"""预测模拟API — 管理会计OS"""
import logging
from fastapi import APIRouter, HTTPException
from app.utils.predict_engine import (
    cvp_analysis, npv, irr,
    sensitivity_analysis, scenario_analysis,
)

logger = logging.getLogger("cma.predict")
router = APIRouter(prefix="/api/cma/predict", tags=["预测模拟"])


@router.post("/cvp")
def api_cvp_analysis(data: dict):
    """CVP本量利分析"""
    try:
        result = cvp_analysis(
            unit_price=float(data.get("unit_price", 0)),
            unit_variable_cost=float(data.get("unit_variable_cost", 0)),
            fixed_cost=float(data.get("fixed_cost", 0)),
            target_profit=float(data["target_profit"]) if data.get("target_profit") else None,
            actual_volume=float(data["actual_volume"]) if data.get("actual_volume") else None,
        )
        return result
    except Exception as e:
        raise HTTPException(400, f"CVP计算失败: {str(e)}")


@router.post("/investment")
def api_investment_analysis(data: dict):
    """投资决策分析（NPV/IRR/回收期）"""
    try:
        initial = float(data.get("initial_investment", 0))
        rate = float(data.get("discount_rate", 10))
        cash_flows = [float(cf) for cf in data.get("cash_flows", [])]

        if not cash_flows:
            raise HTTPException(400, "现金流列表不能为空")

        npv_result = npv(initial, cash_flows, rate)
        irr_result = irr(initial, cash_flows)

        return {
            "npv_analysis": npv_result,
            "irr_analysis": irr_result,
        }
    except HTTPException:
        raise
    except Exception as e:
        raise HTTPException(400, f"投资决策计算失败: {str(e)}")


@router.post("/sensitivity")
def api_sensitivity_analysis(data: dict):
    """敏感性分析"""
    try:
        result = sensitivity_analysis(
            base_revenue=float(data.get("base_revenue", 0)),
            base_cost=float(data.get("base_cost", 0)),
            base_profit=float(data["base_profit"]) if data.get("base_profit") else None,
            step=int(data.get("step", 5)),
            max_step=int(data.get("max_step", 20)),
        )
        return result
    except Exception as e:
        raise HTTPException(400, f"敏感性分析失败: {str(e)}")


@router.post("/scenario")
def api_scenario_analysis(data: dict):
    """情景模拟"""
    try:
        optimistic = data.get("optimistic", {})
        pessimistic = data.get("pessimistic", {})
        base = data.get("base", {})

        if not all([optimistic, pessimistic, base]):
            raise HTTPException(400, "需要提供乐观/中性/悲观三个情景的参数")

        result = scenario_analysis(
            optimistic={
                "revenue": float(optimistic.get("revenue", 0)),
                "cost": float(optimistic.get("cost", 0)),
            },
            pessimistic={
                "revenue": float(pessimistic.get("revenue", 0)),
                "cost": float(pessimistic.get("cost", 0)),
            },
            base={
                "revenue": float(base.get("revenue", 0)),
                "cost": float(base.get("cost", 0)),
            },
        )
        return result
    except HTTPException:
        raise
    except Exception as e:
        raise HTTPException(400, f"情景模拟失败: {str(e)}")


@router.post("/cvp-detailed")
def api_cvp_detailed(data: dict):
    """CVP本量利详细分析 — 含改善方案推演和保本图数据 (CMA P2)"""
    try:
        fixed_cost = float(data.get("fixed_cost", 617))
        variable_cost_rate = float(data.get("variable_cost_rate", 0.4862))
        unit_price = float(data.get("unit_price", 228))
        current_volume = float(data.get("current_volume", 5300))

        contribution_margin_rate = 1 - variable_cost_rate
        breakeven_revenue = round(fixed_cost / contribution_margin_rate, 2)
        breakeven_units = round(breakeven_revenue * 10000 / unit_price, 0)

        current_revenue = round(current_volume * unit_price / 10000, 2)
        current_profit = round(current_revenue * (1 - variable_cost_rate) - fixed_cost, 2)
        safety_margin = round((current_revenue - breakeven_revenue) / current_revenue * 100, 2) if current_revenue > 0 else 0

        scenarios = [
            {"name": "降固定费用至300万", "fixed_cost": 300, "variable_cost_rate": variable_cost_rate,
             "breakeven_revenue": round(300 / contribution_margin_rate, 2),
             "breakeven_units": round(300 / contribution_margin_rate * 10000 / unit_price, 0)},
            {"name": "降变动成本率至30%", "fixed_cost": fixed_cost, "variable_cost_rate": 0.3,
             "breakeven_revenue": round(fixed_cost / 0.7, 2),
             "breakeven_units": round(fixed_cost / 0.7 * 10000 / unit_price, 0)},
            {"name": "两者同时改善", "fixed_cost": 300, "variable_cost_rate": 0.3,
             "breakeven_revenue": round(300 / 0.7, 2),
             "breakeven_units": round(300 / 0.7 * 10000 / unit_price, 0)},
        ]

