package handlers

import (
	"context"
	"net/http"
	"time"

	"stock-user-system/internal/middleware"
	"stock-user-system/internal/models"
	"stock-user-system/internal/services"

	"github.com/gin-gonic/gin"
	"gorm.io/gorm"
)

var coreIndexSymbols = map[string]bool{
	"000001.SH": true,
	"399001.SZ": true,
	"399006.SZ": true,
	"000688.SH": true,
}

// StockHandler 处理股票看板与同步接口。
type StockHandler struct {
	DB  *gorm.DB
	Svc *services.StockSyncService
}

type stockRow struct {
	Symbol    string  `json:"symbol"`
	Name      string  `json:"name"`
	Close     float64 `json:"close"`
	PrevClose float64 `json:"prev_close,omitempty"`
	ChangePct float64 `json:"change_pct"`
	Amount    float64 `json:"amount,omitempty"`
}

type overviewResponse struct {
	LatestTradeDate string        `json:"latest_trade_date"`
	Counts          marketCounts  `json:"counts"`
	AvgChangePct    float64       `json:"avg_change_pct"`
	Indices         []stockRow    `json:"indices"`
	TopGainers      []stockRow    `json:"top_gainers"`
	TopLosers       []stockRow    `json:"top_losers"`
	TurnoverLeaders []stockRow    `json:"turnover_leaders"`
}

type marketCounts struct {
	Up    int64 `json:"up"`
	Down  int64 `json:"down"`
	Flat  int64 `json:"flat"`
	Total int64 `json:"total"`
}

// Overview 返回最新交易日的市场概览。
func (h *StockHandler) Overview(c *gin.Context) {
	ctx := context.Background()

	var latestDate time.Time
	if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("MAX(trade_date)").Scan(&latestDate).Error; err != nil {
		c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "查询最新交易日失败"})
		return
	}
	if latestDate.IsZero() {
		c.JSON(http.StatusOK, overviewResponse{})
		return
	}

	baseWhere := "trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)"

	var counts marketCounts
	if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select(`
			COUNT(*) AS total,
			SUM(CASE WHEN close > prev_close THEN 1 ELSE 0 END) AS up,
			SUM(CASE WHEN close < prev_close THEN 1 ELSE 0 END) AS down,
			SUM(CASE WHEN close = prev_close THEN 1 ELSE 0 END) AS flat
		`).
		Where(baseWhere, latestDate, indexSymbolsList()).
		Scan(&counts).Error; err != nil {
		c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "统计涨跌失败"})
		return
	}

	var avgChange float64
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("COALESCE(AVG(change_pct), 0)").
		Where(baseWhere, latestDate, indexSymbolsList()).
		Scan(&avgChange)

	indices := h.topRows(ctx, latestDate, "symbol IN ?", indexSymbolsList(), 10, false)
	gainers := h.topRows(ctx, latestDate, "symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", indexSymbolsList(), 10, true)
	losers := h.topRows(ctx, latestDate, "symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", indexSymbolsList(), 10, false)
	turnover := h.topRowsByAmount(ctx, latestDate)

	c.JSON(http.StatusOK, overviewResponse{
		LatestTradeDate: latestDate.Format("2006-01-02"),
		Counts:          counts,
		AvgChangePct:    avgChange,
		Indices:         indices,
		TopGainers:      gainers,
		TopLosers:       losers,
		TurnoverLeaders: turnover,
	})
}

func (h *StockHandler) topRows(ctx context.Context, tradeDate time.Time, condition string, args any, limit int, desc bool) []stockRow {
	var rows []stockRow
	order := "change_pct ASC"
	if desc {
		order = "change_pct DESC"
	}
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("symbol, name, close, change_pct").
		Where("trade_date = ?", tradeDate).
		Where(condition, args).
		Order(order).
		Limit(limit).
		Scan(&rows)
	return rows
}

func (h *StockHandler) topRowsByAmount(ctx context.Context, tradeDate time.Time) []stockRow {
	var rows []stockRow
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("symbol, name, close, change_pct, amount").
		Where("trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", tradeDate, indexSymbolsList()).
		Order("amount DESC").
		Limit(10).
		Scan(&rows)
	return rows
}

// SyncStatus 返回最近一次同步任务状态。
func (h *StockHandler) SyncStatus(c *gin.Context) {
	job, err := h.Svc.LatestJob(c.Request.Context())
	if err != nil {
		c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "查询同步状态失败"})
		return
	}
	c.JSON(http.StatusOK, job)
}

