import pandas as pd
from datetime import datetime, timedelta, date
import numpy as np
import asyncio
import threading
import time
import yfinance as yf

# 索引变量初始化
# 以下变量在外部模块中定义并在运行时更新
index_us_stock_index_INX = None
index_us_stock_index_DJI = None
index_us_stock_index_IXIC = None
index_us_stock_index_NDX = None

def init_stock_index_data():
    """初始化股票指数数据，使用 yfinance"""
    global index_us_stock_index_INX, index_us_stock_index_DJI, index_us_stock_index_IXIC, index_us_stock_index_NDX
    
    try:
        # 计算日期范围
        end_date = datetime.now()
        start_date = end_date - timedelta(weeks=8)
        
        # 定义指数映射
        indices = {
            '^GSPC': 'INX',  # S&P 500
            '^DJI': 'DJI',   # Dow Jones
            '^IXIC': 'IXIC', # NASDAQ Composite
            '^NDX': 'NDX'    # NASDAQ 100
        }
        
        results = {}
        
        for yf_symbol, var_name in indices.items():
            try:
                print(f"Fetching {var_name} data using yfinance...")
                ticker = yf.Ticker(yf_symbol)
                hist_data = ticker.history(start=start_date, end=end_date)
                
                if not hist_data.empty:
                    # 转换为与原来相同的格式
                    formatted_data = pd.DataFrame({
                        'date': hist_data.index.strftime('%Y-%m-%d'),
                        '开盘': hist_data['Open'].values,
                        '收盘': hist_data['Close'].values,
                        '最高': hist_data['High'].values,
                        '最低': hist_data['Low'].values,
                        '成交量': hist_data['Volume'].values,
                        '成交额': (hist_data['Close'] * hist_data['Volume']).values
                    })
                    results[var_name] = formatted_data
                    print(f"Successfully fetched {var_name}: {len(formatted_data)} records")
                else:
                    print(f"No data for {yf_symbol}")
                    results[var_name] = pd.DataFrame()
                    
            except Exception as e:
                print(f"Error fetching {yf_symbol}: {e}")
                results[var_name] = pd.DataFrame()
        
        # 设置全局变量
        index_us_stock_index_INX = results.get('INX', pd.DataFrame())
        index_us_stock_index_DJI = results.get('DJI', pd.DataFrame())
        index_us_stock_index_IXIC = results.get('IXIC', pd.DataFrame())
        index_us_stock_index_NDX = results.get('NDX', pd.DataFrame())
        
        print("Stock indices initialized successfully using yfinance")
        
    except Exception as e:
        print(f"Error initializing stock indices: {e}")
        # 设置空的DataFrame作为fallback
        index_us_stock_index_INX = pd.DataFrame()
        index_us_stock_index_DJI = pd.DataFrame()
        index_us_stock_index_IXIC = pd.DataFrame()
        index_us_stock_index_NDX = pd.DataFrame()

def delayed_init_indices():
    """延迟初始化指数数据"""
    time.sleep(5)  # 等待5秒后开始初始化
    init_stock_index_data()

# 启动延迟初始化
init_thread = threading.Thread(target=delayed_init_indices, daemon=True)
init_thread.start()

# 下面是原有的其他函数，保持不变...

# 新的文本时间处理函数
def parse_time(time_str):
    """解析时间字符串并返回规范化的日期格式"""
    if not time_str:
        return None
    
    today = date.today()
    
    # 处理相对时间表达
    if '昨天' in time_str or '昨日' in time_str:
        return (today - timedelta(days=1)).strftime('%Y-%m-%d')
    elif '今天' in time_str or '今日' in time_str:
        return today.strftime('%Y-%m-%d')
    elif '前天' in time_str:
        return (today - timedelta(days=2)).strftime('%Y-%m-%d')
    elif '上周' in time_str:
        return (today - timedelta(weeks=1)).strftime('%Y-%m-%d')
    elif '上月' in time_str:
        return (today - timedelta(days=30)).strftime('%Y-%m-%d')
    
    # 处理具体日期格式
    try:
        # 尝试多种日期格式
        formats = ['%Y-%m-%d', '%Y/%m/%d', '%m/%d/%Y', '%m-%d-%Y', '%d/%m/%Y', '%d-%m-%Y']
        for fmt in formats:
            try:
                parsed_date = datetime.strptime(time_str, fmt).date()
                return parsed_date.strftime('%Y-%m-%d')
            except ValueError:
                continue
    except:
        pass
    
