// 修复后的banbot完整策略代码
package llmjob

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

/*
以大止损实现的高胜率，订单太少
尝试使用atrBase针对CostRate、TakeProfit、StopLoss进行自适应，效果都更差。
*/

func J2523(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	maLen := pol.DefInt("maLen", 240, core.PNorm(50, 300))
	adxThres := pol.Def("adxThres", 20, core.PNorm(15, 35))
	slRate := pol.Def("slRate", 2.5, core.PNorm(0.8, 5.0))

	// 计算预热K线数，确保所有指标都能正确计算
	warmupNum := maLen + 20

	//rates := make([]float64, 0, 10)
	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		RunTimeFrames: []string{"3d"},
		StakeRate:     20,
		EachMaxLong:   1,
		EachMaxShort:  1,
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			maBig := ta.SMA(e.Close, maLen)
			rsi := ta.RSI(e.Close, 14)
			// 使用DMI计算ADX，与原始策略保持一致
			adx := ta.ADX(e.High, e.Low, e.Close, 14)
			atr := ta.ATR(e.High, e.Low, e.Close, 14)

			// 获取当前值和历史值，避免重复计算
			curClose := e.Close.Get(0)
			curMA := maBig.Get(0)
			curRSI := rsi.Get(0)
			curADX := adx.Get(0)
			curATR := atr.Get(0)

			// 检查数据有效性
			if math.IsNaN(curClose) || math.IsNaN(curMA) || math.IsNaN(curRSI) ||
				math.IsNaN(curADX) || math.IsNaN(curATR) {
				return
			}

			// 检查2根K线前是否发生交叉
			closeXBig := e.Close.Cross(maBig)
			rsi2 := rsi.Get(2)
			adxOk := adx.Get(2) > adxThres
			buyConfirmation := closeXBig == 3 && (rsi2 > 40) && adxOk
			sellConfirmation := closeXBig == -3 && (rsi2 < 60) && adxOk

			// 执行交易逻辑
			if buyConfirmation {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "Buy",
					TakeProfitVal: curClose * 0.02, // 2%止盈
					StopLossVal:   slRate * curATR,
				})
				s.CloseOrders(&strat.ExitReq{
					Tag:  "XShort",
					Dirt: core.OdDirtShort,
				})
			}

			if sellConfirmation {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "short",
					Short:         true,
					TakeProfitVal: curClose * 0.02, // 2%止盈
					StopLossVal:   slRate * curATR,
				})
				s.CloseOrders(&strat.ExitReq{
					Tag:  "XLong",
					Dirt: core.OdDirtLong,
				})
			}
		},
		//OnShutDown: func(s *strat.StratJob) {
		//	if len(rates) == 0 {
		//		return
		//	}
		//	sort.Float64s(rates)
		//	size := len(rates) / 10
		//	for i := 0; i < len(rates); i += size {
		//		block := rates[i:min(len(rates), i+size)]
		//		avg := floats.Sum(block) / float64(len(block))
		//		fmt.Printf("rate %v: %.3f\n", i, avg)
		//	}
		//	rates = nil
		//},
	}
}