KissMe/KissMeIndex/Sources/KissIndex+0002.swift

//
//  KissIndex+0002.swift
//  KissMeIndex
//
//  Created by ened-book-m1 on 2023/06/20.
//

import Foundation
import KissMe


private struct KMI_0002_Config: Codable {
    
    enum Strategy: String, Codable {
        case balanceRatioIncreased = "BALANCE_RATIO_INCREASED"
        case shorts3DayIncreased = "3DAY_INCREASED"
    }
    
    let strategy: Strategy
    
    static let `default`: Strategy = .balanceRatioIncreased
}


extension KissIndex {
    
    func indexSet_0002(date: Date, config: String?, kmi: KissIndexType) {
        if productsCount == 0 {
            loadShop(url: KissIndex.shopProductsUrl)
        }
        let strategy = loadConfig(config)
        
        let semaphore = DispatchSemaphore(value: 0)
        Task {
            do {
                switch strategy {
                case .balanceRatioIncreased:
                    try await balanceRatioIncreased(date: date, kmi: kmi)
                case .shorts3DayIncreased:
                    try await shorts3DayIncreased(date: date, kmi: kmi)
                }
            } catch {
                writeError(error, kmi: kmi)
            }
            
            semaphore.signal()
        }
        semaphore.wait()
    }
    
    
    private func loadConfig(_ config: String?) -> KMI_0002_Config.Strategy {
        var strategy = KMI_0002_Config.default
        if let config = config {
            do {
                let configUrl = URL.currentDirectory().appending(path: config)
                let data = try Data(contentsOf: configUrl, options: .uncached)
                let configData = try JSONDecoder().decode(KMI_0002_Config.self, from: data)
                strategy = configData.strategy
            } catch {
            }
        }
        return strategy
    }
    
    
    /// 3일전보다 공매도 잔고 비중이 일정량(0.01%) 상승한 종목을 추려낸다.
    ///
    private func balanceRatioIncreased(date: Date, kmi: KissIndexType) async throws {
        let increasedRatioLock = NSLock()
        var increasedRatio = [String: Double]()
        
        let _ = try await collectShorts(date: date, recentCount: 3) { productNo, shorts in
            if shorts.count >= 3, let endShort = shorts.first, let startShort = shorts.last {
                if let endRatio = Double(endShort.shortSellingBalanceRatio),
                   let startRatio = Double(startShort.shortSellingBalanceRatio) {
                    let increaseRatio = endRatio - startRatio
                    if abs(increaseRatio) > 0.01 {
                        
                        increasedRatioLock.lock()
                        if let _ = increasedRatio[productNo] {
                            increasedRatio[productNo]! += increaseRatio
                        }
                        else {
                            increasedRatio[productNo] = increaseRatio
                        }
                        increasedRatioLock.unlock()
                        return true
                    }
                }
            }
            return false
        }
        
        var scoreMap = [String: Double]()
        for (productNo, ratio) in increasedRatio {
            let score = -ratio
            
            if let _ = scoreMap[productNo] {
                scoreMap[productNo]! += score
            }
            else {
                scoreMap[productNo] = score
            }
        }
        
        normalizeAndWrite(scoreMap: scoreMap, includeName: true, kmi: kmi)
    }
    
    
    /// 3일동안 누적 공매도 체결 수량이 상장주식수의 일정 비율(0.01%) 이상 증가한 종목을 추려낸다.
    ///
    private func shorts3DayIncreased(date: Date, kmi: KissIndexType) async throws {
        let sumRatioLock = NSLock()
        var sumRatio = [String: Double]()
        
        let prices = try await collectPrices(date: date, recentCount: 3) { prices in
            if prices.count >= 3 {
                var curDay: String? = nil
                var aPriceEachDay = [CapturePrice]()
                for price in prices {
                    if curDay != price.stockBusinessDate {
                        aPriceEachDay.append(price)
                        curDay = price.stockBusinessDate
                    }
                }

                /// lastShortSellingConclusionQuantity 값에 음수는 없음.
                let sumConclusionQuantity = aPriceEachDay.reduce(0, { $0 + (Int($1.lastShortSellingConclusionQuantity) ?? 0) })
                
                let ratio = Double(sumConclusionQuantity * 100) / Double(prices[0].listedStockCount)!
                //print("ratio: \(ratio), sumConclusionQuantity: \(sumConclusionQuantity)")
                guard ratio > 0.01 else {
                    return false
                }

                let productNo = prices[0].shortProductCode
                
                sumRatioLock.lock()
                if let _ = sumRatio[productNo] {
                    sumRatio[productNo]! += ratio
                }
                else {
                    sumRatio[productNo] = ratio
                }
                sumRatioLock.unlock()
                return true
            }
            return false
        }
        
        var scoreMap = [String: Double]()
        for price in prices {
            let productNo = price.shortProductCode
            let score = -(sumRatio[productNo] ?? 0)
            
            if let _ = scoreMap[productNo] {
                scoreMap[productNo]! += score
            }
            else {
                scoreMap[productNo] = score
            }
        }
        
        normalizeAndWrite(scoreMap: scoreMap, includeName: true, kmi: kmi)
    }
}