"""
信号生成模块
"""
import numpy as np
import pandas as pd
from typing import Optional, TYPE_CHECKING

if TYPE_CHECKING:
    from pandas import Series


def generate_signals(
    score: 'pd.Series',
    buy_threshold: float = 0.8,
    sell_threshold: float = -0.8,
    window: int = 30,
    use_rolling_std: bool = True
) -> 'pd.Series':
    """
    基于因子得分生成买卖信号
    
    Parameters:
    -----------
    score : Series
        因子综合得分
    buy_threshold : float
        买入阈值（标准差倍数）
    sell_threshold : float
        卖出阈值（标准差倍数）
    window : int
        滚动窗口（用于计算标准差）
    use_rolling_std : bool
        是否使用滚动标准差
    
    Returns:
    --------
    Series: 交易信号（1=买入，-1=卖出，0=持有）
    """
    signals = pd.Series(0, index=score.index)
    
    if use_rolling_std:
        # 使用滚动标准差
        rolling_std = score.rolling(window).std()
        buy_line = buy_threshold * rolling_std
        sell_line = sell_threshold * rolling_std
    else:
        # 使用固定阈值
        std = score.std()
        buy_line = buy_threshold * std
        sell_line = sell_threshold * std
    
    # 生成原始信号
    raw_signals = pd.Series(0, index=score.index)
    raw_signals[score > buy_line] = 1   # 买入信号
    raw_signals[score < sell_line] = -1  # 卖出信号
    
    # 只在信号变化时产生交易信号，其他时候保持持仓状态
    signals = pd.Series(0, index=score.index)
    position = 0  # 当前持仓状态：0=空仓，1=满仓
    
    for i in range(len(raw_signals)):
        current_signal = raw_signals.iloc[i]
        
        # 只在信号变化时产生交易
        if current_signal == 1 and position == 0:
            signals.iloc[i] = 1  # 买入
            position = 1
        elif current_signal == -1 and position == 1:
            signals.iloc[i] = -1  # 卖出
            position = 0
        # 其他情况保持当前持仓状态，不产生交易信号
    
    return signals.astype(int)


def generate_signals_with_position(
    score: 'pd.Series',
    buy_threshold: float = 0.8,
    sell_threshold: float = -0.8,
    window: int = 30,
    current_position: int = 0
) -> 'pd.Series':
    """
    生成信号（考虑当前持仓状态）
    
    Parameters:
    -----------
    current_position : int
        当前持仓：0=空仓，1=满仓
    """
    raw_signals = generate_signals(score, buy_threshold, sell_threshold, window)
    signals = pd.Series(0, index=score.index)
    
    position = current_position
    
    for i in range(len(raw_signals)):
        signal = raw_signals.iloc[i]
        
        if signal == 1 and position == 0:
            signals.iloc[i] = 1  # 买入
            position = 1
        elif signal == -1 and position == 1:
            signals.iloc[i] = -1  # 卖出
            position = 0
        else:
            signals.iloc[i] = 0  # 持有
    
    return signals