// TriggerSync 手动触发同步（管理员）。
// 系统管理员点击时异步同步近半年历史数据，其他管理员只同步当天。
func (h *StockHandler) TriggerSync(c *gin.Context) {
	user, ok := middleware.GetCurrentUser(c)
	if !ok {
		c.JSON(http.StatusUnauthorized, gin.H{"success": false, "error": "未登录"})
		return
	}

	var job *models.StockSyncJob
	var err error
	if user.Role == models.RoleSystemAdmin {
		job, err = h.Svc.StartSyncHistory(c.Request.Context(), "manual", 6)
	} else {
		job, err = h.Svc.StartSync(c.Request.Context(), "manual")
	}
	if err != nil {
		c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": err.Error()})
		return
	}
	c.JSON(http.StatusOK, gin.H{"success": true, "job": job})
}

type distributionRow struct {
	Label string `json:"label"`
	Count int64  `json:"count"`
}

type distributionScan struct {
	SH       int64 `gorm:"column:sh"`
	SZ       int64 `gorm:"column:sz"`
	BJ       int64 `gorm:"column:bj"`
	Up0_3    int64 `gorm:"column:up_0_3"`
	Up3_5    int64 `gorm:"column:up_3_5"`
	Up5_7    int64 `gorm:"column:up_5_7"`
	Up7_10   int64 `gorm:"column:up_7_10"`
	Up10     int64 `gorm:"column:up_10"`
	Down0_3  int64 `gorm:"column:down_0_3"`
	Down3_5  int64 `gorm:"column:down_3_5"`
	Down5_7  int64 `gorm:"column:down_5_7"`
	Down7_10 int64 `gorm:"column:down_7_10"`
	Down10   int64 `gorm:"column:down_10"`
}

type debugStatsResponse struct {
	TradeDate           string            `json:"trade_date"`
	Total               int64             `json:"total"`
	IndexCount          int64             `json:"index_count"`
	SuspendedCount      int64             `json:"suspended_count"`
	UpByPrice           int64             `json:"up_by_price"`
	DownByPrice         int64             `json:"down_by_price"`
	FlatByPrice         int64             `json:"flat_by_price"`
	UpByPct             int64             `json:"up_by_pct"`
	DownByPct           int64             `json:"down_by_pct"`
	FlatByPct           int64             `json:"flat_by_pct"`
	ExchangeCounts      map[string]int64  `json:"exchange_counts"`
	UpDistribution      []distributionRow `json:"up_distribution"`
	DownDistribution    []distributionRow `json:"down_distribution"`
	FlatSamples         []stockRow        `json:"flat_samples"`
	BoundarySamples     []stockRow        `json:"boundary_samples"`
	UpBoundarySamples   []stockRow        `json:"up_boundary_samples"`
	DownBoundarySamples []stockRow        `json:"down_boundary_samples"`
}

// DebugStats 返回最新交易日的详细统计与边界样本，便于对齐第三方口径。
func (h *StockHandler) DebugStats(c *gin.Context) {
	ctx := context.Background()

	var latestDate time.Time
	if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("MAX(trade_date)").Scan(&latestDate).Error; err != nil {
		c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "查询最新交易日失败"})
		return
	}
	if latestDate.IsZero() {
		c.JSON(http.StatusOK, gin.H{"success": true, "data": debugStatsResponse{}})
		return
	}

	idxList := indexSymbolsList()
	baseWhere := "trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)"

	var stats debugStatsResponse
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select(`
			COUNT(*) AS total,
			SUM(CASE WHEN close > prev_close THEN 1 ELSE 0 END) AS up_by_price,
			SUM(CASE WHEN close < prev_close THEN 1 ELSE 0 END) AS down_by_price,
			SUM(CASE WHEN close = prev_close THEN 1 ELSE 0 END) AS flat_by_price,
			SUM(CASE WHEN change_pct > 0 THEN 1 ELSE 0 END) AS up_by_pct,
			SUM(CASE WHEN change_pct < 0 THEN 1 ELSE 0 END) AS down_by_pct,
			SUM(CASE WHEN change_pct = 0 THEN 1 ELSE 0 END) AS flat_by_pct
		`).
		Where(baseWhere, latestDate, idxList).
		Scan(&stats)

	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Where("trade_date = ? AND symbol IN ?", latestDate, idxList).
		Count(&stats.IndexCount)

