"""
订单流交易系统配置
所有敏感配置和参数都在此文件中管理
"""
import os

# ============ SMTP邮件配置 ============
SMTP_CONFIG = {
    "server": "smtp.qq.com",
    "port": 465,
    "sender": "240884432@qq.com",
    "receivers": ["240884432@qq.com"],
    "username": "240884432@qq.com",
    "password": os.getenv("SMTP_PASSWORD", "osjyjmbqrzxtbjbf"),  # 从环境变量读取
}

# ============ 飞书通知配置 ============
FEISHU_CONFIG = {
    "enabled": True,  # 是否启用飞书通知
    "webhook_url": "https://open.feishu.cn/open-apis/bot/v2/hook/8608dfa4-e599-462a-8dba-6ac72873dd27",
    "receivers": ["240884432@qq.com"],  # 备用接收人列表
}

# ============ 信号通知阈值配置 ============
SIGNAL_THRESHOLD = {
    "time_period": 30,           # 平滑周期
    "delta_sum_trend": 0,        # delta累计趋势（保留字段）
    "delta_trend": 0,            # delta趋势（保留字段）
    "dj_trend": 0,               # dj趋势（保留字段）
    "delta_rate": 0.8,           # delta信号阈值比例（0.8倍前120根最大值）
    "dj_rate": 0.8,             # dj信号阈值比例（0.8倍前120根极值）
    "min_delta_abs": 350,       # delta最小绝对值
    "min_dj_abs": 8,            # dj最小绝对值
}

# ============ 交易参数配置 ============
# key: 合约代码, value: 交易参数
TRADING_PARAMS = {
    "IM2606": {
        "lots": 1,
        "price_offset": 5,
        "delta_threshold": 200,
        "imbalance_ratio": 3,
        "accumulation_threshold": 3,
        "period": "1min",
        "min_volume": 20,
        "merge_price": 5,
        "mini_price": 0.2,
    },
    # "jm2609": {
    #     "lots": 1,
    #     "price_offset": 1,     # 黄金波动较小，价格偏移也小
    #     "delta_threshold": 300,
    #     "imbalance_ratio": 3,
    #     "accumulation_threshold": 3,
    #     "period": "1min",
    #     "min_volume": 10,       # 黄金成交量较大，可适当调高
    #     "merge_price": 2,
    #     "mini_price": 0.5,    # 黄金最小变动价位
    # },
}

# ============ SimNow模拟账户配置 ============
SIMNOW_CONFIG = {
    "investor_id": "223828",
    "password": os.getenv("SIMNOW_PASSWORD", "Zj1234!@#%"),
    "server_name": "TEST",  # 交易服务器(电信1、电信2、移动、TEST、N视界、TEST环境)
}

# ============ 实盘账户配置（注释备用） ============
# LIVE_ACCOUNT_CONFIG = {
#     "broker_id": "",
#     "td_server": "121.37.80.177:20002",
#     "md_server": "121.37.80.177:20004",
#     "investor_id": "1114",
#     "password": os.getenv("LIVE_PASSWORD", ""),
#     "app_id": "",
#     "auth_code": "",
# }

# ============ 系统常量 ============
SYSTEM_CONFIG = {
    "queue_timeout": 5,
    "queue_max_size": 10,
    "queue_share_size": 200,
    "queue_warning_size": 5,   # 超过此数量才警告
    "json_save_interval": 10,
    "json_records_limit": 20,
    "stops_load_interval": 60,
    "data_dir": "traderdata",
    # === 回测/录制配置 ===
    "mode": "backtest",                          # "live" | "backtest"
    "backtest_mode": "ofdata",               # "ofdata" | "tick"
    "backtest_results_dir": "backtest_results",
    "initial_equity": 1000000.0,
    "contract_multiplier": {
        "im2606": 300, 
        "jm2609": 60,                        # 焦煤：吨/手
        "au2608": 1000,                       # 黄金：克/手
    },
    "record_tick": True,                    # 是否录制 tick 数据
    "tick_record_interval": 1,               # 录制间隔（每N个tick录一个）
}

# ============ 夜盘收盘时间字典 ============
# key: 品种代码(去掉数字), value: 夜盘收盘时间
NIGHT_CLEARING_TIME = {
    "sc": (2, 30),   # SC 原油
    "bc": (1, 0),    # BC 碳酸锂
    "lu": (23, 0),   # LU 低硫燃料油
    "nr": (23, 0),   # NR 天然橡胶
    "au": (2, 30),   # AU 黄金
    "ag": (2, 30),   # AG 白银
    "ss": (1, 0),    # SS 不锈钢
    "sn": (1, 0),    # SN 锡
    "ni": (1, 0),    # NI 镍
    "pb": (1, 0),    # PB 铅
    "zn": (1, 0),    # ZN 锌
    "al": (1, 0),    # AL 铝
    "cu": (1, 0),    # CU 铜
    "ru": (23, 0),   # RU 橡胶
    "rb": (23, 0),   # RB 螺纹钢
    "hc": (23, 0),   # HC 热卷
    "fu": (23, 0),   # FU 燃料油
    "bu": (23, 0),   # BU 沥青
    "sp": (23, 0),   # SP 纸浆
    "PF": (23, 0),   # PF 短纤维
    "SR": (23, 0),   # SR 白糖
    "CF": (23, 0),   # CF 棉花
    "CY": (23, 0),   # CY 棉纱
    "RM": (23, 0),   # RM 菜籽粕
    "MA": (23, 0),   # MA 甲醇
    "TA": (23, 0),   # TA PTA
    "ZC": (23, 0),   # ZC 动力煤
    "FG": (23, 0),   # FG 玻璃
    "OI": (23, 0),   # OI 菜籽油
    "SA": (23, 0),   # SA 纯碱
    "p": (23, 0),    # P 棕榈油
    "j": (23, 0),    # J 焦炭
    "jm": (23, 0),   # JM 焦煤
    "i": (23, 0),    # I 铁矿石
    "l": (23, 0),    # L 塑料
    "v": (23, 0),    # V PVC
    "pp": (23, 0),   # PP 聚丙烯
    "eg": (23, 0),   # EG 乙二醇
    "c": (23, 0),    # C 玉米
    "cs": (23, 0),   # CS 玉米淀粉
    "y": (23, 0),    # Y 豆油
    "m": (23, 0),    # M 豆粕
    "a": (23, 0),    # A 大豆
    "b": (23, 0),    # B 豆二
    "rr": (23, 0),   # RR 粳米
    "eb": (23, 0),   # EB 苯乙烯
    "pg": (23, 0),   # PG 液化石油气
}