        # 保本图数据点
        chart_data = []
        max_volume = int(max(breakeven_units * 2, current_volume * 3))
        step = max(1, int(max_volume / 20))
        for vol in range(0, int(max_volume) + step, step):
            rev = round(vol * unit_price / 10000, 2)
            tc = round(fixed_cost + rev * variable_cost_rate, 2)
            chart_data.append({"volume": vol, "revenue": rev, "total_cost": tc, "profit": round(rev - tc, 2)})

        return {
            "fixed_cost": fixed_cost,
            "variable_cost_rate": round(variable_cost_rate * 100, 2),
            "unit_price": unit_price,
            "contribution_margin_rate": round(contribution_margin_rate * 100, 2),
            "breakeven_revenue": breakeven_revenue,
            "breakeven_units": int(breakeven_units),
            "current_revenue": current_revenue,
            "current_profit": current_profit,
            "current_volume": int(current_volume),
            "safety_margin": safety_margin,
            "scenarios": scenarios,
            "chart_data": chart_data,
        }
    except Exception as e:
        raise HTTPException(400, f"CVP详细分析失败: {str(e)}")


# ── 实物期权计算器 ─────────────────────────────────────────────
import math

def _norm_cdf(x: float) -> float:
    """标准正态分布CDF — Abramowitz & Stegun 近似 (max error ≈ 1.5×10⁻⁷)"""
    a1, a2, a3, a4, a5 = 0.254829592, -0.284496736, 1.421413741, -1.453152027, 1.061405429
    p = 0.3275911
    sign = 1.0
    if x < 0:
        sign = -1.0
    x_abs = abs(x) / math.sqrt(2.0)
    t = 1.0 / (1.0 + p * x_abs)
    y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * math.exp(-x_abs * x_abs)
    return 0.5 * (1.0 + sign * y)

def _black_scholes_call(S0: float, X: float, t: float, r: float, sigma: float) -> dict:
    """BSM看涨期权定价（扩张期权/延迟期权）"""
    sqrt_t = math.sqrt(t)
    d1 = (math.log(S0 / X) + (r + 0.5 * sigma ** 2) * t) / (sigma * sqrt_t)
    d2 = d1 - sigma * sqrt_t
    nd1 = _norm_cdf(d1)
    nd2 = _norm_cdf(d2)
    call_value = max(S0 * nd1 - X * math.exp(-r * t) * nd2, 0.0)
    return {"value": round(call_value, 4), "d1": round(d1, 4), "d2": round(d2, 4), "Nd1": round(nd1, 4), "Nd2": round(nd2, 4)}

def _black_scholes_put(S0: float, X: float, t: float, r: float, sigma: float) -> dict:
    """BSM看跌期权定价（放弃期权/收缩期权）"""
    sqrt_t = math.sqrt(t)
    d1 = (math.log(S0 / X) + (r + 0.5 * sigma ** 2) * t) / (sigma * sqrt_t)
    d2 = d1 - sigma * sqrt_t
    nd1 = _norm_cdf(-d1)
    nd2 = _norm_cdf(-d2)
    put_value = max(X * math.exp(-r * t) * nd2 - S0 * nd1, 0.0)
    return {"value": round(put_value, 4), "d1": round(d1, 4), "d2": round(d2, 4), "N(-d1)": round(nd1, 4), "N(-d2)": round(nd2, 4)}

def _binomial_tree_call(S0: float, X: float, t: float, r: float, sigma: float, n: int = 100) -> float:
    """二叉树欧式看涨期权定价（延迟期权）"""
    dt = t / n
    u = math.exp(sigma * math.sqrt(dt))
    d = 1.0 / u
    p = (math.exp(r * dt) - d) / (u - d)
    discount = math.exp(-r * dt)
    prices = [S0 * (u ** (n - j)) * (d ** j) for j in range(n + 1)]
    values = [max(p - X, 0.0) for p in prices]
    for i in range(n - 1, -1, -1):
        for j in range(i + 1):
            values[j] = discount * (p * values[j] + (1 - p) * values[j + 1])
    return max(values[0], 0.0)

def _binomial_tree_american_put(S0: float, X: float, t: float, r: float, sigma: float, n: int = 100) -> float:
    """二叉树美式看跌期权定价（可随时放弃的放弃期权）"""
    dt = t / n
    u = math.exp(sigma * math.sqrt(dt))
    d = 1.0 / u
    p = (math.exp(r * dt) - d) / (u - d)
    discount = math.exp(-r * dt)
    prices = [S0 * (u ** (n - j)) * (d ** j) for j in range(n + 1)]
    values = [max(X - p, 0.0) for p in prices]
    for i in range(n - 1, -1, -1):
        for j in range(i + 1):
            hold = discount * (p * values[j] + (1 - p) * values[j + 1])
            exercise = X - (S0 * (u ** (i - j)) * (d ** j))
            values[j] = max(hold, exercise)
    return max(values[0], 0.0)

