from typing import List

import baostock as bs
import numpy as np
import pandas as pd
import pytz
import yfinance as yf

"""Reference: https://github.com/AI4Finance-LLC/FinRL"""

try:
    import exchange_calendars as tc
except:
    print(
        "Cannot import exchange_calendars.",
        "If you are using python>=3.7, please install it.",
    )
    import trading_calendars as tc

    print("Use trading_calendars instead for yahoofinance processor..")
# from basic_processor import _Base
from meta.data_processors._base import _Base
from meta.data_processors._base import calc_time_zone

from meta.config import (
    TIME_ZONE_SHANGHAI,
    TIME_ZONE_USEASTERN,
    TIME_ZONE_PARIS,
    TIME_ZONE_BERLIN,
    TIME_ZONE_JAKARTA,
    TIME_ZONE_SELFDEFINED,
    USE_TIME_ZONE_SELFDEFINED,
    BINANCE_BASE_URL,
)


class Baostock(_Base):
    def __init__(
        self,
        data_source: str,
        start_date: str,
        end_date: str,
        time_interval: str,
        **kwargs,
    ):
        super().__init__(data_source, start_date, end_date, time_interval, **kwargs)

    # 日k线、周k线、月k线，以及5分钟、15分钟、30分钟和60分钟k线数据
    # ["5m", "15m", "30m", "60m", "1d", "1w", "1M"]
    def download_data(
        self, ticker_list: List[str], save_path: str = "./data/dataset.csv"
    ):
        lg = bs.login()
        print("baostock login respond error_code:" + lg.error_code)
        print("baostock login respond  error_msg:" + lg.error_msg)

        self.time_zone = calc_time_zone(
            ticker_list, TIME_ZONE_SELFDEFINED, USE_TIME_ZONE_SELFDEFINED
        )
        self.dataframe = pd.DataFrame()
        for ticker in ticker_list:
            nonstandrad_ticker = self.transfer_standard_ticker_to_nonstandard(ticker)
            # All supported: "date,code,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,isST"
            rs = bs.query_history_k_data_plus(
                nonstandrad_ticker,
                "date,code,open,high,low,close,volume",
                start_date=self.start_date,
                end_date=self.end_date,
                frequency=self.time_interval,
                adjustflag="3",
            )

            print("baostock download_data respond error_code:" + rs.error_code)
            print("baostock download_data respond  error_msg:" + rs.error_msg)

            data_list = []
            while (rs.error_code == "0") & rs.next():
                data_list.append(rs.get_row_data())
            df = pd.DataFrame(data_list, columns=rs.fields)
            df.loc[:, "code"] = [ticker] * df.shape[0]
            self.dataframe = pd.concat([self.dataframe, df])
        self.dataframe = self.dataframe.sort_values(by=["date", "code"]).reset_index(
            drop=True
        )
        bs.logout()

        self.dataframe.open = self.dataframe.open.astype(float)
        self.dataframe.high = self.dataframe.high.astype(float)
        self.dataframe.low = self.dataframe.low.astype(float)
        self.dataframe.close = self.dataframe.close.astype(float)
        self.save_data(save_path)

        print(
            f"Download complete! Dataset saved to {save_path}. \nShape of DataFrame: {self.dataframe.shape}"
        )

    def get_trading_days(self, start, end):
        lg = bs.login()
        print("baostock login respond error_code:" + lg.error_code)
        print("baostock login respond  error_msg:" + lg.error_msg)
        result = bs.query_trade_dates(start_date=start, end_date=end)
        bs.logout()
        return result

    # "600000.XSHG" -> "sh.600000"
    # "000612.XSHE" -> "sz.000612"
    def transfer_standard_ticker_to_nonstandard(self, ticker: str) -> str:
        n, alpha = ticker.split(".")
        assert alpha in ["XSHG", "XSHE"], "Wrong alpha"
        if alpha == "XSHG":
            nonstandard_ticker = "sh." + n
        elif alpha == "XSHE":
            nonstandard_ticker = "sz." + n
        return nonstandard_ticker
