// 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"
)

func J2874(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	rsiPeriod := pol.DefInt("rsiPeriod", 70, core.PNorm(20, 100))
	longExitThreshold := pol.Def("longExitThreshold", 0.65, core.PNorm(0.55, 0.8))
	shortExitThreshold := pol.Def("shortExitThreshold", 0.35, core.PNorm(0.2, 0.45))
	allowLong := pol.Def("allowLong", 1.0, core.PUniform(0, 1)) > 0.5
	allowShort := pol.Def("allowShort", 1.0, core.PUniform(0, 1)) > 0.5

	return &strat.TradeStrat{
		WarmupNum:     rsiPeriod, // 预热期至少为RSI周期
		HedgeOff:      true,      // 单向持仓模式，与原PineScript策略一致
		RunTimeFrames: []string{"4h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算各种价格组合
			ohlc4 := ta.HLC3(e.High, e.Low, e.Close).Add(e.Open).Div(4)
			hlc3 := ta.HLC3(e.High, e.Low, e.Close)
			hl2 := ta.HL2(e.High, e.Low)

			// 计算各种RSI值并归一化(除以100)
			rsiOhlc4 := ta.RSI(ohlc4, rsiPeriod).Div(100)
			rsiClose := ta.RSI(e.Close, rsiPeriod).Div(100)
			rsiOpen := ta.RSI(e.Open, rsiPeriod).Div(100)
			rsiHigh := ta.RSI(e.High, rsiPeriod).Div(100)
			rsiHlc3 := ta.RSI(hlc3, rsiPeriod).Div(100)
			rsiHl2 := ta.RSI(hl2, rsiPeriod).Div(100)

			// 计算RSI均值
			rsiAvg := rsiOhlc4.Add(rsiClose).Add(rsiOpen).Add(rsiHigh).Add(rsiHlc3).Add(rsiHl2).Div(6)
			rsiAvgVal := rsiAvg.Get(0)

			// 检查数据有效性
			if math.IsNaN(rsiAvgVal) {
				return
			}

			// 检测RSI均值与0.5的交叉
			entryThreshold := 0.5
			crossSignal := rsiAvg.Cross(entryThreshold)

			// 生成交易信号
			longSignal := crossSignal == 1   // RSI均值上穿0.5
			shortSignal := crossSignal == -1 // RSI均值下穿0.5

			// 生成平仓信号
			longExit := rsiAvgVal >= longExitThreshold || shortSignal
			shortExit := rsiAvgVal <= shortExitThreshold || longSignal

			// 执行交易逻辑
			if allowLong && longSignal && len(s.LongOrders) == 0 {
				// 开多头仓位
				s.OpenOrder(&strat.EnterReq{
					Tag: "long",
				})
			}

			if allowShort && shortSignal && len(s.ShortOrders) == 0 {
				// 开空头仓位
				s.OpenOrder(&strat.EnterReq{
					Tag:   "short",
					Short: true,
				})
			}

			if allowLong && len(s.LongOrders) > 0 && longExit {
				// 平多头仓位
				s.CloseOrders(&strat.ExitReq{
					Tag:  "long_exit",
					Dirt: core.OdDirtLong,
				})
			}

			if allowShort && len(s.ShortOrders) > 0 && shortExit {
				// 平空头仓位
				s.CloseOrders(&strat.ExitReq{
					Tag:  "short_exit",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}