"""涨跌停/异动监控 API"""

from fastapi import APIRouter

from app.data.tushare_client import tushare_client
from app.config import is_market_session

router = APIRouter(prefix="/api/monitor", tags=["monitor"])


@router.get("/limits")
async def get_limits():
    """获取涨跌停数据"""
    trade_date = tushare_client.get_latest_trade_date()
    limit_df = tushare_client.get_limit_list(trade_date)

    if limit_df.empty:
        return {"trade_date": trade_date, "limit_up": [], "limit_down": []}

    # 拆分涨停和跌停
    up_df = limit_df[limit_df["limit"] == "U"].sort_values("pct_chg", ascending=False)
    down_df = limit_df[limit_df["limit"] == "D"].sort_values("pct_chg", ascending=True)

    def _parse(df):
        results = []
        for _, r in df.head(50).iterrows():
            results.append({
                "ts_code": r.get("ts_code", ""),
                "name": r.get("name", ""),
                "close": float(r.get("close", 0)),
                "pct_chg": float(r.get("pct_chg", 0)),
                "limit_times": int(r.get("limit_times", 0)),
                "first_time": str(r.get("first_time", "")),
                "last_time": str(r.get("last_time", "")),
                "open_times": int(r.get("open_times", 0)),
                "fd_amount": float(r.get("fd_amount", 0)) if r.get("fd_amount") else 0,
                "up_stat": str(r.get("up_stat", "")),
            })
        return results

    return {
        "trade_date": trade_date,
        "is_realtime": is_market_session(),
        "limit_up": _parse(up_df),
        "limit_down": _parse(down_df),
    }


@router.get("/unusual")
async def get_unusual():
    """获取异动股（量比>3、振幅>8%、快速拉升）"""
    trade_date = tushare_client.get_latest_trade_date()

    # 获取全市场日线
    daily = tushare_client.get_daily_all(trade_date)
    if daily.empty:
        return {"trade_date": trade_date, "stocks": []}

    basic = tushare_client.get_daily_basic(trade_date)
    if not basic.empty:
        daily = daily.merge(basic[["ts_code", "turnover_rate", "volume_ratio"]], on="ts_code", how="left")

    stock_basic = tushare_client.get_stock_basic()
    name_map = {}
    if not stock_basic.empty:
        for _, r in stock_basic.iterrows():
            name_map[r["ts_code"]] = r["name"]

    # 筛选异动条件
    unusual = []
    for _, r in daily.iterrows():
        ts = r.get("ts_code", "")
        if not ts.endswith((".SH", ".SZ")):
            continue

        pct = r.get("pct_chg", 0)
        vol_ratio = r.get("volume_ratio", 0)
        high = r.get("high", 0)
        low = r.get("low", 0)
        pre_close = r.get("pre_close", 0)
        amplitude = (high - low) / pre_close * 100 if pre_close > 0 else 0

        tags = []
        if vol_ratio and vol_ratio > 3:
            tags.append("巨量")
        if amplitude > 8:
            tags.append("高振幅")
        if pct > 7:
            tags.append("急涨")
        elif pct < -7:
            tags.append("急跌")

        if tags:
            unusual.append({
                "ts_code": ts,
                "name": name_map.get(ts, ts),
                "close": float(r.get("close", 0)),
                "pct_chg": float(pct),
                "amplitude": round(float(amplitude), 2),
                "volume_ratio": round(float(vol_ratio), 2) if vol_ratio and vol_ratio == vol_ratio else 0,
                "turnover_rate": round(float(r.get("turnover_rate", 0)), 2),
                "tags": tags,
            })

    unusual.sort(key=lambda x: abs(x["pct_chg"]), reverse=True)
    return {"trade_date": trade_date, "stocks": unusual[:50]}