// 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"
)

type MacdRsiState struct {
	above50        bool  // 标记RSI是否上穿50
	below50        bool  // 标记RSI是否下穿50
	longEntryTime  int64 // 记录多头入场时间
	shortEntryTime int64 // 记录空头入场时间
}

func J2775(pol *config.RunPolicyConfig) *strat.TradeStrat {
	fastPeriod := pol.DefInt("fastPeriod", 15, core.PNorm(5, 20))
	macdRate := pol.Def("macdRate", 2.5, core.PNorm(1.5, 4))
	rsiPeriod := pol.DefInt("rsiPeriod", 16, core.PNorm(7, 21))
	exitBars := pol.DefInt("exitBars", 5, core.PNorm(1, 10))
	signalSmoothing := pol.DefInt("signalSmoothing", 9, core.PNorm(5, 15))

	// 计算MACD慢线长度
	slowPeriod := int(float64(fastPeriod) * macdRate)

	return &strat.TradeStrat{
		WarmupNum:     slowPeriod + signalSmoothing + rsiPeriod,
		HedgeOff:      true, // 单向持仓
		EachMaxLong:   1,    // 最多一个多头订单
		EachMaxShort:  1,    // 最多一个空头订单
		RunTimeFrames: []string{"8h"},
		OnStartUp: func(s *strat.StratJob) {
			s.More = &MacdRsiState{
				above50:        false,
				below50:        false,
				longEntryTime:  0,
				shortEntryTime: 0,
			}
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			state, _ := s.More.(*MacdRsiState)

			// 计算MACD指标
			macdLine, signalLine := ta.MACD(e.Close, fastPeriod, slowPeriod, signalSmoothing)

			// 计算RSI指标
			rsi := ta.RSI(e.Close, rsiPeriod)

			// 检测MACD金叉和死叉
			bullishCross := macdLine.Cross(signalLine) == 1
			bearishCross := macdLine.Cross(signalLine) == -1

			// 更新RSI状态
			if rsi.Get(0) > 50 && rsi.Get(1) <= 50 {
				state.above50 = true
			}
			if rsi.Get(0) < 50 && rsi.Get(1) >= 50 {
				state.below50 = true
			}

			// 执行交易信号
			if bullishCross && state.above50 && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag: "Buy",
				})
				state.longEntryTime = e.TimeStop
			}

			if bearishCross && state.below50 && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Sell",
					Short: true,
				})
				state.shortEntryTime = e.TimeStop
			}

			// 检查退出条件
			if len(s.LongOrders) > 0 && state.longEntryTime > 0 {
				holdBars := e.BarCount(state.longEntryTime)
				if holdBars >= float64(exitBars) {
					s.CloseOrders(&strat.ExitReq{
						Tag:  "Exit Long",
						Dirt: core.OdDirtLong,
					})
					state.longEntryTime = 0
				}
			}

			if len(s.ShortOrders) > 0 && state.shortEntryTime > 0 {
				holdBars := e.BarCount(state.shortEntryTime)
				if holdBars >= float64(exitBars) {
					s.CloseOrders(&strat.ExitReq{
						Tag:  "Exit Short",
						Dirt: core.OdDirtShort,
					})
					state.shortEntryTime = 0
				}
			}
		},
	}
}