package demo

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/orm/ormo"
	"github.com/banbox/banbot/strat"
	ta "github.com/banbox/banta"
)

func HoldSL(pol *config.RunPolicyConfig) *strat.TradeStrat {
	return &strat.TradeStrat{
		WarmupNum:   20,
		EachMaxLong: 1,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			ma5 := ta.VWMA(e.Close, e.Volume, 5)
			ma20 := ta.VWMA(e.Close, e.Volume, 10)
			maCrx := ma5.Cross(ma20)
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)

			for _, od := range s.LongOrders {
				od.SetStopLoss(&ormo.ExitTrigger{
					Price: e.Close.Get(0) - atr*0.5,
				})
			}
			if maCrx == -1 && len(s.LongOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{Tag: "exit", Dirt: core.OdDirtLong})
			} else if maCrx == 1 || len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:         "long",
					StopLossVal: atr * 0.5,
				})
			}
		},
	}
}