import { Skill } from '@openclaw/core';
import { WindClient } from './clients/wind';
import { TushareClient } from './clients/tushare';
import { FactorEngine } from './engine/factor';
import { BacktestEngine } from './engine/backtest';

interface ResearchRequest {
  type: 'report' | 'factor' | 'backtest' | 'stock_pick';
  symbols?: string[];
  startDate?: string;
  endDate?: string;
  parameters?: Record<string, any>;
}

export const quantResearchSkill = new Skill({
  name: 'quant-research',
  description: '量化投研服务：研报生成、因子分析、策略回测、选股择时',
  
  config: {
    dataProviders: ['wind', 'tushare', 'announcement'],
    factorLibrary: './factors',
    backtestConfig: {
      initialCapital: 1000000,
      commission: 0.0003,
      slippage: 0.001,
      benchmark: '000300.SH'
    }
  },

  onStart: async (context) => {
    context.logger.info('🚀 启动量化投研服务...');
    
    // 初始化数据客户端
    const wind = new WindClient(process.env.WIND_API_KEY);
    const tushare = new TushareClient(process.env.TUSHARE_TOKEN);
    
    // 初始化引擎
    const factorEngine = new FactorEngine();
    const backtestEngine = new BacktestEngine(context.config.backtestConfig);

    // 监听任务队列
    context.on('research_request', async (request: ResearchRequest) => {
      try {
        switch (request.type) {
          case 'report':
            return await generateReport(request, wind, tushare);
          case 'factor':
            return await analyzeFactors(request, factorEngine);
          case 'backtest':
            return await runBacktest(request, backtestEngine);
          case 'stock_pick':
            return await pickStocks(request, factorEngine);
          default:
            throw new Error(`未知任务类型：${request.type}`);
        }
      } catch (error) {
        context.logger.error('❌ 投研任务失败:', error);
        await context.notify('wechat', { 
          message: `⚠️ 投研任务异常：${error.message}`,
          level: 'high'
        });
      }
    });
  },

  onStop: async (context) => {
    context.logger.info('🛑 停止量化投研服务');
  }
});

async function generateReport(
  request: ResearchRequest,
  wind: WindClient,
  tushare: TushareClient
) {
  const reports = [];
  
  for (const symbol of request.symbols || []) {
    // 1. 获取财务数据
    const financials = await wind.getFinancials(symbol);
    
    // 2. 获取行情数据
    const prices = await tushare.getDailyPrices(symbol, request.startDate, request.endDate);
    
    // 3. 获取公告信息
    const announcements = await wind.getAnnouncements(symbol, request.startDate, request.endDate);
    
    // 4. LLM 生成分析摘要
    const summary = await context.llm.generate(`
      请根据以下数据分析${symbol}的投资价值：
      财务数据：${JSON.stringify(financials)}
      行情数据：${prices.length} 个交易日，涨跌幅 ${(prices[prices.length-1].close / prices[0].close - 1).toFixed(2)}%
      重要公告：${announcements.map(a => a.title).join('; ')}
      
      请从以下维度分析：
      1. 财务状况（营收/净利润/ROE/负债率）
      2. 估值水平（PE/PB/PS，与历史/行业对比）
      3. 技术面（趋势/支撑阻力/成交量）
      4. 催化剂与风险因素
      5. 投资建议（买入/增持/中性/减持）
    `);
    
    reports.push({
      symbol,
      generatedAt: new Date().toISOString(),
      summary,
      data: { financials, prices, announcements }
    });
  }
  
  return reports;
}

async function analyzeFactors(
  request: ResearchRequest,
  factorEngine: FactorEngine
) {
  const { factors, startDate, endDate } = request.parameters;
  
  // 计算因子值
  const factorValues = await factorEngine.calculate(factors, startDate, endDate);
  
  // IC 检验
  const icResults = await factorEngine.testIC(factorValues);
  
  // 分层回测
  const quantileReturns = await factorEngine.quantileBacktest(factorValues);
  
  // 衰减分析
  const decayAnalysis = await factorEngine.analyzeDecay(factorValues);
  
  return {
    factors,
    period: { startDate, endDate },
    icStats: icResults,
    quantileReturns,
    decayAnalysis,
    recommendation: generateFactorRecommendation(icResults)
  };
}

async function runBacktest(
  request: ResearchRequest,
  backtestEngine: BacktestEngine
) {
  const { strategy, parameters, startDate, endDate } = request.parameters;
  
  // 运行回测
  const result = await backtestEngine.run(strategy, {
    startDate,
    endDate,
    ...parameters
  });
  
  // 计算绩效指标
  const metrics = {
    totalReturn: calculateTotalReturn(result.nav),
    annualizedReturn: calculateAnnualizedReturn(result.nav),
    sharpeRatio: calculateSharpe(result.returns),
    maxDrawdown: calculateMaxDrawdown(result.nav),
    winRate: calculateWinRate(result.trades),
    profitFactor: calculateProfitFactor(result.trades)
  };
  
  // 生成归因分析
  const attribution = await backtestEngine.attribute(result);
  
  return {
    strategy,
    period: { startDate, endDate },
    nav: result.nav,
    trades: result.trades,
    metrics,
    attribution,
    charts: await generateCharts(result)
  };
}

{
  "dataSources": {
    "wind": {
      "enabled": true,
      "apiKey": "${WIND_API_KEY}",
      "endpoints": {
        "financials": "/api/financials",
        "prices": "/api/prices",
        "announcements": "/api/announcements"
      }
    },
    "tushare": {
      "enabled": true,
      "token": "${TUSHARE_TOKEN}",
      "pro": true
    }
  },
  "factors": {
    "value": ["PE", "PB", "PS", "PCF"],
    "growth": ["revenue_growth", "profit_growth", "roe_change"],
    "momentum": ["return_1m", "return_3m", "return_6m", "rsi"],
    "quality": ["roe", "roa", "gross_margin", "asset_turnover"],
    "sentiment": ["analyst_upgrade", "news_sentiment", "social_media"]
  },
  "backtest": {
    "initialCapital": 1000000,
    "commission": 0.0003,
    "slippage": 0.001,
    "benchmark": "000300.SH",
    "riskFreeRate": 0.03,
    "adjustment": "post"
  },
  "reporting": {
    "formats": ["pdf", "html", "excel"],
    "templates": "./templates",
    "delivery": ["email", "wechat", "dingtalk"]
  }
}