package demo

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

func fixRiskReward(p *config.RunPolicyConfig) *strat.TradeStrat {
	rewardRate := 4.0
	return &strat.TradeStrat{
		EachMaxLong: 1,
		WarmupNum:   30,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
			rsi := ta.RSI50(e.Close, 14).Get(0)
			ma := ta.SMA(e.Close, 5).Get(0)
			maMid := ta.SMA(e.Close, 10).Get(0)
			maBig := ta.SMA(e.Close, 40).Get(0)
			c := e.Close.Get(0)
			if s.OrderNum == 0 && maMid > maBig && rsi > 15 && c < ma {
				s.OpenOrder(&strat.EnterReq{
					Tag:         "long",
					StopLossVal: atr,
					StopLossTag: "init",
				})
			}
		},
		OnCheckExit: func(s *strat.StratJob, od *ormo.InOutOrder) *strat.ExitReq {
			sl := od.GetStopLoss()
			if sl.Tag == "take" {
				// 已设置止盈
				return nil
			}
			if sl.Tag == "init" {
				// 检查是否回本，如果是，设置止损到成本线
				if od.ProfitRate > 0 {
					// 保存初始止损空间
					od.SetInfo("initSL", sl.Range)
					feeRate := od.Enter.FeeQuote * 2 / od.EnterCost()
					slPrice := od.Enter.Average * (1 + feeRate)
					od.SetStopLoss(&ormo.ExitTrigger{
						Price: slPrice,
						Tag:   "break_even",
					})
				}
			} else {
				//已设置成本止损，检查是否触发止盈
				slRange := od.GetInfoFloat64("initSL")
				if od.Profit > slRange*rewardRate {
					// 触发止盈线，设置止盈线止损
					od.SetStopLoss(&ormo.ExitTrigger{
						Price: od.Enter.Average + slRange*rewardRate,
						Tag:   "take",
					})
				}
			}
			return nil
		},
	}
}