package repository

import (
	"fmt"
	"math"
	"sig-pub/pkg/data"
	"sig-pub/pkg/storage/persist"
	"sig-pub/pkg/trade"
	"sig-pub/pkg/utils/conver"
)

type BacktestRepository struct {
	db *persist.DB
}

func NewBacktestRepository(db *persist.DB) *BacktestRepository {
	return &BacktestRepository{
		db: db,
	}
}

// GetBacktest 用户交易计划回测详情
func (p *BacktestRepository) GetBacktest(userId int64, backtestId int64) (test *trade.BacktestTradingPlan, err error) {
	test = new(trade.BacktestTradingPlan)
	err = p.db.Select(&test, `
		select * from t_backtest_trading_plan where id = ? and user_id = ?
	`, backtestId, userId)
	return
}

// ListBacktest 用户交易计划回测记录查询
func (p *BacktestRepository) ListBacktest(userId int64, page data.Page) (total int64, backtestLogs []*trade.BacktestTradingPlan, err error) {
	sqlFrom := `
		from t_backtest_trading_plan where user_id = ?
	`
	err = p.db.Select(&total, fmt.Sprintf(`
		select count(*) %s
	`, sqlFrom), userId)
	if err != nil || total == 0 {
		return
	}
	err = p.db.Select(&backtestLogs, fmt.Sprintf(`
		select * %s
		order by id desc
		offset ? limit ?
	`, sqlFrom), userId, page.Offset, page.Limit)
	return
}

// ListBacktestTrades 交易计划回测交易单详情
func (p *BacktestRepository) ListBacktestTrades(userId, backtestId int64, page data.Page) (total int64, tradeOrders []*trade.TradeOrder, err error) {
	sqlFrom := `
		from t_backtest_trading_order
		where backtest_id = (select id from t_backtest_trading_plan where id = ? and user_id = ?)
	`
	err = p.db.Select(&total, fmt.Sprintf(`
		select count(*) %s
	`, sqlFrom), backtestId, userId)
	if err != nil || total == 0 {
		return
	}
	err = p.db.Select(&tradeOrders, fmt.Sprintf(`
		select * %s
		order by trade_id asc
  		offset ? limit ?
	`, sqlFrom), backtestId, userId, page.Offset, page.Limit)
	return
}

// BacktestLogStats 交易计划回测结果统计信息
func (p *BacktestRepository) BacktestLogStats(userId, backtestId int64) (stats *trade.BacktestTradingPlan, err error) {
	stats = &trade.BacktestTradingPlan{}
	err = p.db.Select(stats, `
		select * from t_backtest_trading_plan_stats 
		where backtest_id = (select id from t_backtest_trading_plan where id = ? and user_id = ?)
	`, backtestId, userId)
	return
}

// BacktestEquities 回测记录资金曲线
func (p *BacktestRepository) BacktestEquities(userId, backtestId int64) (times []int64, equities []float64, tradeIds []string, err error) {
	var datas []map[string]any
	err = p.db.Select(&datas, `
		select trade_id, ctime, equity from t_backtest_trading_order
		where backtest_id = (select id from t_backtest_trading_plan where id = ? and user_id = ?) and trade_type = 2
		order by ctime, trade_id asc
	`, backtestId, userId)
	if err != nil {
		return
	}
	pow := math.Pow10(2)
	for _, data := range datas {
		trade_id := conver.ToInt64(data["trade_id"])
		ctime := conver.ToInt64(data["ctime"])
		equity := conver.ToFloat64(data["equity"])
		equity = math.Round(equity*pow) / pow
		// 同一时间两笔单
		if length := len(times); length > 0 && times[length-1] == ctime {
			equities[length-1] = equity
			tradeIds[length-1] += fmt.Sprintf(";%d", trade_id)
		} else {
			times = append(times, ctime)
			equities = append(equities, equity)
			tradeIds = append(tradeIds, fmt.Sprintf("%d", trade_id))
		}
	}
	return
}