#!/usr/bin/env python
"""Daily trade report: today's fills + realized P&L from the trade ledger.

Usage:
    .venv/bin/python daily_report.py [YYYY-MM-DD]
    ./report.sh [YYYY-MM-DD]

Data source: trades.jsonl (append-only ledger written by PositionTracker).
P&L method: FIFO per (strategy, symbol). Current open lots shown at the end;
if the IB Gateway is reachable, live market values are included (read-only).
"""
import json
import os
import sys
from collections import defaultdict, deque
from datetime import date
from pathlib import Path

LEDGER = Path(os.environ.get("TRADES_LEDGER", Path(__file__).resolve().parent / "trades.jsonl"))

STRATEGY_SHORT = {
    "MAStockStrategy": "MAStock",
    "ShortTermMAVWAPStrategy": "ShortTerm",
    "MeanReversionStrategy": "MeanRev",
    "ForexMAStrategy": "Forex",
}


def short(name: str) -> str:
    return STRATEGY_SHORT.get(name, name[:12])


def load_and_replay():
    """Replay the whole ledger; return (today fills, realized maps, open lots)."""
    lots = defaultdict(deque)          # (strategy, symbol) -> deque([qty, price])
    fills_today = []                   # display rows for the requested day
    realized_sym = defaultdict(float)
    realized_strat = defaultdict(float)
    unknown_cost = 0.0
    day = sys.argv[1] if len(sys.argv) > 1 else date.today().isoformat()

    for line in LEDGER.read_text().splitlines():
        if not line.strip():
            continue
        r = json.loads(line)
        key = (r["strategy"], r["symbol"])
        ts_day, ts_time = r["ts"][:10], r["ts"][11:19]

        if r["type"] in ("seed", "buy"):
            lots[key].append([r["qty"], r["price"]])
            if r["type"] == "buy" and ts_day == day:
                fills_today.append((ts_time, r["strategy"], r["symbol"], "BUY", r["qty"], r["price"], None))

        elif r["type"] in ("sell", "sell_external"):
            pnl = 0.0
            remain = r["qty"]
            dq = lots[key]
            while remain > 1e-9 and dq:
                take = min(dq[0][0], remain)
                pnl += (r["price"] - dq[0][1]) * take
                dq[0][0] -= take
                remain -= take
                if dq[0][0] <= 1e-9:
                    dq.popleft()
            if remain > 1e-9:
                pnl = None  # cost basis unknown (lot predates the ledger)
            if ts_day == day:
                action = "SELL*" if r.get("est") else "SELL"
                fills_today.append((ts_time, r["strategy"], r["symbol"], action, r["qty"], r["price"], pnl))
                if pnl is not None:
                    realized_sym[r["symbol"]] += pnl
                    realized_strat[r["strategy"]] += pnl
                else:
                    unknown_cost += r["qty"]

    return day, fills_today, realized_sym, realized_strat, lots, unknown_cost


def live_positions():
    """Read-only: current positions + market values from IB. None if unreachable."""
    try:
        import asyncio
        from ib_insync import IB
        from config import config as cfg

        async def _fetch():
            ib = IB()
            await ib.connectAsync(cfg.ib.host, cfg.ib.port, clientId=77, timeout=10)
            data = {
                item.contract.symbol: (item.position, item.marketPrice, item.unrealizedPNL)
                for item in ib.portfolio()
                if item.contract.secType == "STK" and item.position > 0
            }
            ib.disconnect()
            return data

        return asyncio.run(_fetch())
    except Exception:
        return None


def main():
    if not LEDGER.exists():
        print("还没有交易记录（trades.jsonl 不存在）")
        return

    day, fills, realized_sym, realized_strat, lots, unknown_cost = load_and_replay()

    print(f"========== {day} 成交明细 ==========")
    if not fills:
        print("  当天无成交")
    for ts, strat, sym, action, qty, price, pnl in fills:
        line = f"{ts}  {short(strat):10s} {sym:6s} {action:4s} x{qty:g} @ {price:>10.2f}"
        if pnl is not None:
            line += f"   盈亏 {pnl:+.2f}"
        elif action == "SELL":
            line += "   盈亏 ? (成本未知)"
        print(line)

    print(f"\n========== {day} 已实现盈亏 ==========")
    if realized_sym:
        print("  按标的:")
        for sym, v in sorted(realized_sym.items()):
            print(f"    {sym:6s} {v:+10.2f}")
    if realized_strat:
        print("  按策略:")
        for strat, v in sorted(realized_strat.items()):
            print(f"    {short(strat):10s} {v:+10.2f}")
    total = sum(realized_sym.values())
    print(f"  合计: {total:+.2f}")
    if unknown_cost:
        print(f"  (另有 {unknown_cost:g} 股卖出成本未知，未计入)")

    open_lots = [(s, sym, q, p) for (s, sym), dq in lots.items() for q, p in dq if q > 1e-9]
    print("\n========== 当前持仓（成本价） ==========")
    if not open_lots:
        print("  无")
    else:
        live = live_positions()
        for strat, sym, qty, price in sorted(open_lots, key=lambda x: (x[1], x[0])):
            line = f"  {short(strat):10s} {sym:6s} x{qty:g} @ {price:>10.2f}"
            if live and sym in live:
                _, mkt, _ = live[sym]
                line += f"   现价 {mkt:>9.2f}   浮动 {(mkt - price) * qty:+.2f}"
            print(line)
        if not live:
            print("  (实时价格不可用)")


if __name__ == "__main__":
    main()