#!/usr/bin/env python3
"""
小怡股票批量回测 — 7只关注股票 MA20 策略对比
========================================
跑完全部关注股票的 MA20 回测，输出汇总对比表。

用法:
  python3 stock_backtest_all.py              # 批量回测全部关注股票
  python3 stock_backtest_all.py --push       # 同时推送飞书
  python3 stock_backtest_all.py --json       # 只输出 JSON 汇总
"""

import json, sys, urllib.request
from datetime import datetime
from pathlib import Path

OUTPUT = Path.home() / ".hermes" / "stock_backtest"
OUTPUT.mkdir(exist_ok=True)
FEISHU_WEBHOOK = "https://open.feishu.cn/open-apis/bot/v2/hook/446db983-e392-4d2c-bfb8-f9060e5df3ad"

# 与 stock_portfolio.py 一致的关注股票
WATCHED_STOCKS = [
    ("000858", "五粮液",    "白酒"),
    ("600519", "贵州茅台",  "白酒"),
    ("000568", "泸州老窖",  "白酒"),
    ("002304", "洋河股份",  "白酒"),
    ("600036", "招商银行",  "银行"),
    ("601318", "中国平安",  "保险"),
    ("000001", "平安银行",  "银行"),
]


def send_feishu(msg):
    payload = json.dumps({"msg_type": "text", "content": {"text": msg}}).encode()
    req = urllib.request.Request(FEISHU_WEBHOOK, data=payload,
        headers={"Content-Type": "application/json"})
    try:
        with urllib.request.urlopen(req, timeout=10):
            pass
    except Exception:
        print("⚠️ 飞书推送失败")


def load_result(code):
    """读取已保存的回测结果"""
    f = OUTPUT / f"ma20_result_{code}.json"
    if f.exists():
        try:
            return json.load(open(f))
        except Exception:
            return None
    return None


def run_all(push=False):
    # 逐个调用回测脚本
    import subprocess
    for code, name, industry in WATCHED_STOCKS:
        print(f"⏳ 回测 {name}({code}) ...")
        r = subprocess.run(
            [sys.executable, str(Path(__file__).parent / "stock_ma20_backtest.py"), code, name],
            capture_output=True, text=True, timeout=120)
        if r.returncode != 0:
            print(f"  ❌ {name} 回测失败: {r.stderr[-300:]}")
        else:
            print(f"  ✅ {name} 完成")

    # 汇总对比
    rows = []
    for code, name, industry in WATCHED_STOCKS:
        d = load_result(code)
        if d:
            rows.append({
                "code": code, "name": name, "industry": industry,
                "strategy_return": d.get("strategy_return", 0),
                "buyhold_return": d.get("buyhold_return", 0),
                "alpha": d.get("alpha", 0),
                "max_drawdown": d.get("max_drawdown", 0),
                "total_trades": d.get("total_trades", 0),
                "win_rate": d.get("win_rate", 0),
                "in_position": d.get("in_position", False),
                "current_price": d.get("current_price", 0),
            })

    rows.sort(key=lambda x: x["alpha"], reverse=True)

    print(f"\n{'='*88}")
    print(f"小怡股票 MA20 策略批量回测汇总  {datetime.now().strftime('%Y-%m-%d')}")
    print(f"{'='*88}")
    print(f"{'股票':<12} {'策略收益':>8} {'买入持有':>8} {'α超额':>7} {'最大回撤':>7} {'交易':>4} {'胜率':>6}  状态")
    print("-" * 88)
    for r in rows:
        pos = "🟢持仓" if r["in_position"] else "⚪空仓"
        print(f"{r['name']}({r['code']}) {r['strategy_return']:>+7.2f}% {r['buyhold_return']:>+7.2f}% "
              f"{r['alpha']:>+6.2f}% {r['max_drawdown']:>6.2f}% {r['total_trades']:>4} {r['win_rate']:>5.1f}%  {pos}")
    print("-" * 88)

    # 结论：策略适用边界
    good = [r for r in rows if r["alpha"] > 0]
    bad = [r for r in rows if r["alpha"] <= 0]
    print(f"\n📌 策略适用性结论:")
    print(f"  ✅ α>0 (策略有效): {', '.join(r['name'] for r in good) if good else '无'}")
    print(f"  ⚠️  α≤0 (策略无效/跑输): {', '.join(r['name'] for r in bad) if bad else '无'}")
    best = rows[0] if rows else None
    if best:
        print(f"  🏆 最佳标的: {best['name']} (α={best['alpha']:+.2f}%)")
    print(f"\n⚠️ 提醒: MA20策略在单边下跌/长期阴跌股上会频繁止损（低胜率高赔率），"
          f"选股比策略本身更重要。")

    # 保存汇总
    summary = {
        "generated": datetime.now().strftime("%Y-%m-%d %H:%M"),
        "strategy": "MA20突破",
        "stocks": rows,
        "effective": [r["name"] for r in good],
        "ineffective": [r["name"] for r in bad],
        "best": best["name"] if best else None,
    }
    summary_file = OUTPUT / "ma20_summary.json"
    with open(summary_file, "w") as f:
        json.dump(summary, f, ensure_ascii=False, indent=2)
    print(f"\n📄 汇总已保存: {summary_file}")

    # 飞书推送
    if push:
        lines = [f"📊 MA20策略批量回测 {datetime.now().strftime('%m-%d')}"]
        for r in rows:
            pos = "🟢" if r["in_position"] else "⚪"
            lines.append(f"{pos} {r['name']}: 策略{r['strategy_return']:+.1f}% 持有{r['buyhold_return']:+.1f}% "
                         f"α{r['alpha']:+.1f}% 回撤{r['max_drawdown']:.0f}% 胜率{r['win_rate']:.0f}%")
        lines.append(f"\n🏆 最佳: {best['name'] if best else '-'} | "
                     f"策略有效: {', '.join(r['name'] for r in good) if good else '无'}")
        send_feishu("\n".join(lines))

    return rows


if __name__ == "__main__":
    if "--json" in sys.argv:
        import json as _json
        rows = run_all(push=False)
        print(_json.dumps(rows, ensure_ascii=False, indent=2))
    else:
        run_all(push="--push" in sys.argv)