    # 如果无法解析，返回今天的日期
    return today.strftime('%Y-%m-%d')

# 原有的其他函数...
def preprocess_news_text(text):
    """预处理新闻文本"""
    # 移除多余的空白字符
    text = ' '.join(text.split())
    # 转换为小写
    text = text.lower()
    return text

def extract_sentiment_score(text):
    """提取情感分数的占位符函数"""
    # 这里可以集成实际的情感分析模型
    # 目前返回一个基于文本长度的简单分数
    if not text:
        return 0.0
    
    positive_words = ['good', 'great', 'excellent', 'positive', 'growth', 'profit', 'gain', 'rise', 'up']
    negative_words = ['bad', 'poor', 'negative', 'loss', 'decline', 'fall', 'down', 'crash']
    
    text_lower = text.lower()
    positive_count = sum(1 for word in positive_words if word in text_lower)
    negative_count = sum(1 for word in negative_words if word in text_lower)
    
    if positive_count > negative_count:
        return min(1.0, positive_count * 0.2)
    elif negative_count > positive_count:
        return max(-1.0, -negative_count * 0.2)
    else:
        return 0.0

def calculate_technical_indicators(price_data):
    """计算技术指标"""
    if price_data.empty:
        return {}
    
    close_prices = price_data['close']
    
    # 简单移动平均线
    sma_5 = close_prices.rolling(window=5).mean().iloc[-1] if len(close_prices) >= 5 else close_prices.iloc[-1]
    sma_10 = close_prices.rolling(window=10).mean().iloc[-1] if len(close_prices) >= 10 else close_prices.iloc[-1]
    
    # RSI (相对强弱指数)
    def calculate_rsi(prices, window=14):
        if len(prices) < window:
            return 50.0  # 默认值
        
        delta = prices.diff()
        gain = delta.where(delta > 0, 0)
        loss = -delta.where(delta < 0, 0)
        
        avg_gain = gain.rolling(window=window).mean()
        avg_loss = loss.rolling(window=window).mean()
        
        rs = avg_gain / avg_loss
        rsi = 100 - (100 / (1 + rs))
        return rsi.iloc[-1]
    
    rsi = calculate_rsi(close_prices)
    
    # 价格变化百分比
    price_change = ((close_prices.iloc[-1] - close_prices.iloc[0]) / close_prices.iloc[0] * 100) if len(close_prices) > 1 else 0
    
    return {
        'sma_5': sma_5,
        'sma_10': sma_10,
        'rsi': rsi,
        'price_change_pct': price_change
    }

def normalize_features(features_dict):
    """标准化特征值"""
    normalized = {}
    
    for key, value in features_dict.items():
        if isinstance(value, (int, float)) and not pd.isna(value):
            # 简单的min-max标准化到[-1, 1]范围
            if key == 'rsi':
                normalized[key] = (value - 50) / 50  # RSI标准化
            elif key.endswith('_pct'):
                normalized[key] = np.tanh(value / 100)  # 百分比变化标准化
            else:
                normalized[key] = np.tanh(value / 1000)  # 其他数值标准化
        else:
            normalized[key] = 0.0
    
    return normalized

# 主要的预处理函数
def preprocess_for_model(news_text, stock_symbol, news_date):
    """为模型预处理数据"""
    try:
        # 预处理文本
        processed_text = preprocess_news_text(news_text)
        
        # 解析日期
        parsed_date = parse_time(news_date)
        
        # 提取情感分数
        sentiment_score = extract_sentiment_score(processed_text)
        
        # 这里应该调用股票数据获取函数
        # 由于需要避免循环导入，这里只返回基本特征
        
        return {
            'processed_text': processed_text,
            'sentiment_score': sentiment_score,
            'news_date': parsed_date,
            'stock_symbol': stock_symbol
        }
        
    except Exception as e:
        print(f"Error in preprocess_for_model: {e}")
        return {
            'processed_text': news_text,
            'sentiment_score': 0.0,
            'news_date': date.today().strftime('%Y-%m-%d'),
            'stock_symbol': stock_symbol
        }

if __name__ == "__main__":
    # 测试函数
    test_text = "Apple Inc. reported strong quarterly earnings, beating expectations."
    result = preprocess_for_model(test_text, "AAPL", "2024-02-14")
    print(f"Preprocessing result: {result}")