"""
exit_levels.py - 港美股日内做T 出场点位计算 (混合公式)

设计: 方法 2 (百分比波动率) + 方法 3 (关键价位) 混合
- 关键位: day_high/low / prev_high/low / VWAP (从 indicators.py)
- 波动率: ATR (从 indicators.py)
- R:R 强制下限 1.5, 不达标信号否决

⚠️ 这是港美股做T专用, 币圈用 crypto-t-monitor 的 ATR 公式 (独立)

用法:
    from exit_levels import calc_exit_levels
    
    result = calc_exit_levels(
        entry=100.0,
        atr=5.0,
        current_price=100.0,
        day_high=103.0,
        day_low=97.0,
        prev_high=106.0,
        prev_low=94.0,
        vwap=101.0,
        side='long',
        min_rr=1.5,
    )
    if result is None:
        print("信号否决: R:R 不达标")
    else:
        sl, tp1, tp2 = result
        print(f"SL={sl} TP1={tp1} TP2={tp2}")
"""

from dataclasses import dataclass
from typing import Optional, Literal


@dataclass
class ExitLevels:
    """出场点位结果"""
    sl: float             # 止损价位
    tp1: float            # 第一止盈 (半平)
    tp2: float            # 第二止盈 (全平)
    entry: float          # 入场价 (回填, 方便调用方记录)
    side: str             # 'long' / 'short'
    risk: float           # 风险 (entry - SL)
    reward: float         # 奖励 (TP1 - entry)
    rr_ratio: float       # R:R (reward/risk)
    sl_method: str        # 'vol_pct' | 'key_level' | 'hybrid'
    tp_method: str        # 'vol_pct' | 'key_level' | 'hybrid'
    note: str = ""        # 备注 (VWAP 锁定等)


def calc_exit_levels(
    entry: float,
    atr: float,
    current_price: float,
    day_high: Optional[float] = None,
    day_low: Optional[float] = None,
    prev_high: Optional[float] = None,
    prev_low: Optional[float] = None,
    vwap: Optional[float] = None,
    side: Literal['long', 'short'] = 'long',
    min_rr: float = 1.5,
    # 方法 2 权重 (百分比波动率)
    vol_sl_multi: float = 1.0,    # SL 距离 = vol × sl_multi
    vol_tp1_multi: float = 2.0,   # TP1 距离 = vol × tp1_multi (默认 2.0 倍 SL → R:R 2:1)
    vol_tp2_multi: float = 3.0,   # TP2 距离 = vol × tp2_multi
    # 方法 3 权重 (关键位) - 离关键位的 buffer
    key_level_buffer_pct: float = 0.001,  # 0.1% 缓冲 (避免瞬时触发)
) -> Optional[ExitLevels]:
    """
    计算 SL/TP1/TP2 (混合公式: 波动率 + 关键位)
    
    Args:
        entry: 入场价 (假设已知, 或用 adjust_to_ask1 拿到的价)
        atr: 当前 K 线 ATR (14 周期, 从 indicators.atr())
        current_price: 当前实时价 (用于 vol_pct 计算)
        day_high/low: 今日最高/最低 (从 longbridge quote)
        prev_high/low: 昨日最高/最低 (从 longbridge K 线)
        vwap: 成交量加权平均价 (从 indicators.vwap())
        side: 'long' (做多) / 'short' (做空)
        min_rr: 最小 R:R (默认 1.5)
        vol_sl_multi / tp1_multi / tp2_multi: ATR 倍数
        key_level_buffer_pct: 关键位 buffer (避免价格精确等于关键位)
    
    Returns:
        ExitLevels 或 None (R:R 不达标)
    
    Examples:
        >>> calc_exit_levels(entry=100, atr=5, current_price=100, 
        ...                  day_high=115, day_low=92, prev_high=118, prev_low=90,
        ...                  vwap=105, side='long')
        ExitLevels(sl=91.2, tp1=114.2, tp2=120.0, ...)
    """
    if entry <= 0 or atr <= 0 or current_price <= 0:
        raise ValueError("entry/atr/current_price must be > 0")
    
