package trading

import (
	"context"
	"sig-pub/api/pb"
	"sig-pub/pkg/types"
	"sig-pub/pkg/utils/times"
)

type TradingGrpcServer struct {
	pb.UnimplementedTradingServiceServer
	tradingService *TradingService
}

func NewTradingGrpcServer(tradingService *TradingService) *TradingGrpcServer {
	return &TradingGrpcServer{
		tradingService: tradingService,
	}
}

func (svr *TradingGrpcServer) Init() (err error) {
	return
}

func (svr *TradingGrpcServer) IndicatorPlots(ctx context.Context, req *pb.ReqIndicatorPlots) (rsp *pb.RspIndicatorPlots, err error) {
	plots, err := svr.tradingService.IndicatorPlots(req.Indicators...)
	if err != nil {
		return
	}
	for _, plot := range plots {
		_ = plot
	}
	return
}

func (svr *TradingGrpcServer) IndicatorSeries(ctx context.Context, req *pb.ReqIndicatorSeries) (rsp *pb.RspIndicatorSeries, err error) {
	// s, err := structpb.NewStruct(map[string]any{})
	input := req.Input.AsMap()
	matrix, times, states, err := svr.tradingService.IndicatorSeries(ctx, req.Indicator, req.Digit, types.Input(input), req.Series)
	if err != nil {
		return
	}
	rsp = &pb.RspIndicatorSeries{}
	rsp.Matrix = matrix
	rsp.Times = times
	for state, value := range states {
		rsp.States = append(rsp.States, &pb.IndicatorState{
			State: state,
			Value: value,
		})
	}
	return
}

func (svr *TradingGrpcServer) StrategySeries(ctx context.Context, req *pb.ReqStrategySeries) (rsp *pb.RspStrategySeries, err error) {
	rsp = &pb.RspStrategySeries{}
	err = svr.tradingService.StrategySeries(ctx, req, rsp)
	return
}

func (svr *TradingGrpcServer) Backtest(ctx context.Context, req *pb.ReqBacktest) (rsp *pb.RspBacktest, err error) {
	stime, err := times.ParseFORMAT(req.Stime)
	if err != nil {
		return
	}
	etime, err := times.ParseFORMAT(req.Etime)
	if err != nil {
		return
	}
	err = svr.tradingService.Backtest(ctx, req.PlanId, stime.UnixMilli(), etime.UnixMilli())
	if err != nil {
		return
	}
	rsp = new(pb.RspBacktest)
	return
}

// BacktestLog 回测记录查询
func (svr *TradingGrpcServer) BacktestLog(ctx context.Context, req *pb.ReqBacktestLog) (rsp *pb.RspBacktestLog, err error) {
	logs, err := svr.tradingService.BacktestLog(ctx, 10001)
	if err != nil {
		return
	}
	rsp = new(pb.RspBacktestLog)
	for _, l := range logs {
		log := &pb.BacktestLog{
			PlanId:     l.PlanId,
			Stime:      l.SeriesBefore,
			Etime:      l.SeriesAfter,
			BacktestId: l.Id,
		}
		rsp.Logs = append(rsp.Logs, log)
	}
	return
}