"""合成 1 分钟示例：共享成交量、T+1 与累计佣金。"""

import argparse
from datetime import date

from doribt import (
    Backtest,
    BarExecution,
    Context,
    FixedTicks,
    Instrument,
    MarketData,
    MinuteClock,
    PositionTargets,
    RunConfig,
    china_rules,
)


def sample() -> MarketData:
    days = (date(2025, 1, 2), date(2025, 1, 3))
    clock = MinuteClock.build(days, "1min")
    rows = [
        dict(
            timestamp=point,
            phase="continuous",
            symbol="DEMO",
            status="trading",
            open=10,
            high=10.1,
            low=9.9,
            close=10,
            volume=1000,
            upper_limit=12,
            lower_limit=8,
        )
        for point in clock.timestamps
    ]
    return MarketData.from_minutes(
        rows,
        calendar=days,
        instruments=[Instrument(symbol="DEMO", kind="etf")],
        rules=china_rules({"DEMO": "szse_equity_etf"}, start=days[0], end=days[-1]),
        source="人工两日分钟行情",
    )


def strategy(ctx: Context) -> None:
    if ctx.bar_index == 0:
        ctx.order("DEMO", 1000, valid_for="day")
    elif ctx.bar_index == 240:
        ctx.order("DEMO", -1000, valid_for="day")


def main() -> None:
    parser = argparse.ArgumentParser(description=__doc__)
    parser.add_argument("--backend", choices=("python", "numba"), default="python")
    parser.add_argument("--precomputed", action="store_true", help="使用按时点对齐的预计算股数目标")
    args = parser.parse_args()
    data = sample()
    targets = PositionTargets(
        sessions=data.timeline,
        quantities={"DEMO": [1000] * 240 + [0] * 240},
    )
    config = RunConfig(
        execution=BarExecution(participation=0.1, slippage=FixedTicks(1)), backend=args.backend
    )
    result = Backtest(data, config=config).run(targets if args.precomputed else strategy)
    print("执行路径：", result.run_info.to_dict()["execution_path"])
    print("合成分钟数据：每根 bar 结束后才能知道其中的成交。")
    for order in result.orders:
        print(order.order_id, order.quantity, order.filled, order.status, order.fees)
    print(
        "委托数：",
        len(result.orders),
        "成交数：",
        len(result.fills),
        "期末权益：",
        result.equity[-1],
    )


if __name__ == "__main__":
    main()