package llmjob

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

func J2876(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	frequency := pol.DefInt("frequency", 28, core.PNorm(5, 30))
	rsiFrequency := pol.DefInt("rsiFrequency", 220, core.PNorm(14, 100))
	buyZoneDistance := pol.Def("buyZoneDistance", 7, core.PNorm(2, 15))
	avgDownATRSum := pol.DefInt("avgDownATRSum", 3, core.PNorm(1, 10))
	useAbsoluteRSIBarrier := pol.Def("useAbsoluteRSIBarrier", 1, core.PUniform(0, 1)) // 1表示true，0表示false
	barrierLevel := pol.Def("barrierLevel", 45, core.PNorm(30, 70))

	// 计算预热数量，取RSI周期和均线周期中的较大值
	warmupNum := rsiFrequency
	if frequency > rsiFrequency {
		warmupNum = frequency
	}
	// 再加上ATR周期
	warmupNum += 20

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"15m"},
		EachMaxLong:   3, // 最多允许3个多头订单，对应原策略的pyramiding=3
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			momentumRSI := ta.RSI(e.Close, rsiFrequency)
			momentumRSI_slow := ta.SMA(momentumRSI, frequency)
			atr := ta.ATR(e.High, e.Low, e.Close, 20)

			// 获取当前值
			rsiValue := momentumRSI.Get(0)
			rsiSlowValue := momentumRSI_slow.Get(0)
			closePrice := e.Close.Get(0)

			// 检查数据有效性
			if math.IsNaN(rsiValue) || math.IsNaN(rsiSlowValue) || math.IsNaN(closePrice) {
				return
			}

			// 计算买卖区域
			buyZoneLower := rsiSlowValue * (1 - buyZoneDistance/100)

			// 生成交易信号
			useBarrier := useAbsoluteRSIBarrier > 0.5
			momentumRSISoftClose := (rsiValue > rsiSlowValue) && (rsiValue > barrierLevel || !useBarrier)
			isClose := momentumRSISoftClose

			// 计算风险管理条件
			riskCondition := true
			if len(s.LongOrders) > 0 {
				// 计算平均持仓价格
				totalCost := 0.0
				totalAmount := 0.0
				for _, od := range s.LongOrders {
					if od.Status >= ormo.InOutStatusPartEnter {
						totalCost += od.EnterCost()
						totalAmount += od.HoldAmount()
					}
				}
				if totalAmount > 0 {
					avgPrice := totalCost / totalAmount
					// 计算过去avgDownATRSum个周期的ATR值之和
					atrSum := 0.0
					for i := 0; i < avgDownATRSum; i++ {
						atrVal := atr.Get(i)
						if !math.IsNaN(atrVal) {
							atrSum += atrVal
						}
					}
					// 计算风险条件：平均持仓价格 - ATR求和值 * 开仓数量 > 当前价格
					riskCondition = avgPrice-atrSum*float64(len(s.LongOrders)) > closePrice
				}
			}

			// 买入信号：RSI低于买入区域下限且满足风险条件
			isBuy := rsiValue < buyZoneLower && (riskCondition || len(s.LongOrders) == 0)

			// 执行交易操作
			if isBuy && len(s.LongOrders) < 3 { // 限制最多3个多头订单
				s.OpenOrder(&strat.EnterReq{
					Tag:       "Buy",
					Short:     false,
					OrderType: core.OrderTypeMarket,
				})
			}

			// 平仓信号
			if isClose && len(s.LongOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:       "Close",
					Dirt:      core.OdDirtLong,
					OrderType: core.OrderTypeLimit,
					Limit:     closePrice,
				})
			}
		},
	}
}