"""C06与C08独立构造实验。只使用标准库；不冒称某个行情软件实测。"""
from pathlib import Path
from datetime import date,timedelta
from statistics import mean,pstdev,stdev
import json,math

out={}
def smoother(xs,n,alpha):
    ans=[None]*len(xs)
    if len(xs)<n:return ans
    ans[n-1]=mean(xs[:n])
    for i in range(n,len(xs)):ans[i]=(1-alpha)*ans[i-1]+alpha*xs[i]
    return ans

ohlc=[(10,11,9,10),(10,12,10,11),(11,13,10,12),(12,12.5,9.5,10),(10,11,8,9),(9,12,8.5,11),(11,14,10,13),(13,13.5,11,12),(12,12.5,9,10),(10,13,9.5,12),(12,14,11,13)]
raw=[]
for i in range(1,len(ohlc)):
    o,h,l,c=ohlc[i];po,ph,pl,pc=ohlc[i-1];up=h-ph;down=pl-l
    raw.append({'bar':i+1,'o':o,'h':h,'l':l,'c':c,'tr':max(h-l,abs(h-pc),abs(l-pc)),'pdm':max(up,0) if up>down else 0,'mdm':max(down,0) if down>up else 0})
series={}
for name,alpha in [('wilder',1/3),('ema',2/4)]:
    tr=smoother([x['tr'] for x in raw],3,alpha);p=smoother([x['pdm'] for x in raw],3,alpha);mi=smoother([x['mdm'] for x in raw],3,alpha);dx=[]
    for i in range(len(raw)):
        dx.append(None if tr[i] is None else (100*abs(p[i]-mi[i])/(p[i]+mi[i]) if p[i]+mi[i] else 0))
    valid=[x for x in dx if x is not None];adx=[None]*2+smoother(valid,3,alpha)
    series[name]=[{'bar':raw[i]['bar'],'sm_tr':tr[i],'sm_pdm':p[i],'sm_mdm':mi[i],'dx':dx[i],'adx':adx[i]} for i in range(len(raw))]
out['DJ051']={'period':3,'seed_ohlc':ohlc[0],'raw':raw,'series':series}
samples={'全涨':[10,11,12,13],'全跌':[13,12,11,10],'全平':[10,10,10,10]};rows=[]
for label,prices in samples.items():
    changes=[b-a for a,b in zip(prices,prices[1:])];g=mean(max(x,0) for x in changes);l=mean(max(-x,0) for x in changes)
    val=50 if g+l==0 else 100*g/(g+l)
    rows.append({'label':label,'closes':prices,'changes':changes,'avg_gain':g,'avg_loss':l,'defined_rsi':val,'flat_other_convention':0 if g+l==0 else None})
out['DJ052']={'n':3,'rows':rows}
prices=[10,12,11,13,14,12,15];rows=[]
for i in range(2,len(prices)):
    w=prices[i-2:i+1];av=mean(w);pop=pstdev(w);sample=stdev(w)
    rows.append({'bar':i+1,'window':w,'mean':av,'sum_squares':sum((x-av)**2 for x in w),'pop_std':pop,'sample_std':sample,'pop_lower':av-2*pop,'pop_upper':av+2*pop,'sample_lower':av-2*sample,'sample_upper':av+2*sample})
out['DJ053']={'n':3,'multiple':2,'closes':prices,'rows':rows,'sample_pop_ratio':math.sqrt(3/2)}
prices=[10,11,9,12,13,10,11];fast=slow=prices[0];signal=0;rows=[]
for i,p in enumerate(prices):
    if i:fast=fast+(p-fast)*2/3;slow=slow+(p-slow)*2/5
    dif=fast-slow
    signal=signal+(dif-signal)*2/4
    hist=dif-signal
    rows.append({'bar':i+1,'close':p,'fast_ema':fast,'slow_ema':slow,'dif':dif,'dea':signal,'hist':hist,'hist_times2':2*hist})
out['DJ054']={'fast_period':2,'slow_period':4,'signal_period':3,'closes':prices,'rows':rows}
prices=[10,10,10,11,9,10];rs=[];cases={}
for i in range(2,len(prices)):
    w=prices[i-2:i+1];hi=max(w);lo=min(w)
    rs.append(None if hi==lo else 100*(prices[i]-lo)/(hi-lo))
for label,initial in [('填零',0),('填中点',50),('沿用前值',80)]:
    k=d=50;rows=[]
    for i,r in enumerate(rs):
        v=initial if r is None else r;k=2*k/3+v/3;d=2*d/3+k/3
        rows.append({'bar':i+3,'rsv':v,'k':k,'d':d,'j':3*k-2*d})
    cases[label]=rows
out['DJ055']={'closes':prices,'period':3,'initial_k':50,'initial_d':50,'saved_previous_rsv':80,'cases':cases}