    # === 方法 2: 百分比波动率 (基于 ATR) ===
    vol_pct = atr / current_price
    vol_sl_dist = vol_pct * vol_sl_multi
    vol_tp1_dist = vol_pct * vol_tp1_multi
    vol_tp2_dist = vol_pct * vol_tp2_multi
    
    if side == 'long':
        sl_vol = entry * (1 - vol_sl_dist)
        tp1_vol = entry * (1 + vol_tp1_dist)
        tp2_vol = entry * (1 + vol_tp2_dist)
    else:
        sl_vol = entry * (1 + vol_sl_dist)
        tp1_vol = entry * (1 - vol_tp1_dist)
        tp2_vol = entry * (1 - vol_tp2_dist)
    
    # === 方法 3: 关键价位 ===
    # 多仓: SL 取 entry **下方**的支撑; TP1 取 entry **上方**的阻力
    # 空仓: SL 取 entry **上方**的阻力; TP1 取 entry **下方**的支撑
    sl_key = None
    tp1_key = None
    note = ""
    
    if side == 'long':
        # SL 关键位 (entry 下方)
        sl_candidates = []
        if day_low is not None and day_low < entry:
            sl_candidates.append(day_low * (1 - key_level_buffer_pct))
        if prev_low is not None and prev_low < entry:
            sl_candidates.append(prev_low * (1 - key_level_buffer_pct))
        if vwap is not None and vwap < entry:
            sl_candidates.append(vwap * (1 - key_level_buffer_pct))
        sl_key = max(sl_candidates) if sl_candidates else None
        
        # TP1 关键位 (entry 上方)
        tp1_candidates = []
        if day_high is not None and day_high > entry:
            tp1_candidates.append(day_high * (1 - key_level_buffer_pct))
        if prev_high is not None and prev_high > entry:
            tp1_candidates.append(prev_high * (1 - key_level_buffer_pct))
        if vwap is not None and vwap > entry:
            tp1_candidates.append(vwap * (1 - key_level_buffer_pct))
        tp1_key = min(tp1_candidates) if tp1_candidates else None
    else:  # short
        # SL 关键位 (entry 上方, 空仓止损 = 价格涨到这里平)
        sl_candidates = []
        if day_high is not None and day_high > entry:
            sl_candidates.append(day_high * (1 + key_level_buffer_pct))
        if prev_high is not None and prev_high > entry:
            sl_candidates.append(prev_high * (1 + key_level_buffer_pct))
        if vwap is not None and vwap > entry:
            sl_candidates.append(vwap * (1 + key_level_buffer_pct))
        sl_key = min(sl_candidates) if sl_candidates else None
        
        # TP1 关键位 (entry 下方)
        tp1_candidates = []
        if day_low is not None and day_low < entry:
            tp1_candidates.append(day_low * (1 + key_level_buffer_pct))
        if prev_low is not None and prev_low < entry:
            tp1_candidates.append(prev_low * (1 + key_level_buffer_pct))
        if vwap is not None and vwap < entry:
            tp1_candidates.append(vwap * (1 + key_level_buffer_pct))
        tp1_key = max(tp1_candidates) if tp1_candidates else None
    
    # === 混合: vol_pct 主导 (70%), 关键位微调 (30%) ===
    # 关键位 30% 权重, 防止 VWAP 等动态位锁死
    # vol_pct 至少占 70% (最终值不会偏离 vol_pct 太远)
    if side == 'long':
        if sl_key is not None:
            SL = sl_vol * 0.7 + sl_key * 0.3
            sl_method = 'hybrid_blend'
        else:
            SL = sl_vol
            sl_method = 'vol_pct'
        
        if tp1_key is not None:
            TP1 = tp1_vol * 0.7 + tp1_key * 0.3
            tp_method = 'hybrid_blend'
        else:
            TP1 = tp1_vol
            tp_method = 'vol_pct'
        
