"""
evolution/health_monitor.py — 策略健康度监控
对比实盘交易 vs 回测预期，计算健康分，偏差过大时报警
"""
import sys, os, json, sqlite3
from datetime import datetime, timedelta

sys.path.insert(0, '/home/hmo/MoFin')
sys.path.insert(0, '/home/hmo/MoFin/deploy/profile-scripts')

DB = os.environ.get('MOFIN_DB', '/home/hmo/MoFin/data/mofin.db')
CURRENT_STRATEGY = 'v_next4'


def get_backtest_baseline(conn, version):
    """从 strategy_research 取回测基线"""
    r = conn.execute("""
        SELECT results_json FROM strategy_research 
        WHERE version=? AND period_tag='5y' ORDER BY id DESC LIMIT 1
    """, (version,)).fetchone()
    if not r:
        return None
    res = json.loads(r[0])
    s = res.get('summary', {})
    return {
        'win_rate': s.get('win_rate', 0),
        'avg_profit_pct': s.get('avg_profit_pct', 0),
        'total_trades': s.get('total_trades', 0),
    }


def get_live_trades(conn, days=7):
    """取近N天实盘交易（holding_strategies 全部，计算盈亏）"""
    since = (datetime.now() - timedelta(days=days)).strftime('%Y-%m-%d')
    try:
        rows = conn.execute("""
            SELECT code, name, price as current_price, avg_price as entry_price,
                   timing_signal as signal, updated_at,
                   CASE WHEN avg_price > 0 THEN round((price - avg_price) / avg_price * 100, 2) ELSE 0 END as profit_pct
            FROM holding_strategies 
            WHERE updated_at >= ? AND avg_price > 0
            ORDER BY updated_at DESC
        """, (since,)).fetchall()
        return rows
    except sqlite3.OperationalError as e:
        print(f"查询失败: {e}", flush=True)
        return []


def calc_health_score(live_wr, live_ret, backtest_wr, backtest_ret):
    """计算健康分 (0-100)
    健康分 = 100 - 偏差惩罚
    偏差 = |实盘胜率-回测胜率| + |实盘收益-回测收益|/2
    """
    if backtest_wr == 0:
        return 50  # 无基线，中性分
    
    wr_dev = abs(live_wr - backtest_wr)
    ret_dev = abs(live_ret - backtest_ret) / 2
    deviation = wr_dev + ret_dev
    
    # 偏差越大，健康分越低
    health = max(0, 100 - deviation * 2)
    return round(health, 1)


def run_health_check(strategy_version=None):
    """执行健康度检查"""
    version = strategy_version or CURRENT_STRATEGY
    conn = sqlite3.connect(DB)
    conn.row_factory = sqlite3.Row
    
    # 回测基线
    baseline = get_backtest_baseline(conn, version)
    if not baseline:
        print(f"无 {version} 回测基线", flush=True)
        conn.close()
        return None
    
    # 实盘交易（近7天）
    live = get_live_trades(conn, days=7)
    today = datetime.now().strftime('%Y-%m-%d')
    
    if not live:
        # 无实盘数据，记录中性健康分
        health = 50
        deviation = 0
        live_wr = live_ret = 0
        print(f"{version}: 近7天无实盘交易，健康分=50(中性)", flush=True)
    else:
        wins = sum(1 for t in live if (t.get('profit_pct') or 0) > 0)
        total = len(live)
        live_wr = round(100 * wins / total, 1) if total else 0
        live_ret = round(sum(t.get('profit_pct') or 0 for t in live) / total, 2) if total else 0
        
        health = calc_health_score(live_wr, live_ret, baseline['win_rate'], baseline['avg_profit_pct'])
        deviation = abs(live_wr - baseline['win_rate'])
    
    # 写入 strategy_health 表
    conn.execute("""
        INSERT OR REPLACE INTO strategy_health 
        (strategy_version, date, live_trades, live_wins, live_return_pct, 
         backtest_wr, backtest_avg_ret, deviation, health_score)
        VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)
    """, (version, today, len(live), sum(1 for t in live if (t.get('profit_pct') or 0) > 0),
          live_ret, baseline['win_rate'], baseline['avg_profit_pct'], deviation, health))
    conn.commit()
    
    # 报警判断（2026-08-12 修：无实盘交易时不告警——health=50 是中性"无数据"，非"偏低"）
    alert = None
    if live:
        if health < 40:
            alert = f"🔴 策略健康度严重下降: {health}分 (偏差{deviation}pp)"
        elif health < 60:
            alert = f"🟡 策略健康度偏低: {health}分 (偏差{deviation}pp)"
    
    result = {
        'version': version,
        'date': today,
        'live_trades': len(live),
        'live_wr': live_wr,
        'live_ret': live_ret,
        'backtest_wr': baseline['win_rate'],
        'backtest_ret': baseline['avg_profit_pct'],
        'deviation': deviation,
        'health_score': health,
        'alert': alert,
    }
    
    print(f"{version} 健康度: {health}分 (实盘{live_wr}%/{live_ret}% vs 回测{baseline['win_rate']}%/{baseline['avg_profit_pct']}%)", flush=True)
    if alert:
        print(f"  {alert}", flush=True)
    
    conn.close()
    return result


if __name__ == '__main__':
    import sys
    sys.path.insert(0, '/home/hmo/MoFin/evolution')
    from __init__ import init_evolution_tables
    init_evolution_tables()
    run_health_check()