#!/usr/bin/env python3
"""0814 filter_eval 매도벽 — ASK_MAX_MULT 2 vs 3 vs 완화 시 통과 건수 (조회 전용)."""
from __future__ import annotations

import sys
from pathlib import Path

ROOT = Path(__file__).resolve().parents[1]
if str(ROOT) not in sys.path:
    sys.path.insert(0, str(ROOT))

from database import TradeDB
from kis_trader.utils.env import get_env_from_db, invalidate_merged_env_cache


def main() -> None:
    invalidate_merged_env_cache()
    db = TradeDB()
    try:
        cols = [dict(r)["Field"] for r in db.conn.execute("SHOW COLUMNS FROM ws_orderbook").fetchall()]
        print("ws_orderbook cols ok", "eval_price" in cols, "ask_qty_l3" in cols)
        slot = float(get_env_from_db("SLOT_MONEY_DEFAULT", "300000") or 300000)
        print("SLOT", slot)
        for k in (
            "MOMENTUM_ORDERBOOK_ENTRY_ASK_MAX_MULT",
            "BREAKOUT_ORDERBOOK_ENTRY_ASK_MAX_MULT",
            "SCALP_ORDERBOOK_ENTRY_ASK_MAX_MULT",
            "TAIL_ORDERBOOK_ENTRY_ASK_MAX_MULT",
        ):
            print(k, repr(get_env_from_db(k, "")))

        like = "20260814%"
        br = db.conn.execute(
            "SELECT strategy, reject_code, COUNT(*) AS n FROM ws_orderbook "
            "WHERE source=%s AND snap_time LIKE %s GROUP BY strategy, reject_code",
            ("filter_eval", like),
        ).fetchall()
        print("\n=== reject_code 0814 ===")
        for r in br:
            d = dict(r)
            print(f"  {d.get('strategy')} {d.get('reject_code')!r}: {d.get('n')}")

        rows = [
            dict(r)
            for r in db.conn.execute(
                "SELECT strategy, eval_price, ask_qty_l3, reject_code FROM ws_orderbook "
                "WHERE source=%s AND snap_time LIKE %s AND eval_price > 0 AND ask_qty_l3 >= 0",
                ("filter_eval", like),
            ).fetchall()
        ]
        print("rows with eval_price", len(rows))
        mults = (2.0, 3.0, 8.0, 20.0, 50.0, 100.0)
        by = {}
        for row in rows:
            sid = str(row.get("strategy") or "")
            px = float(row.get("eval_price") or 0)
            ask = int(row.get("ask_qty_l3") or 0)
            if px <= 0:
                continue
            qty = max(1, int(slot / px))
            rec = by.setdefault(sid, {"n": 0, "pass": {m: 0 for m in mults}})
            rec["n"] += 1
            for m in mults:
                if ask <= int(qty * m):
                    rec["pass"][m] += 1

        print("\n=== 매도벽만 단독 적용 시 통과율 (다른 탈락 무시) ===")
        print("규칙: 매도3호가합 <= 필요주수 × 배수  이면 통과")
        print("필요주수 = floor(슬롯/평가가)")
        for sid, rec in sorted(by.items()):
            n = rec["n"]
            print(f"\n[{sid}] n={n}")
            for m in mults:
                p = rec["pass"][m]
                pct = (100.0 * p / n) if n else 0
                print(f"  ×{m:g}: 통과 {p}/{n} ({pct:.1f}%)")
    finally:
        db.close()


if __name__ == "__main__":
    main()