bars=[(100,102,98,101),(108,110,107,108),(108,109,105,106),(98,99,95,96),(96,98,94,97)];rows=[]
pc=100
for i,(o,h,l,c) in enumerate(bars,1):
    terms=[h-l,abs(h-pc),abs(l-pc)];rows.append({'bar':i,'o':o,'h':h,'l':l,'c':c,'prev_close':pc,'range':terms[0],'high_prev':terms[1],'low_prev':terms[2],'tr':max(terms)});pc=c
out['DJ056']={'seed_previous_close':100,'rows':rows,'atr3':smoother([x['tr'] for x in rows],3,1/3)}
calendar=[('2026-01-05',10),('2026-01-06',11),('2026-01-07',None),('2026-01-08',None),('2026-01-09',14),('2026-01-10',None),('2026-01-11',None),('2026-01-12',13)];obs=[];filled=[];rows=[];last=None
for d,p in calendar:
    if p is not None:obs.append(p);last=p
    filled.append(last)
    rows.append({'date':d,'weekday':date.fromisoformat(d).weekday(),'observed_close':p,'filled_close':last,'observation_ma3':mean(obs[-3:]) if len(obs)>=3 else None,'calendar_ma3':mean(filled[-3:]) if len(filled)>=3 else None,'label':'有观测' if p is not None else ('周末' if date.fromisoformat(d).weekday()>=5 else '停牌假设')})
out['DJ057']={'rows':rows,'n':3}
tp=[10,11,10,12,11,13];vol=[10,20,30,40,50,60];rows=[]
obv=0
for i in range(len(tp)):
    direction=0 if i==0 else (1 if tp[i]>tp[i-1] else -1 if tp[i]<tp[i-1] else 0)
    if i:obv+=direction*vol[i]
    rows.append({'bar':i+1,'typical_price':tp[i],'volume_lots':vol[i],'volume_shares':vol[i]*100,'direction':direction,'obv_lots':obv,'obv_shares':obv*100,'money_flow_lots':tp[i]*vol[i],'money_flow_shares':tp[i]*vol[i]*100})
pos=sum(tp[i]*vol[i] for i in range(3,6) if tp[i]>tp[i-1]);neg=sum(tp[i]*vol[i] for i in range(3,6) if tp[i]<tp[i-1]);out['DJ058']={'rows':rows,'window_indices':[4,5,6],'positive_flow':pos,'negative_flow':neg,'mfi_lots':100*pos/(pos+neg),'mfi_shares':100*(pos*100)/(pos*100+neg*100)}
rawp=[100,102,51,52];rawv=[1000,1200,2400,2600];adjp=[x/2 if i<2 else x for i,x in enumerate(rawp)];adjv=[x*2 if i<2 else x for i,x in enumerate(rawv)];rows=[]
for i in range(4):rows.append({'bar':i+1,'raw_price':rawp[i],'raw_volume':rawv[i],'adjusted_price':adjp[i],'adjusted_volume':adjv[i],'raw_ma2':mean(rawp[i-1:i+1]) if i else None,'adjusted_ma2':mean(adjp[i-1:i+1]) if i else None,'raw_notional':rawp[i]*rawv[i],'adjusted_notional':adjp[i]*adjv[i]})
out['DJ059']={'split_ratio':2,'rows':rows,'raw_split_return':rawp[2]/rawp[1]-1,'adjusted_split_return':adjp[2]/adjp[1]-1,'mixed_notional_before':adjp[1]*rawv[1]}
hist=[10,11,12];seed=10
for p in hist[1:]:seed=seed+(p-seed)*.5
out['DJ060']={'fixed_history':hist,'period':3,'last_closed_ema':seed,'snapshots':[{'time':t,'last_close_input':p,'ma3':mean(hist[-2:]+[p]),'ema3':seed+(p-seed)*.5,'status':status} for t,p,status in [('10:00',13,'未收盘'),('14:00',9,'未收盘'),('15:00',12,'已收盘假设')]]}
# 费用实验均为构造，非产品费率或制度规则。
rows=[]
for months in [6,12,24,30,36,59]:
    fixed_a=10000*.01;fixed_c=10000*.004*months/12
    gradual_a=1000*months*.01;gradual_c=sum(1000*.004*(months-k)/12 for k in range(months))
    rows.append({'months':months,'fixed_a':fixed_a,'fixed_c':fixed_c,'gradual_contribution':1000*months,'gradual_a':gradual_a,'gradual_c':gradual_c,'exposure_money_months':sum(1000*(months-k) for k in range(months))})
out['DJ071']={'front_fee':.01,'annual_service_fee':.004,'rows':rows,'fixed_breakeven_months':.01/.004*12,'gradual_breakeven_months':2*.01*12/.004-1}
