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 J3956(pol *config.RunPolicyConfig) *strat.TradeStrat {
	fastLength := pol.DefInt("fastLength", 9, core.PNorm(5, 20))
	slowMaRate := pol.Def("slowMaRate", 2.17, core.PNorm(1.5, 4))
	signalLength := pol.DefInt("signalLength", 20, core.PNorm(9, 30))
	entryLevel := pol.Def("entryLevel", 0, core.PNorm(-5, 5))
	longExitLevel := pol.Def("longExitLevel", 11, core.PNorm(5, 20))
	shortExitLevel := pol.Def("shortExitLevel", -9, core.PNorm(-20, -5))

	// 计算慢速EMA周期
	slowLength := int(float64(fastLength) * slowMaRate)

	// 确定预热数量，取所有参数中的最大值
	warmupNum := fastLength
	if slowLength > warmupNum {
		warmupNum = slowLength
	}
	if signalLength > warmupNum {
		warmupNum = signalLength
	}

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"8h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算MACD指标
			fastEma := ta.EMA(e.Close, fastLength)
			slowEma := ta.EMA(e.Close, slowLength)
			macd := fastEma.Sub(slowEma)
			signal := ta.EMA(macd, signalLength)
			hist := macd.Sub(signal)

			// 获取当前值
			histVal := hist.Get(0)
			if math.IsNaN(histVal) {
				return
			}

			// 检查交叉信号
			entryCross := hist.Cross(entryLevel)
			longEntry := entryCross == 1                  // 上穿入场水平线
			shortEntry := entryCross == -1                // 下穿入场水平线
			longExit := hist.Cross(longExitLevel) == 1    // 上穿多头出场水平线
			shortExit := hist.Cross(shortExitLevel) == -1 // 下穿空头出场水平线

			// 获取当前持仓状态
			longPos := s.Position(core.OdDirtLong, "")
			shortPos := s.Position(core.OdDirtShort, "")

			// 多头入场
			if longEntry && longPos == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag: "Long",
				})
			}

			// 空头入场
			if shortEntry && shortPos == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Short",
					Short: true,
				})
			}

			// 多头出场
			if longPos > 0 && longExit {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "Long Exit",
					Dirt: core.OdDirtLong,
				})
			}

			// 空头出场
			if shortPos < 0 && shortExit {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "Short Exit",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}