package llmjob

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/orm/ormo"
	"github.com/banbox/banbot/strat"
	"math"
	"time"
)

type WeekendData struct {
	FridayClose float64
	HasLong     bool
	TotCost     float64
	TotAmt      float64
}

func J2439(pol *config.RunPolicyConfig) *strat.TradeStrat {
	entryThreshold := pol.Def("entryThreshold", 0.02, core.PNorm(0.01, 0.1))
	profitTakingPercentThreshold := pol.Def("profitTakingPercentThreshold", 0.06, core.PNorm(0.01, 0.08))

	return &strat.TradeStrat{
		WarmupNum:     7,    // 需要最多7天的数据来获取周五收盘价
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"5m"},
		OnStartUp: func(s *strat.StratJob) {
			s.More = &WeekendData{FridayClose: math.NaN()}
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			data, _ := s.More.(*WeekendData)
			currentTime := time.Unix(e.TimeStop/1000, 0)
			weekday := currentTime.Weekday()

			// 计算距离周五的天数
			var daysSinceFriday int
			switch weekday {
			case time.Saturday:
				daysSinceFriday = 1
			case time.Sunday:
				daysSinceFriday = 0
			case time.Monday:
				daysSinceFriday = 6
			case time.Tuesday:
				daysSinceFriday = 5
			case time.Wednesday:
				daysSinceFriday = 4
			case time.Thursday:
				daysSinceFriday = 3
			case time.Friday:
				daysSinceFriday = 2
			}

			// 获取周五收盘价 - 使用日线数据
			if e.Close.Len() > daysSinceFriday {
				data.FridayClose = e.Close.Get(daysSinceFriday)
			}

			// 如果没有有效的周五收盘价，不执行交易逻辑
			if math.IsNaN(data.FridayClose) {
				return
			}

			// 检查止盈条件
			if s.EnteredNum > 0 {
				totalProfitRate := 0.0
				for _, od := range s.LongOrders {
					if od.Status >= ormo.InOutStatusPartEnter {
						totalProfitRate += od.ProfitRate
					}
				}
				for _, od := range s.ShortOrders {
					if od.Status >= ormo.InOutStatusPartEnter {
						totalProfitRate += od.ProfitRate
					}
				}

				if totalProfitRate > profitTakingPercentThreshold {
					s.CloseOrders(&strat.ExitReq{
						Tag:  "profit_take",
						Dirt: core.OdDirtBoth,
					})
					return
				}
			}

			// 周末交易逻辑（周日和周一）
			if weekday == time.Sunday || weekday == time.Monday {
				currentPrice := e.Close.Get(0)
				if math.IsNaN(currentPrice) {
					return
				}

				upperThreshold := data.FridayClose * (1 + entryThreshold)
				lowerThreshold := data.FridayClose * (1 - entryThreshold)

				// 没有持仓时的入场逻辑
				if s.OrderNum == 0 {
					if currentPrice > upperThreshold {
						s.OpenOrder(&strat.EnterReq{
							Tag:   "short_entry",
							Short: true,
						})
					} else if currentPrice < lowerThreshold {
						s.OpenOrder(&strat.EnterReq{
							Tag: "long_entry",
						})
					}
				} else {
					// 已有持仓时的加仓逻辑
					for _, od := range s.ShortOrders {
						if od.Status >= ormo.InOutStatusPartEnter && currentPrice > od.InitPrice*(1+entryThreshold) {
							s.OpenOrder(&strat.EnterReq{
								Tag:   "add_short",
								Short: true,
							})
							break
						}
					}

					for _, od := range s.LongOrders {
						if od.Status >= ormo.InOutStatusPartEnter {
							s.OpenOrder(&strat.EnterReq{
								Tag: "add_long",
							})
							break
						}
					}
				}
			}

			// 周二平仓逻辑
			if weekday == time.Tuesday {
				if s.OrderNum > 0 {
					s.CloseOrders(&strat.ExitReq{
						Tag:  "monday_close",
						Dirt: core.OdDirtBoth,
					})
				}
			}
		},
	}
}