@router.post("/real-option")
def api_real_option(data: dict):
    """实物期权计算器"""
    try:
        opt_type = data.get("opt_type", "expansion")  # expansion|abandon|delay|shrink
        model = data.get("model", "bs")               # bs|binomial
        S0 = float(data.get("S0", 100.0))
        X = float(data.get("X", 80.0))
        t = float(data.get("t", 3.0))
        r = float(data.get("r", 0.0174))
        sigma = float(data.get("sigma", 0.30))
        expansion_factor = float(data.get("expansion_factor", 1.5))
        salvage_value = float(data.get("salvage_value", S0 * 0.3))
        n_steps = int(data.get("n_steps", 100))

        # 输入校验
        if S0 <= 0 or X <= 0 or t <= 0 or sigma <= 0:
            raise HTTPException(400, "参数必须为正数")
        if sigma > 2.0:
            raise HTTPException(400, "波动率σ不能超过200%")

        result = {"option_type": opt_type, "model": model, "S0": S0, "X": X, "t": t, "r": r, "sigma": sigma}

        # 计算期权价值
        if opt_type in ("expansion", "delay") and model == "bs":
            bs = _black_scholes_call(S0, X, t, r, sigma)
            result["option_value"] = bs["value"]
            result["intermediate"] = {k: v for k, v in bs.items() if k != "value"}
        elif opt_type == "expansion" and model == "binomial":
            adj_X = X / expansion_factor
            bt_val = _binomial_tree_call(S0, adj_X, t, r, sigma, n_steps)
            option_value = max(bt_val * expansion_factor, 0.0)
            result["option_value"] = round(option_value, 4)
            result["intermediate"] = {"expansion_factor": expansion_factor, "adjusted_X": round(adj_X, 4), "tree_value": round(bt_val, 4)}
        elif opt_type == "delay" and model == "binomial":
            option_value = _binomial_tree_call(S0, X, t, r, sigma, n_steps)
            result["option_value"] = round(option_value, 4)
            # Also compute BS for reference
            bs = _black_scholes_call(S0, X, t, r, sigma)
            result["intermediate"] = {"n_steps": n_steps, "bs_reference": round(bs["value"], 4)}
        elif opt_type in ("abandon", "shrink") and model == "bs":
            effective_X = salvage_value if opt_type == "abandon" else X
            bs = _black_scholes_put(S0, effective_X, t, r, sigma)
            result["option_value"] = bs["value"]
            result["intermediate"] = {k: v for k, v in bs.items() if k != "value"}
            if opt_type == "abandon":
                result["intermediate"]["salvage_value"] = effective_X
        elif opt_type == "abandon" and model == "binomial":
            bt_val = _binomial_tree_american_put(S0, salvage_value, t, r, sigma, n_steps)
            result["option_value"] = round(bt_val, 4)
            result["intermediate"] = {"n_steps": n_steps, "salvage_value": salvage_value}
        else:
            raise HTTPException(400, f"不支持的组合: {opt_type} + {model}")

        # 决策建议
        val = result["option_value"]
        if val > 0:
            result["suggestion"] = "期权价值 > 0，管理弹性有价值，建议保留决策弹性，在有利时机行权"
            result["suggestion_type"] = "positive"
        else:
            result["suggestion"] = "期权价值 ≈ 0，弹性无明显价值，建议按传统NPV决策，无需等待"
            result["suggestion_type"] = "neutral"

        # 扩展NPV（假设传统NPV = S0 - X）
        npv_without = S0 - X
        expanded_npv = npv_without + val
        result["npv_without_flexibility"] = round(npv_without, 4)
        result["expanded_npv"] = round(expanded_npv, 4)

        if expanded_npv > 0:
            result["decision"] = "✅ 扩展NPV > 0，含弹性后项目整体值得投资"
        else:
            result["decision"] = "❌ 扩展NPV ≤ 0，含弹性后项目仍不值得投资"

        # 敏感性分析数据（σ从10%~90%变化）
        sensitivity = []
        for s_pct in range(5, 96, 5):
            s = s_pct / 100.0
            if opt_type in ("expansion", "delay"):
                if model == "bs":
                    v = _black_scholes_call(S0, X, t, r, s)["value"]
                else:
                    bt = _binomial_tree_call(S0, X, t, r, s, n_steps)
                    v = bt * expansion_factor if opt_type == "expansion" else bt
            else:
                eff_X = salvage_value if opt_type == "abandon" else X
                if model == "bs":
                    v = _black_scholes_put(S0, eff_X, t, r, s)["value"]
                else:
                    v = _binomial_tree_american_put(S0, eff_X, t, r, s, n_steps)
            sensitivity.append({"sigma": s_pct, "option_value": round(v, 4)})
        result["sensitivity"] = sensitivity

        # 警告提示
        warnings = []
        if t * sigma * sigma * 0.5 > r:
            warnings.append("高波动+长时间，延迟价值显著")
        if S0 < X:
            warnings.append("价外期权，期权价值较低")
        if S0 > X * 1.5:
            warnings.append("深度价内，几乎确定行权")
        if sigma < 0.10:
            warnings.append("波动率过低，期权价值趋近于0")
        if t > 10:
            warnings.append("长期期权，贴现因子影响大")
        result["warnings"] = warnings

        return result
    except HTTPException:
        raise
    except Exception as e:
        raise HTTPException(400, f"实物期权计算失败: {str(e)}")