"""v3 研究对比图：v2.1 vs F5 动态线 vs 组合候选（2013-2025，现金 0 口径）。

用法：python make_chart_v3.py
"""
import sys
from pathlib import Path

import matplotlib
matplotlib.use("Agg")
import matplotlib.pyplot as plt   # noqa: E402

import engine as E                # noqa: E402
from overlays import build_overlays   # noqa: E402

matplotlib.rcParams["font.sans-serif"] = ["Microsoft YaHei", "SimHei", "DejaVu Sans"]
matplotlib.rcParams["axes.unicode_minus"] = False

HERE = Path(__file__).resolve().parent
OV = build_overlays()
CONFIGS = [("v2.1（12%，现行）", 12.0, None, "#c8912a"),
           ("F5 动态盈亏平衡线", 12.0, {"cb_line": OV["breakeven"]}, "#4569a0"),
           ("组合候选（8%+动量地板+闪断+动态线）", 8.0,
            {"cap_half": OV["mom12_1_cap"], "breaker": True, "cb_line": OV["breakeven"]}, "#7a4ea3")]

fig, ax = plt.subplots(figsize=(11.5, 6), dpi=150)
dates = None
out_rows = []
for label, vol, ov, color in CONFIGS:
    _, _, data = E.run("2013-01-01", "2025-12-31", target_vol_ann=vol, overlay=ov, tag=None)
    curve = data["curve"]
    dates = [c["date"] for c in curve]
    V = [c["V"] for c in curve]
    B = [c["bh_V"] for c in curve]
    out_rows.append((label, dates, V))
    ax.plot(dates, V, lw=1.5, color=color, label=label)
ax.plot(dates, B, lw=1.0, color="#b8b8b8", label="买入持有")
ax.set_yscale("log")
tick_idx = [i for i, d in enumerate(dates) if d[5:7] == "01" and (i == 0 or dates[i - 1][5:7] != "01")]
step = max(1, len(tick_idx) // 8)
ax.set_xticks([dates[i] for i in tick_idx[::step]])
ax.set_xticklabels([dates[i][:4] for i in tick_idx[::step]], fontsize=9)
ax.set_ylabel("净值（V0 = 10,000，对数轴）", fontsize=10)
ax.set_title("v3 研究：候选配置 vs v2.1（2013–2025，成本后，现金 0% 口径）", fontsize=12)
ax.grid(alpha=0.25, which="both")
ax.legend(loc="upper left", fontsize=9)
fig.tight_layout()
out = HERE / "results" / "v3"
out.mkdir(parents=True, exist_ok=True)
fig.savefig(out / "v3_equity.png")

with open(out / "curves.csv", "w", encoding="utf-8") as f:
    f.write("date," + ",".join(l[0] for l in out_rows) + ",bh\n")
    for i, d in enumerate(dates):
        f.write(d + "," + ",".join(f"{r[2][i]:.4f}" for r in out_rows) + f",{B[i]:.4f}\n")
print(f"已写 {out / 'v3_equity.png'} 与 curves.csv")