"""
财务因子模块
包含基于股票截面的财务因子实现
"""

import numpy as np
import polars as pl
from main.factor.operator_framework import DateWiseFactor, StockWiseFactor


class CashflowToEVFactor(StockWiseFactor):
    """现金流-to-企业价值因子"""
    
    def __init__(self):
        super().__init__(
            name="cashflow_to_ev",
            parameters={},
            required_factor_ids=["n_cashflow_act", "total_liab", "money_cap", "total_mv"]
        )

    def calc_factor(self, group_df: pl.DataFrame) -> pl.Series:
        # 计算企业价值
        total_mv = group_df["total_mv"]
        total_liab = group_df["total_liab"]
        money_cap = group_df["money_cap"]
        
        # 企业价值 = 市值 + 负债合计 - 货币资金
        enterprise_value = total_mv + total_liab - money_cap
        
        # 计算现金流-to-EV比率
        n_cashflow_act = group_df["n_cashflow_act"]
        cashflow_ev_ratio = n_cashflow_act / (enterprise_value + 1e-8)  # 避免除零
        
        return cashflow_ev_ratio.alias(self.factor_id)


class BookToPriceFactor(StockWiseFactor):
    """账面价值-to-价格因子"""
    
    def __init__(self):
        super().__init__(
            name="book_to_price",
            parameters={},
            required_factor_ids=["bps", "close"]
        )

    def calc_factor(self, group_df: pl.DataFrame) -> pl.Series:
        # 计算账面价值-to-价格比率
        bps = group_df["bps"]
        close = group_df["close"]
        
        book_to_price = bps / (close + 1e-8)  # 避免除零
        
        return book_to_price.alias(self.factor_id)


class DebtToEquityFactor(StockWiseFactor):
    """资产负债率因子"""
    
    def __init__(self):
        super().__init__(
            name="debt_to_equity",
            parameters={},
            required_factor_ids=["total_liab", "equity"]
        )

    def calc_factor(self, group_df: pl.DataFrame) -> pl.Series:
        # 计算资产负债率
        total_liab = group_df["total_liab"]
        equity = group_df["equity"]
        
        debt_to_equity = total_liab / (equity + 1e-8)  # 避免除零
        
        return debt_to_equity.alias(self.factor_id)


class ProfitMarginFactor(StockWiseFactor):
    """净利润率因子"""
    
    def __init__(self):
        super().__init__(
            name="profit_margin",
            parameters={},
            required_factor_ids=["net_profit", "revenue"]
        )

    def calc_factor(self, group_df: pl.DataFrame) -> pl.Series:
        # 计算净利润率
        net_profit = group_df["net_profit"]
        revenue = group_df["revenue"]
        
        profit_margin = net_profit / (revenue + 1e-8)  # 避免除零
        
        return profit_margin.alias(self.factor_id)
    

class BMFactor(StockWiseFactor):
    """账面市值比（Book-to-Market, BM）因子"""
    
    def __init__(self):
        super().__init__(
            name="bm",
            parameters={},
            required_factor_ids=["total_hldr_eqy_exc_min_int", "total_mv"]
        )

    def calc_factor(self, group_df: pl.DataFrame) -> pl.Series:
        book_value = group_df["total_hldr_eqy_exc_min_int"]
        market_cap = group_df["total_mv"]
        
        bm = book_value / (market_cap + 1e-8)
        
        # 可选：过滤无效值（如负权益）
        # bm = pl.when((book_value > 0) & (market_cap > 0)).then(bm).otherwise(None)
        
        return bm.alias(self.factor_id)