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 J3955(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	macdFastPeriod := pol.DefInt("macdFastPeriod", 14, core.PNorm(5, 20))
	macdSlowRate := pol.Def("macdSlowRate", 2, core.PNorm(1.5, 4))
	macdSignalPeriod := pol.DefInt("macdSignalPeriod", 9, core.PNorm(5, 15))
	vwmaFastPeriod := pol.DefInt("vwmaFastPeriod", 20, core.PNorm(10, 40))
	leverage := pol.DefInt("leverage", 1, core.PNorm(1, 20))

	// 计算MACD慢线周期
	macdSlowPeriod := int(float64(macdFastPeriod) * macdSlowRate)

	return &strat.TradeStrat{
		WarmupNum:     macdSlowPeriod + macdSignalPeriod, // 确保有足够的数据计算指标
		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{"8h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算MACD指标
			macdLine, signalLine := ta.MACD(e.Close, macdFastPeriod, macdSlowPeriod, macdSignalPeriod)
			histogram := macdLine.Sub(signalLine) // 计算MACD柱状图

			// 计算VWMA指标
			vwma20 := ta.VWMA(e.Close, e.Volume, vwmaFastPeriod) // 使用VWMA替代WMA，考虑成交量因素
			vwma50 := ta.VWMA(e.Close, e.Volume, 50)             // 使用VWMA替代WMA，考虑成交量因素

			// 获取当前指标值
			macdLineVal := macdLine.Get(0)
			signalLineVal := signalLine.Get(0)
			histogramVal := histogram.Get(0)
			vwma20Val := vwma20.Get(0)
			vwma50Val := vwma50.Get(0)

			// 检查数据有效性
			if math.IsNaN(macdLineVal) || math.IsNaN(signalLineVal) || math.IsNaN(histogramVal) ||
				math.IsNaN(vwma20Val) || math.IsNaN(vwma50Val) {
				return
			}

			// 生成MACD信号
			macdLongEntrySignal := histogramVal > 0
			macdShortEntrySignal := histogramVal < 0

			// 生成VWMA信号
			vwmaLongEntrySignal := vwma20Val > vwma50Val
			vwmaShortEntrySignal := vwma20Val < vwma50Val

			// 生成组合交易信号
			longEntry := macdLongEntrySignal && vwmaLongEntrySignal
			shortEntry := macdShortEntrySignal && vwmaShortEntrySignal

			// 检测MACD交叉信号作为出场条件（优化为单次调用）
			cross := macdLine.Cross(signalLine)
			longExit := cross == -1 // MACD线下穿信号线
			shortExit := cross == 1 // MACD线上穿信号线

			// 执行交易逻辑
			if longEntry && len(s.LongOrders) == 0 {
				// 计算杠杆化后的合约数量
				costRate := float64(leverage)
				s.OpenOrder(&strat.EnterReq{
					Tag:       "Long",
					Short:     false,
					CostRate:  costRate,
					Leverage:  float64(leverage),
					OrderType: core.OrderTypeMarket,
				})
			}

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

			if shortEntry && len(s.ShortOrders) == 0 {
				// 计算杠杆化后的合约数量
				costRate := float64(leverage)
				s.OpenOrder(&strat.EnterReq{
					Tag:       "Short",
					Short:     true,
					CostRate:  costRate,
					Leverage:  float64(leverage),
					OrderType: core.OrderTypeMarket,
				})
			}

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