"""실행 품질(슬리피지 bp·체결률) 집계 — 순수 계산 모듈 (settings/DB/네트워크 참조 없음).

TradeHistory.slippage 는 (체결가 − 주문가)/주문가×100 [%], side 무관 원시값이다
(trade_executor.slippage_cost_bp_v2 주석). BUY/SELL 을 그대로 평균하면 상쇄되므로
side 보정(불리 = +) bp 로 바꿔 집계한다. 보정식은 slippage_cost_bp_v2 와 동일하며
(trade_executor 는 import 비용이 커서 복제) 동일성은 테스트로 고정한다.
"""
from __future__ import annotations

import math
from collections import defaultdict
from typing import Any, Iterable, Mapping

LOW_SAMPLE_THRESHOLD = 30  # n < 30 이면 low_sample


def slippage_cost_bp_v3(order_type: str, slippage_pct) -> float | None:
    """원시 슬리피지(%) → side 보정 비용(bp, 불리 = +). 해석 불가면 None."""
    try:
        val = float(slippage_pct)
    except (TypeError, ValueError):
        return None
    if not math.isfinite(val):
        return None
    side = str(order_type or "").upper()
    if side == "BUY":
        return val * 100.0
    if side == "SELL":
        return -val * 100.0
    return None


def _hour_of(row: Mapping[str, Any]):
    ts = row.get("executed_at") or row.get("created_at")
    return getattr(ts, "hour", None)


def _bucket_stats(rows: list, min_n: int) -> dict:
    costs: list[float] = []
    for r in rows:
        c = slippage_cost_bp_v3(r.get("order_type"), r.get("slippage"))
        if c is not None:
            costs.append(c)
    n_all = len(rows)
    n = len(costs)
    verified = [r.get("fill_verified") for r in rows if r.get("fill_verified") is not None]
    filled = sum(1 for r in rows if (r.get("executed_quantity") or 0) > 0)
    return {
        "n_orders": n_all,
        "n_slippage": n,
        "fill_rate": round(filled / n_all, 4) if n_all else None,
        "mean_cost_bp": round(sum(costs) / n, 3) if n else None,
        "mean_abs_bp": round(sum(abs(c) for c in costs) / n, 3) if n else None,
        "fill_verified_ratio": round(sum(1 for v in verified if v) / len(verified), 4) if verified else None,
        "low_sample": n < min_n,
    }


def aggregate_execution_quality_v1(
    rows: Iterable[Mapping[str, Any]], min_n: int = LOW_SAMPLE_THRESHOLD
) -> dict:
    """행(dict: order_type, slippage, strategy_type, executed_quantity, executed_at, fill_verified)을
    전체/전략별/시간대별로 집계한다. slippage NULL 행은 n_orders 에만 포함된다."""
    rows = list(rows)
    by_strategy: dict[str, list] = defaultdict(list)
    by_hour: dict[int, list] = defaultdict(list)
    for r in rows:
        by_strategy[str(r.get("strategy_type") or "unknown")].append(r)
        h = _hour_of(r)
        if h is not None:
            by_hour[int(h)].append(r)
    return {
        "overall": _bucket_stats(rows, min_n),
        "by_strategy": {k: _bucket_stats(v, min_n) for k, v in sorted(by_strategy.items())},
        "by_hour": {h: _bucket_stats(v, min_n) for h, v in sorted(by_hour.items())},
        "min_n": min_n,
    }