"""
华鑫LV2处理工具类
"""


# 处理逐笔委托
# item逐笔委托
# (data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'],
# data['OrderTime'],data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'])


def convert_time(time_str, with_ms=False):
    time_str = str(time_str)
    if time_str.startswith("9"):
        time_str = f"0{time_str}"
    ms = "{:0<3}".format(time_str[6:])
    time_ = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
    if with_ms:
        return f"{time_}.{ms}"
    return time_


def __convert_order(item, limit_up_price):
    time_str = f"{item[5]}"
    if time_str.startswith("9"):
        time_str = f"0{time_str}"
    ms = "{:0<3}".format(time_str[6:])
    time_ = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
    price = item[1]
    if price <= 0:
        # 深证的买撤无价格数据，需要去查找价格数据，暂时设置为涨停价
        price = limit_up_price

    limitPrice = 1 if abs(limit_up_price - price) < 0.001 else 0
    operateType = 0
    if item[9] == 'D':
        if item[3] == '1':
            # 买撤
            operateType = 1
        else:
            # 卖撤
            operateType = 3
    else:
        if item[3] == '1':
            # 买
            operateType = 0
        else:
            # 卖
            operateType = 2
    return {"time": time_, "tms": ms, "price": price, "num": item[2] // 100, "limitPrice": limitPrice,
            "operateType": operateType, "cancelTime": 0, "cancelTimeUnit": 0, "orderNo": item[8],
            "mainSeq": item[6], "subSeq": item[7]}


def __format_l2_data(origin_datas, code, limit_up_price, filter_not_limit_up=True, filter_limit_up_sell=False):
    """
    处理l2数据
    @param origin_datas:原始数据
    @param code:代码
    @param limit_up_price:涨停价
    @param filter_not_limit_up:是否过滤掉非涨停数据
    @param filter_limit_up_sell:是否过滤涨停卖
    @return:格式化过后的数据
    """
    datas = []
    dataIndexs = {}
    same_time_num = {}
    for i in range(0, len(origin_datas)):
        item = origin_datas[i]
        # 解析数据
        time = item["time"]
        if time in same_time_num:
            same_time_num[time] = same_time_num[time] + 1
        else:
            same_time_num[time] = 1

        price = item["price"]
        num = item["num"]
        limitPrice = item["limitPrice"]
        # 涨停价
        if limit_up_price is not None:
            if abs(price - limit_up_price) < 0.001:
                limitPrice = 1
            else:
                limitPrice = 0
            item["limitPrice"] = "{}".format(limitPrice)
        operateType = item["operateType"]
        # 不需要非涨停买与买撤
        if filter_not_limit_up and int(item["limitPrice"]) != 1 and (
                int(operateType) == 0 or int(operateType) == 1) and num != 1:
            continue

        if filter_limit_up_sell and int(item["limitPrice"]) == 1 and int(operateType) == 2:
            # 过滤涨停卖
            continue

        key = "{}-{}-{}".format(code, item["mainSeq"], item["subSeq"])
        if key in dataIndexs:
            # 数据重复次数+1
            datas[dataIndexs[key]]['re'] = datas[dataIndexs[key]]['re'] + 1
        else:
            # 数据重复次数默认为1
            datas.append({"key": key, "val": item, "re": 1})
            dataIndexs.setdefault(key, len(datas) - 1)
    return datas


def get_format_l2_datas(code, origin_datas, limit_up_price, start_index, filter_limit_up_sell=False):
    """
    华鑫L2数据格式化
    @param code:
    @param origin_datas:
    @param limit_up_price:涨停价
    @param start_index:
    @param filter_limit_up_sell:是否过滤涨停卖
    @return:
    """

    # 先转变数据格式
    datas = [__convert_order(x, float(limit_up_price)) for x in origin_datas]
    # 在9:25之前不过滤非涨停金额
    # filter_not_limit_up = True
    # if int(datas[0]["time"][:5].replace(":", "")) <= 925:
    #     filter_not_limit_up = False
    # 不过滤非涨停金额
    filter_not_limit_up = False
    fdatas = __format_l2_data(datas, code, float(limit_up_price), filter_not_limit_up=filter_not_limit_up,
                              filter_limit_up_sell=filter_limit_up_sell)
    for i in range(0, len(fdatas)):
        fdatas[i]["index"] = start_index + i
    return fdatas


# 获取大资金的金额
def get_big_money_val(limit_up_price):
    if limit_up_price > 3.0:
        return min(299 * 10000, round(limit_up_price * 7999 * 100))
    else:
        max_money = limit_up_price * 10000 * 100
        return int(max_money * 0.95)

if __name__ == "__main__":
    ds = ["('605167', 10.08, 68500, '1', '0', 9303108, 2, 439438, 436472, 'D', 1695864632451)",
          "('603439', 17.97, 27800, '1', '0', 9304966, 6, 435127, 407524, 'D', 1695864649883)",
          "('002369', 0.0, 100800, '1', '2', 93051880, 2011, 1431910, 1160638, 'D', 1695864651875)"
          ]
    for d in ds:
        d = eval(d)
        print(__convert_order(d, 15.55))