	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Where("trade_date = ? AND symbol NOT IN ? AND volume = 0 AND change_pct = 0", latestDate, idxList).
		Count(&stats.SuspendedCount)

	stats.TradeDate = latestDate.Format("2006-01-02")

	var dist distributionScan
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select(`
			SUM(CASE WHEN symbol LIKE '%.SH' THEN 1 ELSE 0 END) AS sh,
			SUM(CASE WHEN symbol LIKE '%.SZ' THEN 1 ELSE 0 END) AS sz,
			SUM(CASE WHEN symbol LIKE '%.BJ' THEN 1 ELSE 0 END) AS bj,
			SUM(CASE WHEN change_pct > 0 AND change_pct <= 0.03 THEN 1 ELSE 0 END) AS up_0_3,
			SUM(CASE WHEN change_pct > 0.03 AND change_pct <= 0.05 THEN 1 ELSE 0 END) AS up_3_5,
			SUM(CASE WHEN change_pct > 0.05 AND change_pct <= 0.07 THEN 1 ELSE 0 END) AS up_5_7,
			SUM(CASE WHEN change_pct > 0.07 AND change_pct <= 0.10 THEN 1 ELSE 0 END) AS up_7_10,
			SUM(CASE WHEN change_pct > 0.10 THEN 1 ELSE 0 END) AS up_10,
			SUM(CASE WHEN change_pct < 0 AND change_pct >= -0.03 THEN 1 ELSE 0 END) AS down_0_3,
			SUM(CASE WHEN change_pct < -0.03 AND change_pct >= -0.05 THEN 1 ELSE 0 END) AS down_3_5,
			SUM(CASE WHEN change_pct < -0.05 AND change_pct >= -0.07 THEN 1 ELSE 0 END) AS down_5_7,
			SUM(CASE WHEN change_pct < -0.07 AND change_pct >= -0.10 THEN 1 ELSE 0 END) AS down_7_10,
			SUM(CASE WHEN change_pct < -0.10 THEN 1 ELSE 0 END) AS down_10
		`).
		Where(baseWhere, latestDate, idxList).
		Scan(&dist)

	stats.ExchangeCounts = map[string]int64{
		"sh": dist.SH,
		"sz": dist.SZ,
		"bj": dist.BJ,
	}
	stats.UpDistribution = []distributionRow{
		{Label: "0~3%", Count: dist.Up0_3},
		{Label: "3~5%", Count: dist.Up3_5},
		{Label: "5~7%", Count: dist.Up5_7},
		{Label: "7~10%", Count: dist.Up7_10},
		{Label: ">10%", Count: dist.Up10},
	}
	stats.DownDistribution = []distributionRow{
		{Label: "3~0%", Count: dist.Down0_3},
		{Label: "5~3%", Count: dist.Down3_5},
		{Label: "7~5%", Count: dist.Down5_7},
		{Label: "10~7%", Count: dist.Down7_10},
		{Label: ">10%", Count: dist.Down10},
	}

	var flatSamples []stockRow
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("symbol, name, close, prev_close, change_pct").
		Where("trade_date = ? AND symbol NOT IN ? AND close = prev_close", latestDate, idxList).
		Order("amount DESC").
		Limit(20).
		Scan(&flatSamples)
	stats.FlatSamples = flatSamples

	var boundarySamples []stockRow
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("symbol, name, close, prev_close, change_pct").
		Where("trade_date = ? AND symbol NOT IN ?", latestDate, idxList).
		Order("ABS(change_pct) ASC").
		Limit(20).
		Scan(&boundarySamples)
	stats.BoundarySamples = boundarySamples

	var upBoundarySamples []stockRow
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("symbol, name, close, prev_close, change_pct").
		Where("trade_date = ? AND symbol NOT IN ? AND close > prev_close", latestDate, idxList).
		Order("change_pct ASC").
		Limit(50).
		Scan(&upBoundarySamples)
	stats.UpBoundarySamples = upBoundarySamples

	var downBoundarySamples []stockRow
	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
		Select("symbol, name, close, prev_close, change_pct").
		Where("trade_date = ? AND symbol NOT IN ? AND close < prev_close", latestDate, idxList).
		Order("change_pct DESC").
		Limit(50).
		Scan(&downBoundarySamples)
	stats.DownBoundarySamples = downBoundarySamples

	c.JSON(http.StatusOK, gin.H{"success": true, "data": stats})
}

func indexSymbolsList() []string {
	list := make([]string, 0, len(coreIndexSymbols))
	for s := range coreIndexSymbols {
		list = append(list, s)
	}
	return list
}