// 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 J3707(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义策略参数
	rangeLength := pol.DefInt("rangeLength", 5, core.PNorm(3, 20))
	useHeikinAshi := pol.Def("useHeikinAshi", 0.0, core.PUniform(0, 1)) // 1.0表示true，0.0表示false

	return &strat.TradeStrat{
		WarmupNum:     rangeLength + 1, // 确保有足够的历史数据计算指标
		HedgeOff:      true,            // 单向持仓模式
		RunTimeFrames: []string{"3d"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 获取K线数据
			var open, close *ta.Series
			if useHeikinAshi > 0.5 {
				// 使用Heikin Ashi蜡烛图
				haOpen, _, _, haClose := ta.HeikinAshi(e)
				open = haOpen
				close = haClose
			} else {
				// 使用标准K线
				open = e.Open
				close = e.Close
			}

			// 计算成交量范围
			highest := ta.Highest(e.Volume, rangeLength)
			_ = ta.Lowest(e.Volume.Mul(-1), rangeLength) // 最低负成交量

			// 获取当前值和前一个值
			highestCurr := highest.Get(0)
			highestPrev := highest.Get(1)
			closeCurr := close.Get(0)
			openCurr := open.Get(0)

			// 检查数据有效性
			if math.IsNaN(highestCurr) || math.IsNaN(highestPrev) || math.IsNaN(closeCurr) || math.IsNaN(openCurr) {
				return
			}

			// 生成交易信号
			volumeBreakout := highestCurr > highestPrev
			isBullish := closeCurr > openCurr
			isBearish := closeCurr < openCurr

			// 执行交易
			if volumeBreakout && isBullish {
				// 成交量突破前高且为阳线，做多
				s.OpenOrder(&strat.EnterReq{
					Tag: "Long Entry",
				})
			} else if volumeBreakout && isBearish {
				// 成交量突破前高且为阴线，做空
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Short Entry",
					Short: true,
				})
			}
		},
	}
}