/**
 * 分析投资数据并计算关键指标
 * @param fundAmounts 资金量数组，每15分钟记录一次
 * @returns 投资分析结果
 */
export function analyzeInvestment(fundAmounts: number[]): {
    maxDrawdown: number;           // 最大回撤 (百分比)
    maxDrawdownPeriod: [number, number]; // 最大回撤区间 [开始索引, 结束索引]
    volatility: number;            // 波动率 (标准差)
    averageReturn: number;         // 平均收益率 (百分比)
    cumulativeReturn: number;      // 累计收益率 (百分比)
    winRate: number;               // 盈利率 (百分比)
    sharpeRatio: number;           // 夏普比率 (假设无风险利率为0)
  } {
    if (fundAmounts.length < 2) {
      throw new Error("需要至少两个数据点来计算投资指标");
    }
  
    // 计算每个时间点的收益率
    const returns: number[] = [];
    for (let i = 1; i < fundAmounts.length; i++) {
      const returnRate = (fundAmounts[i] - fundAmounts[i - 1]) / fundAmounts[i - 1];
      returns.push(returnRate);
    }
  
    // 计算最大回撤
    let maxDrawdown = 0;
    let peak = fundAmounts[0];
    let maxDrawdownStartIndex = 0;
    let maxDrawdownEndIndex = 0;
    let currentPeakIndex = 0;
  
    for (let i = 1; i < fundAmounts.length; i++) {
      if (fundAmounts[i] > peak) {
        peak = fundAmounts[i];
        currentPeakIndex = i;
      }
  
      const drawdown = (peak - fundAmounts[i]) / peak;
      
      if (drawdown > maxDrawdown) {
        maxDrawdown = drawdown;
        maxDrawdownStartIndex = currentPeakIndex;
        maxDrawdownEndIndex = i;
      }
    }
  
    // 计算波动率 (收益率的标准差)
    const avgReturn = returns.reduce((sum, r) => sum + r, 0) / returns.length;
    const variance = returns.reduce((sum, r) => sum + Math.pow(r - avgReturn, 2), 0) / returns.length;
    const volatility = Math.sqrt(variance);
  
    // 计算累计收益率
    const cumulativeReturn = (fundAmounts[fundAmounts.length - 1] - fundAmounts[0]) / fundAmounts[0];
  
    // 计算盈利率 (正收益率的比例)
    const winCount = returns.filter(r => r > 0).length;
    const winRate = (winCount / returns.length) * 100;
  
    // 计算夏普比率 (假设无风险利率为5%)
    const riskFreeRate = 0.05; // 无风险利率5%
    const annualizedReturn = avgReturn * (250 * 16) - riskFreeRate; // 调整为年化收益率减去无风险利率
    const annualizedVolatility = volatility * Math.sqrt(250 * 16);
    const sharpeRatio = annualizedVolatility === 0 ? 0 : annualizedReturn / annualizedVolatility;
  
    return {
      maxDrawdown: maxDrawdown * 100,  // 转换为百分比
      maxDrawdownPeriod: [maxDrawdownStartIndex, maxDrawdownEndIndex],
      volatility: volatility * 100,    // 转换为百分比
      averageReturn: avgReturn * 100,  // 转换为百分比
      cumulativeReturn: cumulativeReturn * 100, // 转换为百分比
      winRate,
      sharpeRatio
    };
  }
  
  // 使用示例:
  // const fundAmounts = [10000, 8844.4, 9200, 9100, 9500, 9300, 9200, 8800, 9000, 9400];
  // const analysis = analyzeInvestment(fundAmounts);
  // console.log(analysis);