package base

import (
	"gitee.com/quant1x/gotdx/proto"
	"gitee.com/quant1x/gotdx/trading"
	"gitee.com/quant1x/gox/api"
	"gitee.com/quant1x/pandas"
	"gitee.com/quant1x/pandas/stat"
	"sync"
)

var (
	klineMutex sync.RWMutex
	// TODO: 隔日需要清空重新缓存
	routineLocalKLines = map[string][]KLine{}
)

func checkKLineOffset(klines []KLine, date string) (offset int) {
	rows := len(klines)
	offset = 0
	for i := 0; i < rows; i++ {
		klineDate := klines[rows-1-i].Date
		if klineDate < date {
			return -1
		} else if klineDate == date {
			break
		} else {
			offset++
		}
	}
	if offset+1 >= rows {
		return -1
	}
	return
}

// UpdateCacheKLines 更新缓存K线
func UpdateCacheKLines(securityCode string, klines []KLine) {
	if len(klines) == 0 {
		return
	}
	klineMutex.Lock()
	routineLocalKLines[securityCode] = klines
	klineMutex.Unlock()
}

func CheckoutKLines(code, date string) []KLine {
	securityCode := proto.CorrectSecurityCode(code)
	date = trading.FixTradeDate(date)
	// 1. 取缓存的K线
	klineMutex.RLock()
	cacheKLines, ok := routineLocalKLines[securityCode]
	klineMutex.RUnlock()
	if !ok {
		cacheKLines = LoadBasicKline(securityCode)
		UpdateCacheKLines(securityCode, cacheKLines)
	}
	rows := len(cacheKLines)
	if rows == 0 {
		return nil
	}
	// 1.1 检查是否最新数据
	kline := cacheKLines[rows-1]
	if kline.Date < date {
		// 数据太旧, 重新加载
		cacheKLines = LoadBasicKline(securityCode)
		UpdateCacheKLines(securityCode, cacheKLines)
	}
	// 2. 对齐数据缓存的日期, 过滤可能存在停牌没有数据的情况
	offset := checkKLineOffset(cacheKLines, date)
	if offset < 0 {
		return nil
	}
	// 3. 返回指定日期前的K线数据
	klines := cacheKLines[0 : rows-offset]
	return klines
}

// 由日线计算日线以上级别的K线
func periodKLine(checkPeriod func(date ...string) (s, e string), securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame) {
	baseKLines := []KLine{}
	if len(cacheKLine) > 0 {
		baseKLines = cacheKLine[0]
	} else {
		baseKLines = LoadBasicKline(securityCode)
	}
	if len(baseKLines) == 0 {
		return
	}

	var klines []KLine
	var kline KLine
	length := len(baseKLines)
	for i, v := range baseKLines {
		// 确定时间, 周线的日期是本周内最后一个交易日
		if len(kline.Date) == 0 {
			// 重新计算周线, 先确认周线范围
			ws, we := checkPeriod(v.Date)
			_ = ws
			//dates := trading.TradeRange(ws, we)
			//days := len(dates)
			//days = 7
			//if days > 0 {
			periodLastDate := trading.FixTradeDate(we)
			//if periodLastDate == "2023-07-30" {
			//	fmt.Println(1)
			//}
			offset := i
			for {
				destDate := baseKLines[offset].Date
				if destDate < periodLastDate {
					offset++
				}
				if offset >= length {
					periodLastDate = destDate
					break
				} else if baseKLines[offset].Date == periodLastDate {
					periodLastDate = baseKLines[offset].Date
					break
				} else if baseKLines[offset].Date > periodLastDate {
					periodLastDate = destDate
					break
				}
			}
			kline.Date = periodLastDate
			//} else {
			//	return
			//}
		}
		// 周线开盘价以第一天OPEN为准
		if kline.Open == stat.DType(0) {
			kline.Open = v.Open
		}
		// 周线的收盘价以本周最后一个交易日的CLOSE为准
		kline.Close = v.Close
		if kline.High == stat.DType(0) {
			kline.High = v.High
		} else if kline.High < v.High {
			kline.High = v.High
		}
		if kline.Low == stat.DType(0) {
			kline.Low = v.Low
		} else if kline.Low > v.Low {
			kline.Low = v.Low
		}
		kline.Volume += v.Volume
		kline.Amount += v.Amount

		// 切换下一周
		if kline.Date == v.Date || i+1 >= len(baseKLines) {
			kline.Date = v.Date
			klines = append(klines, kline)
			kline = KLine{}
		}
	}
	df = pandas.LoadStructs(klines)
	//fmt.Println(df)
	return
}

// WeeklyKLine 周线
func WeeklyKLine(securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame) {
	return periodKLine(api.GetWeekDay, securityCode, cacheKLine...)
}

// MonthlyKLine 月K线
func MonthlyKLine(securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame) {
	return periodKLine(api.GetMonthDay, securityCode, cacheKLine...)
}