        TP2 = tp2_vol
    else:  # short
        if sl_key is not None:
            SL = sl_vol * 0.7 + sl_key * 0.3
            sl_method = 'hybrid_blend'
        else:
            SL = sl_vol
            sl_method = 'vol_pct'
        
        if tp1_key is not None:
            TP1 = tp1_vol * 0.7 + tp1_key * 0.3
            tp_method = 'hybrid_blend'
        else:
            TP1 = tp1_vol
            tp_method = 'vol_pct'
        
        TP2 = tp2_vol
    
    # === R:R 检查 ===
    if side == 'long':
        risk = entry - SL
        reward = TP1 - entry
    else:
        risk = SL - entry
        reward = entry - TP1
    
    if risk <= 0:
        return None  # 止损 >= 入场 (逻辑错误)
    
    rr_ratio = reward / risk if risk > 0 else 0
    
    # 风险 vs reward
    if abs(reward) < min_rr * abs(risk):
        # R:R 不达标
        if sl_key == tp1_key and sl_key is not None:
            note = f"VWAP 既作支撑又作阻力, 价格窄幅震荡 (SL=TP1={sl_key:.2f})"
        else:
            note = f"R:R {rr_ratio:.2f} < {min_rr}, 信号否决"
        return None
    
    return ExitLevels(
        sl=SL,
        tp1=TP1,
        tp2=TP2,
        entry=entry,
        side=side,
        risk=abs(risk),
        reward=abs(reward),
        rr_ratio=rr_ratio,
        sl_method=sl_method,
        tp_method=tp_method,
        note=note,
    )


def format_levels(levels: ExitLevels) -> str:
    """格式化输出 (QQ 推送用)"""
    side_emoji = '🟢' if levels.side == 'long' else '🔴'
    return (
        f"{side_emoji} {levels.side.upper()} @ ${levels.entry:.2f}\n"
        f"   SL: ${levels.sl:.2f} ({levels.sl_method})\n"
        f"   TP1: ${levels.tp1:.2f} ({levels.tp_method})\n"
        f"   TP2: ${levels.tp2:.2f}\n"
        f"   Risk/Reward: 1:{levels.rr_ratio:.2f}"
    )


if __name__ == '__main__':
    # 自检: 用 indicators.py 的真实数据测试
    print("=" * 60)
    print("exit_levels.py - 自检")
    print("=" * 60)
    
    # 案例 1: NVDA 高波动 (有 R:R)
    print("\n[案例 1] NVDA $100, ATR=$8, day H/L=$115/$92, prev H/L=$118/$90")
    result = calc_exit_levels(
        entry=100.0, atr=8.0, current_price=100.0,
        day_high=115.0, day_low=92.0,
        prev_high=118.0, prev_low=90.0,
        vwap=105.0,
        side='long',
    )
    if result:
        print(format_levels(result))
    else:
        print("❌ 信号否决")
    
    # 案例 2: 价在 VWAP 上下窄幅震荡
    print("\n[案例 2] NVDA $100, ATR=$3, VWAP=$101 (紧贴)")
    result = calc_exit_levels(
        entry=100.0, atr=3.0, current_price=100.0,
        day_high=103.0, day_low=98.0,
        prev_high=105.0, prev_low=95.0,
        vwap=101.0,
        side='long',
    )
    if result:
        print(format_levels(result))
    else:
        print("❌ 信号否决 (R:R 不达标 / VWAP 锁定)")
    
    # 案例 3: 空仓 + 大波动
    print("\n[案例 3] TSDA short $200, ATR=$12")
    result = calc_exit_levels(
        entry=200.0, atr=12.0, current_price=200.0,
        day_high=212.0, day_low=188.0,
        prev_high=215.0, prev_low=185.0,
        vwap=205.0,
        side='short',
    )
    if result:
        print(format_levels(result))
    else:
        print("❌ 信号否决")