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 J3121(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	bbLength := pol.DefInt("bbLength", 20, core.PNorm(10, 50))
	bbStdDev := pol.Def("bbStdDev", 1.8, core.PNorm(1.0, 3.0))
	cmoLength := pol.DefInt("cmoLength", 10, core.PNorm(5, 30))
	cmoOverbought := pol.Def("cmoOverbought", 45.0, core.PNorm(30.0, 70.0))
	cmoOversold := pol.Def("cmoOversold", -50.0, core.PNorm(-70.0, -30.0))

	return &strat.TradeStrat{
		WarmupNum:     bbLength, // 预热期设置为布林带周期长度
		HedgeOff:      true,     // 单向持仓模式
		EachMaxLong:   1,        // 最多一个多头订单
		EachMaxShort:  1,        // 最多一个空头订单
		RunTimeFrames: []string{"5m"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算布林带
			bbUpper, bbBasis, bbLower := ta.BBANDS(e.Close, bbLength, bbStdDev, bbStdDev)

			// 计算钱德动量振荡器
			cmo := ta.CMO(e.Close, cmoLength)

			// 获取当前值
			closePrice := e.Close.Get(0)
			cmoValue := cmo.Get(0)
			bbUpperValue := bbUpper.Get(0)
			bbLowerValue := bbLower.Get(0)
			bbBasisValue := bbBasis.Get(0)

			// 检查数据有效性
			if math.IsNaN(closePrice) || math.IsNaN(cmoValue) ||
				math.IsNaN(bbUpperValue) || math.IsNaN(bbLowerValue) || math.IsNaN(bbBasisValue) {
				return
			}

			// 做多条件：价格下穿布林带下轨且CMO低于超卖阈值
			longCondition := e.Close.Cross(bbLower) == -1 && cmoValue < cmoOversold

			// 做空条件：价格上穿布林带上轨且CMO高于超买阈值
			shortCondition := e.Close.Cross(bbUpper) == 1 && cmoValue > cmoOverbought

			// 平多条件：价格上穿布林带中轨或CMO高于超买阈值
			exitLong := e.Close.Cross(bbBasis) == 1 || cmoValue > cmoOverbought

			// 平空条件：价格下穿布林带中轨或CMO低于超卖阈值
			exitShort := e.Close.Cross(bbBasis) == -1 || cmoValue < cmoOversold

			// 执行交易操作
			if longCondition && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag: "Long",
				})
			}

			if shortCondition && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Short",
					Short: true,
				})
			}

			if exitLong && len(s.LongOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "exit_long",
					Dirt: core.OdDirtLong,
				})
			}

			if exitShort && len(s.ShortOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "exit_short",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}