gross=11000;internal_fee=100;nav_value=gross-internal_fee;external=20
out['DJ072']={'initial_payment':10020,'net_buy':10000,'units':10000,'gross_assets_before_internal_fee':gross,'internal_fee':internal_fee,'published_nav':nav_value/10000,'ending_assets':nav_value,'correct_profit':nav_value-10020,'double_deduct_profit':nav_value-10020-internal_fee,'omit_external_profit':nav_value-10000,'external_fee':external}
buys=[('2026-01-01',1000),('2026-07-01',800),('2026-10-20',500)];red=date(2026,10,23);left=1500;rows=[]
for d,u in buys:
    taken=min(left,u);left-=taken;days=(red-date.fromisoformat(d)).days;fee=.01 if days<7 else .002
    rows.append({'buy_date':d,'bought_units':u,'days':days,'redeemed_units_fifo':taken,'remaining_units':u-taken,'gross':taken*1.2,'assumed_rate':fee,'fee':taken*1.2*fee})
lifo=[];left=1500
for d,u in reversed(buys):
    taken=min(left,u);left-=taken;days=(red-date.fromisoformat(d)).days;fee=.01 if days<7 else .002;lifo.append({'buy_date':d,'redeemed':taken,'fee':taken*1.2*fee})
out['DJ073']={'redemption_date':str(red),'redemption_units':1500,'price':1.2,'buys':rows,'fifo_fee':sum(x['fee'] for x in rows),'lifo':lifo,'lifo_fee':sum(x['fee'] for x in lifo)}
out['DJ074']={'price':1.05,'rows':[{'denominator_label':label,'reference':v,'premium':1.05/v-1} for label,v in [('昨日公布净值',1),('同期参考值假设',1.04),('另一时刻参考值假设',1.06)]],'units':1000,'stale_difference_amount':(1.04-1)*1000}
br=[.01,-.005,.008,-.003,.004];fr=[.009,-.006,.008,-.004,.003];rows=[];bn=fn=1
for i,(b,f) in enumerate(zip(br,fr),1):bn*=1+b;fn*=1+f;rows.append({'day':i,'benchmark_return':b,'fund_return':f,'active':f-b,'benchmark_nav':bn,'fund_nav':fn})
active=[x['active'] for x in rows];out['DJ075']={'rows':rows,'mean_active':mean(active),'sample_tracking_error':stdev(active),'population_tracking_error':pstdev(active),'annualization_days':252,'annualized_sample':stdev(active)*math.sqrt(252),'cumulative_difference':fn-bn}
out['DJ075']['constant_difference_control']={'daily_differences':[-.001]*5,'mean':mean([-.001]*5),'sample_std':stdev([-.001]*5)}
fund_units=1000;initial_nav=1.2;before_nav=1.3;dividend=.08;after_nav=before_nav-dividend;end_nav=1.25;cash=fund_units*dividend
out['DJ076']={'units':fund_units,'initial_nav':initial_nav,'pre_div_nav':before_nav,'dividend_per_unit':dividend,'after_div_nav':after_nav,'after_div_value':fund_units*after_nav,'cash':cash,'total_at_div':fund_units*after_nav+cash,'end_nav':end_nav,'end_value':fund_units*end_nav,'end_cash_total':fund_units*end_nav+cash,'price_return':end_nav/initial_nav-1,'cash_total_return':(end_nav+dividend)/initial_nav-1,'reinvest_units':fund_units+cash/after_nav,'reinvest_end':(fund_units+cash/after_nav)*end_nav}
principal=1000;refund=1000;fee=2
out['DJ077']={'events':[{'date':'2026-01-05','bank':-principal,'investment_cash':principal,'confirmed_units':0,'state':'扣款待确认'},{'date':'2026-01-06','bank':0,'investment_cash':principal,'confirmed_units':0,'state':'失败待退款'},{'date':'2026-01-08','bank':refund,'investment_cash':0,'confirmed_units':0,'state':'全额退款'}],'net_bank_cashflow':refund-principal,'days':(date(2026,1,8)-date(2026,1,5)).days,'realized_profit':refund-principal,'fee_case_refund':refund-fee,'fee_case_profit':refund-fee-principal}
