import pandas as pd
from jqdatapy.api import run_query

from zvt.contract.api import df_to_db, get_data
from zvt.contract.recorder import TimestampsDataRecorder
from zvt.domain import Index
from zvt.domain.misc.holder import HkHolder
from zvt.recorders.joinquant.common import to_entity_id
from zvt.utils.pd_utils import pd_is_not_null
from zvt.utils.time_utils import to_time_str, TIME_FORMAT_DAY, to_pd_timestamp


# 这里选择继承TimestampsDataRecorder是因为
# 1)时间上就是交易日的列表,这个是可知的，可以以此为增量计算点
# 2)HkHolder数据结构的设计：
# 沪股通/深股通 每日 持有 标的(股票)的情况
# 抓取的角度是entity从Index中获取 沪股通/深股通，然后按 每日 去获取


class JoinquantHkHolderRecorder(TimestampsDataRecorder):
    entity_provider = "exchange"
    entity_schema = Index

    provider = "joinquant"
    data_schema = HkHolder

    def __init__(
        self,
        day_data=False,
        force_update=False,
        sleeping_time=5,
        real_time=False,
        start_timestamp=None,
        end_timestamp=None,
    ) -> None:
        # 聚宽编码
        # 市场通编码	市场通名称
        # 310001	沪股通
        # 310002	深股通
        # 310003	港股通（沪）
        # 310004	港股通（深）
        codes = ["310001", "310002"]

        super().__init__(
            force_update,
            sleeping_time,
            ["cn"],
            None,
            codes,
            day_data,
            real_time=real_time,
            fix_duplicate_way="ignore",
            start_timestamp=start_timestamp,
            end_timestamp=end_timestamp,
        )

    def init_timestamps(self, entity):
        # 聚宽数据从2017年3月17开始
        return pd.date_range(start=to_pd_timestamp("2017-3-17"), end=pd.Timestamp.now(), freq="B").tolist()

    # 覆盖这个方式是因为，HkHolder里面entity其实是股票，而recorder中entity是 Index类型(沪股通/深股通)
    def get_latest_saved_record(self, entity):
        order = eval("self.data_schema.{}.desc()".format(self.get_evaluated_time_field()))

        records = get_data(
            filters=[HkHolder.holder_code == entity.code],
            provider=self.provider,
            data_schema=self.data_schema,
            order=order,
            limit=1,
            return_type="domain",
            session=self.session,
        )
        if records:
            return records[0]
        return None

    def record(self, entity, start, end, size, timestamps):
        for timestamp in timestamps:
            df = run_query(
                table="finance.STK_HK_HOLD_INFO", conditions=f"link_id#=#{entity.code}&day#=#{to_time_str(timestamp)}"
            )
            print(df)

            if pd_is_not_null(df):
                df.rename(
                    columns={"day": "timestamp", "link_id": "holder_code", "link_name": "holder_name"}, inplace=True
                )
                df["timestamp"] = pd.to_datetime(df["timestamp"])

                df["entity_id"] = df["code"].apply(lambda x: to_entity_id(entity_type="stock", jq_code=x))
                df["code"] = df["code"].apply(lambda x: x.split(".")[0])

                # id格式为:{holder_name}_{entity_id}_{timestamp}
                df["id"] = df[["holder_name", "entity_id", "timestamp"]].apply(
                    lambda se: "{}_{}_{}".format(
                        se["holder_name"], se["entity_id"], to_time_str(se["timestamp"], fmt=TIME_FORMAT_DAY)
                    ),
                    axis=1,
                )

                df_to_db(df=df, data_schema=self.data_schema, provider=self.provider, force_update=self.force_update)


if __name__ == "__main__":
    JoinquantHkHolderRecorder(sleeping_time=10).run()
# the __all__ is generated
__all__ = ["JoinquantHkHolderRecorder"]

pandas.to_datetime pandas.Timestamp.now