package arb

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/exg"
	"github.com/banbox/banbot/orm"
	"github.com/banbox/banexg"
	"github.com/banbox/banexg/errs"
	"github.com/banbox/banexg/log"
	"go.uber.org/zap"
	"sort"
)

func StatGroupPairs() *errs.Error {
	exgId := "binance"
	endMS := config.TimeRange.EndMS
	// 生成待订阅标的列表
	exsMap := orm.GetExSymbols(exgId, banexg.MarketLinear)
	limit := 720
	exsList, barList, _, err := getExsBars(exg.Default, exsMap, "1h", 0, endMS, limit)
	if err != nil {
		return err
	}
	arr := make([]*core.StrFloat, 0, len(exsList))
	for i, exs := range exsList {
		var sumVal float64
		bars := barList[i]
		if float64(len(bars)) < float64(limit)*0.9 {
			continue
		}
		for _, b := range bars {
			sumVal += b.Volume * b.Close
		}
		arr = append(arr, &core.StrFloat{
			Str: exs.Symbol,
			Val: sumVal,
		})
	}
	// 按成交量降序，取前30%
	sort.Slice(arr, func(i, j int) bool {
		return arr[i].Val > arr[j].Val
	})
	cutNum := int(float64(len(arr)) * 0.2)
	cutPairs := make([]string, 0, cutNum)
	for i := 0; i < cutNum; i++ {
		base, _, _, _ := core.SplitSymbol(arr[i].Str)
		cutPairs = append(cutPairs, base)
	}
	log.Info("cut 20% of pairs", zap.Int("num", cutNum), zap.Int("total", len(arr)), zap.Strings("items", cutPairs))
	return nil
}