EXIT_CFG["tp_pct"]), 2),
        "stop_loss": round(close * (1 - EXIT_CFG["sl_pct"]), 2),
        "date": klines[i]["date"],
    }


def main():
    import argparse
    ap = argparse.ArgumentParser()
    ap.add_argument("--force", action="store_true")
    ap.add_argument("--top", type=int, default=TOP_N)
    args = ap.parse_args()

    regime = load_regime()
    print(f"[b_td1_v3] {datetime.now().strftime('%H:%M')} 扫描开始 温区={regime}", flush=True)
    # 温区门控：trend_down/choppy 才扫（超跌池主战场）
    if not args.force and regime not in ("trend_down", "choppy"):
        print(f"  温区 {regime} 非超跌池主战场，跳过", flush=True)
        return

    all_stocks, existing = get_stock_pool()
    print(f"  股票池 {len(all_stocks)} 只", flush=True)
    hits = []
    for code, name in all_stocks:
        try:
            klines = fetch_tx_klines(code, datalen=120)
            sig = check_b_td1(klines, code)
            if sig:
                hits.append((code, name, sig))
        except Exception as e:
            pass
    # score 降序 top-N
    hits.sort(key=lambda x: -x[2]["score"])
    hits = hits[: args.top]
    print(f"  命中 {len(hits)} 只（score降序前{args.top}）", flush=True)

    conn = sqlite3.connect(str(DB_PATH), timeout=10)
    inserted = 0
    for code, name, sig in hits:
        reasons = (f"dist_lo20={sig['dist_lo20']}% bias60={sig['bias60']}% "
                   f"rsi={sig['rsi']} ret5={sig['ret5']}% mcap_q={sig['mcap_q']} score={sig['score']}")
        conn.execute(
            "INSERT INTO candidates (code, name, sector, reason, entry_range, stop_loss, target, created_at) "
            "VALUES (?,?,?,?,?,?,?,datetime('now','localtime')) "
            "ON CONFLICT(code) DO UPDATE SET "
            "name=excluded.name, sector=excluded.sector, reason=excluded.reason, "
            "entry_range=excluded.entry_range, stop_loss=excluded.stop_loss, target=excluded.target",
            (code, name, "b_td1_v3", reasons,
             f"{sig['price']*0.98:.2f}~{sig['price']:.2f}", sig["stop_loss"], sig["target"]))
        inserted += 1
        print(f"  🟢 {code} {name} 价{sig['price']} score={sig['score']} {reasons}", flush=True)
    conn.commit()
    conn.close()
    print(f"  ✅ 新增 {inserted} 只 b_td1_v3 候选", flush=True)


if __name__ == "__main__":
    main()