out['DJ078']={'rows':[{'day':'2026-10-20','snapshot':'14:00','estimate':1.03,'final_nav':1.02,'holdings_disclosure':'2026-09-30','relative_error':1.03/1.02-1},{'day':'2026-10-21','snapshot':'14:00','estimate':1.01,'final_nav':1.015,'holdings_disclosure':'2026-09-30','relative_error':1.01/1.015-1},{'day':'2026-10-22','snapshot':'14:00','estimate':1.025,'final_nav':1.028,'holdings_disclosure':'2026-09-30','relative_error':1.025/1.028-1}],'notice':'所有时间、披露日及净值为构造，不是真实观察'}
out['DJ079']={'initial_payment':10000,'out_units':8000,'out_nav':1.3,'out_gross':8000*1.3,'out_fee':8000*1.3*.005,'in_fee':20,'in_cash':8000*1.3*(1-.005)-20,'in_nav':1.04,'in_units':(8000*1.3*(1-.005)-20)/1.04,'end_nav':1.1,'end_value':(8000*1.3*(1-.005)-20)/1.04*1.1,'bridge_loss':8000*1.3*.005+20}
pr=[100,102,101,103];div=[0,0,2,0];units=1;tr=[100];rows=[]
for i in range(1,4):
    daily_price=pr[i]/pr[i-1]-1;daily_total=(pr[i]+div[i])/pr[i-1]-1
    tr.append(tr[-1]*(1+daily_total));rows.append({'day':i,'price':pr[i],'dividend':div[i],'price_return':daily_price,'total_return':daily_total,'total_return_index':tr[-1]})
fund_end=tr[-1]*.998
out['DJ080']={'initial_price':100,'rows':rows,'price_cumulative':pr[-1]/100-1,'total_cumulative':tr[-1]/100-1,'fund_nav_start':1,'fund_nav_end':fund_end/100,'fund_cumulative':fund_end/100-1,'fund_minus_price':fund_end/100-pr[-1]/100,'fund_minus_total':fund_end/100-tr[-1]/100}
checks=[]
def check(label,condition):
    if not condition:raise AssertionError(label)
    checks.append(label)
check('BOLL所有非零窗口的两种标准差比例',all(math.isclose(x['sample_std']/x['pop_std'],math.sqrt(3/2)) for x in out['DJ053']['rows']))
check('成交量统一缩放后MFI不变',math.isclose(out['DJ058']['mfi_lots'],out['DJ058']['mfi_shares']))
check('拆分后各行价乘量守恒',all(math.isclose(x['raw_notional'],x['adjusted_notional']) for x in out['DJ059']['rows']))
check('各批买入与赎回剩余闭合',sum(x['redeemed_units_fifo']+x['remaining_units'] for x in out['DJ073']['buys'])==sum(u for _,u in buys))
check('部分赎回总数与计划一致',sum(x['redeemed_units_fifo'] for x in out['DJ073']['buys'])==out['DJ073']['redemption_units'])
check('分配前后资产守恒',math.isclose(out['DJ076']['total_at_div'],out['DJ076']['units']*out['DJ076']['pre_div_nav']))
check('退款收益与银行净额一致',sum(x['bank'] for x in out['DJ077']['events'])==out['DJ077']['realized_profit'])
check('转换净额和费用回到转出毛额',math.isclose(out['DJ079']['in_cash']+out['DJ079']['bridge_loss'],out['DJ079']['out_gross']))
check('新份额乘确认净值回到可转入净额',math.isclose(out['DJ079']['in_units']*out['DJ079']['in_nav'],out['DJ079']['in_cash']))
fixed_cross=next(x for x in out['DJ071']['rows'] if x['months']==out['DJ071']['fixed_breakeven_months'])
gradual_cross=next(x for x in out['DJ071']['rows'] if x['months']==out['DJ071']['gradual_breakeven_months'])
check('固定金额临界月两费用相等',math.isclose(fixed_cross['fixed_a'],fixed_cross['fixed_c']))
check('分批金额临界月两费用相等',math.isclose(gradual_cross['gradual_a'],gradual_cross['gradual_c']))
check('周末标签对应实际星期',all(x['weekday']>=5 for x in out['DJ057']['rows'] if x['label']=='周末'))
Path(__file__).with_suffix('.json').write_text(json.dumps({'as_of':'2026-10-23','notice':'全部数据与规则假设为教学构造；算法定义和初始化以正文为准。','checks':checks,'articles':out},ensure_ascii=False,indent=2),encoding='utf-8')
for k,v in out.items():print(k,json.dumps(v,ensure_ascii=False))