#!/usr/bin/env python3
"""港股日内交易监控+自动下单 - 北京时间9:30-15:45运行"""
import os, json, time
from datetime import datetime

# Force SDK to use international endpoint (bypass 602315 mainland CN geo-block)
os.environ['LONGBRIDGE_REGION'] = 'ap'

# Load LongBridge credentials
config = {}
with open(os.path.expanduser('~/.bashrc'), 'r') as f:
    for line in f:
        if line.startswith('export LONGPORT_'):
            key, value = line.strip().split('=', 1)
            config[key.replace('export ', '')] = value

os.environ['LONGPORT_APP_KEY'] = config.get('LONGPORT_APP_KEY', '')
os.environ['LONGPORT_APP_SECRET'] = config.get('LONGPORT_APP_SECRET', '')
os.environ['LONGPORT_ACCESS_TOKEN'] = config.get('LONGPORT_ACCESS_TOKEN', '')

from longport import openapi

cfg = openapi.Config.from_env()
ctx = openapi.QuoteContext(config=cfg)
trade_ctx = openapi.TradeContext(config=cfg)

# 读取盘前筛选结果
screen_file = os.path.expanduser('~/.hermes/skills/trading/quant-factor-mining/artifacts/hk_intraday_latest.json')
if not os.path.exists(screen_file):
    print("❌ 未找到盘前筛选结果")
    exit(1)

with open(screen_file) as f:
    screen_data = json.load(f)

candidates = screen_data.get('results', [])[:3]  # 取TOP3

# 账户信息
balance = trade_ctx.account_balance()
buying_power = 0
for acc in balance:
    if acc.currency == 'HKD':
        buying_power = float(acc.buy_power)

position_size = buying_power * 0.25  # 25%仓位

print(f"📊 日内交易监控启动")
print(f"时间: {datetime.now().strftime('%Y-%m-%d %H:%M')}")
print(f"购买力: {buying_power:,.0f} HKD")
print(f"单笔仓位: {position_size:,.0f} HKD")
print()
print("🎯 监控标的:")
for c in candidates:
    print(f"  {c['ticker']}: 现价 {c['price']} | ADR {c['avg_adr']}% | 评分 {c['score']}")
print()

# 读取已入场记录
entry_file = os.path.expanduser('~/.hermes/trading/hk_intraday_entries.json')
entries = {}
if os.path.exists(entry_file):
    with open(entry_file) as f:
        entries = json.load(f)

# 获取实时行情
tickers = [c['ticker'] for c in candidates]
quotes = ctx.quote(tickers)

for q in quotes:
    ticker = q.symbol
    current = float(q.last_done)
    prev_close = float(q.prev_close)
    change_pct = (current - prev_close) / prev_close * 100
    
    # 找到对应候选
    candidate = next((c for c in candidates if c['ticker'] == ticker), None)
    if not candidate:
        continue
    
    # 获取5分钟K线计算入场信号
    try:
        candles = ctx.candlesticks(ticker, openapi.Period.Min_5, 20, openapi.AdjustType.ForwardAdjust)
        if not candles:
            continue
        
        closes = [float(c.close) for c in candles]
        highs = [float(c.high) for c in candles]
        lows = [float(c.low) for c in candles]
        
        # 计算SMA
        sma5 = sum(closes[-5:]) / 5
        sma10 = sum(closes[-10:]) / 10
        sma20 = sum(closes) / len(closes)
        
        # 计算ATR
        atr = sum(max(highs[i]-lows[i], abs(highs[i]-closes[i-1]), abs(lows[i]-closes[i-1])) for i in range(1, len(candles))) / (len(candles)-1)
        
        # 入场条件
        entry_price = None
        side = None
        
        # 做多条件: 价格突破SMA5且SMA5>SMA10
        if current > sma5 and sma5 > sma10 and current > closes[-2]:
            entry_price = current
            side = 'buy'
            stop_loss = max(min(lows[-5:]), current - atr * 2)
            take_profit = current + atr * 3
        
        # 做空条件: 价格跌破SMA5且SMA5<SMA10
        elif current < sma5 and sma5 < sma10 and current < closes[-2]:
            entry_price = current
            side = 'sell'
            stop_loss = min(max(highs[-5:]), current + atr * 2)
            take_profit = current - atr * 3
        
        if entry_price and side and ticker not in entries:
            # 计算股数
            shares = int(position_size / current / 100) * 100
            if shares < 100:
                shares = 100
            
            print(f"🔔 {ticker} 入场信号!")
            print(f"  方向: {'做多' if side == 'buy' else '做空'}")
            print(f"  入场: {current:.2f}")
            print(f"  止损: {stop_loss:.2f}")
            print(f"  止盈: {take_profit:.2f}")
            print(f"  股数: {shares}")
            
