package factors

import (
	"gitee.com/quant1x/engine/datasource/base"
	"gitee.com/quant1x/exchange"
	"gitee.com/quant1x/gotdx/quotes"
)

// CountInflow 统计指定日期的内外盘
func CountInflow(list []quotes.TickTransaction, securityCode string, date string) (summary TurnoverDataSummary) {
	if len(list) == 0 {
		return
	}
	securityCode = exchange.CorrectSecurityCode(securityCode)
	lastPrice := float64(0)
	for _, v := range list {
		tm := v.Time
		direction := int32(v.BuyOrSell)
		price := v.Price
		if lastPrice == 0 {
			lastPrice = price
		}
		vol := int64(v.Vol)
		if direction != quotes.TDX_TICK_BUY && direction != quotes.TDX_TICK_SELL {
			switch {
			case price > lastPrice:
				direction = quotes.TDX_TICK_BUY
			case price < lastPrice:
				direction = quotes.TDX_TICK_SELL
			}
		}
		// 统计内外盘数据
		if direction == quotes.TDX_TICK_BUY {
			// 买入
			summary.OuterVolume += vol
			summary.OuterAmount += float64(vol) * price
		} else if direction == quotes.TDX_TICK_SELL {
			// 卖出
			summary.InnerVolume += vol
			summary.InnerAmount += float64(vol) * price
		} else {
			// 可能存在中性盘2, 最近又发现有类型是3, 暂时还是按照中性盘来处理
			vn := vol
			buyOffset := vn / 2
			sellOffset := vn - buyOffset
			// 买入
			summary.OuterVolume += buyOffset
			summary.OuterAmount += float64(buyOffset) * price
			// 卖出
			summary.InnerVolume += sellOffset
			summary.InnerAmount += float64(sellOffset) * price
		}
		// 计算开盘竞价数据
		if tm >= base.TradingFirstTime && tm < base.TradingStartTime {
			summary.OpenVolume += vol
		}
		// 计算收盘竞价数据
		if tm > base.TradingFinalBiddingTime && tm <= base.TradingLastTime {
			summary.CloseVolume += vol
		}
		lastPrice = price
	}
	f10 := GetL5F10(securityCode, date)
	if f10 != nil {
		summary.OpenTurnZ = f10.TurnZ(summary.OpenVolume)
		summary.CloseTurnZ = f10.TurnZ(summary.CloseVolume)
	}

	return
}