            # 下单
            try:
                if side == 'buy':
                    resp = trade_ctx.submit_order(
                        symbol=ticker,
                        order_type=openapi.OrderType.LO,
                        side=openapi.OrderSide.Buy,
                        submitted_quantity=shares,
                        time_in_force=openapi.TimeInForceType.Day,
                        submitted_price=round(current, 2),
                    )
                else:
                    resp = trade_ctx.submit_order(
                        symbol=ticker,
                        order_type=openapi.OrderType.LO,
                        side=openapi.OrderSide.Sell,
                        submitted_quantity=shares,
                        time_in_force=openapi.TimeInForceType.Day,
                        submitted_price=round(current, 2),
                    )
                
                print(f"  ✅ 下单成功: {resp.order_id}")
                
                # 记录入场
                entries[ticker] = {
                    'side': side,
                    'entry_price': current,
                    'stop_loss': stop_loss,
                    'take_profit': take_profit,
                    'shares': shares,
                    'order_id': resp.order_id,
                    'time': datetime.now().isoformat(),
                }
                
                # 保存记录
                os.makedirs(os.path.dirname(entry_file), exist_ok=True)
                with open(entry_file, 'w') as f:
                    json.dump(entries, f, indent=2)
                
            except Exception as e:
                print(f"  ❌ 下单失败: {e}")
        
        elif ticker in entries:
            # 只平仓日内系统自己开的仓位
            entry = entries[ticker]
            entry_shares = entry.get('shares', 0)
            order_id = entry.get('order_id', '')
            
            # 验证订单是否已成交（确保是我们开的仓）
            if not order_id:
                print(f"⚠️ {ticker}: 无订单ID，跳过平仓")
                continue
            
            if entry['side'] == 'buy':
                if current <= entry['stop_loss']:
                    print(f"🛑 {ticker} 触发止损! {current:.2f} <= {entry['stop_loss']:.2f}")
                    # 只平我们开的仓位数量
                    try:
                        trade_ctx.submit_order(
                            symbol=ticker,
                            order_type=openapi.OrderType.MO,
                            side=openapi.OrderSide.Sell,
                            submitted_quantity=entry_shares,
                            time_in_force=openapi.TimeInForceType.Day,
                        )
                        print(f"  ✅ 平仓成功: 卖出 {entry_shares}股")
                        del entries[ticker]
                    except Exception as e:
                        print(f"  ❌ 平仓失败: {e}")
                
                elif current >= entry['take_profit']:
                    print(f"🎯 {ticker} 触发止盈! {current:.2f} >= {entry['take_profit']:.2f}")
                    # 只平我们开的仓位数量
                    try:
                        trade_ctx.submit_order(
                            symbol=ticker,
                            order_type=openapi.OrderType.MO,
                            side=openapi.OrderSide.Sell,
                            submitted_quantity=entry_shares,
                            time_in_force=openapi.TimeInForceType.Day,
                        )
                        print(f"  ✅ 平仓成功: 卖出 {entry_shares}股")
                        del entries[ticker]
                    except Exception as e:
                        print(f"  ❌ 平仓失败: {e}")
            
            elif entry['side'] == 'sell':
                if current >= entry['stop_loss']:
                    print(f"🛑 {ticker} 触发止损! {current:.2f} >= {entry['stop_loss']:.2f}")
                    # 只平我们开的仓位数量
                    try:
                        trade_ctx.submit_order(
                            symbol=ticker,
                            order_type=openapi.OrderType.MO,
                            side=openapi.OrderSide.Buy,
                            submitted_quantity=entry_shares,
                            time_in_force=openapi.TimeInForceType.Day,
                        )
                        print(f"  ✅ 平仓成功: 买入 {entry_shares}股")
                        del entries[ticker]
                    except Exception as e:
                        print(f"  ❌ 平仓失败: {e}")
                
                elif current <= entry['take_profit']:
                    print(f"🎯 {ticker} 触发止盈! {current:.2f} <= {entry['take_profit']:.2f}")
                    # 只平我们开的仓位数量
                    try:
                        trade_ctx.submit_order(
                            symbol=ticker,
                            order_type=openapi.OrderType.MO,
                            side=openapi.OrderSide.Buy,
                            submitted_quantity=entry_shares,
                            time_in_force=openapi.TimeInForceType.Day,
                        )
                        print(f"  ✅ 平仓成功: 买入 {entry_shares}股")
                        del entries[ticker]
                    except Exception as e:
                        print(f"  ❌ 平仓失败: {e}")
        
        else:
            print(f"⏳ {ticker}: 等待信号 | 现价 {current:.2f} | SMA5 {sma5:.2f} | SMA10 {sma10:.2f}")
    
    except Exception as e:
        print(f"❌ {ticker}: {e}")

# 保存更新后的记录
with open(entry_file, 'w') as f:
    json.dump(entries, f, indent=2)

print()
if entries:
    print("📊 当前持仓:")
    for ticker, entry in entries.items():
        print(f"  {ticker}: {entry['side']} @ {entry['entry_price']:.2f} | 止损 {entry['stop_loss']:.2f} | 止盈 {entry['take_profit']:.2f}")
else:
    print("📊 当前无持仓")