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 J3992(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	fastLength := pol.DefInt("fastLength", 10, core.PUniform(5, 20))
	macdSlowRate := pol.Def("macdSlowRate", 2.17, core.PNorm(1.5, 4))
	rsiThreshold := pol.DefInt("rsiThreshold", 65, core.PUniform(60, 80))
	bbMult := pol.Def("bbMult", 2.0, core.PNorm(1.5, 3.0))
	rsiLength := pol.DefInt("rsiLength", 14, core.PUniform(7, 21))

	// 计算其他参数
	MACDLength := 9 // 固定值
	slowLength := int(float64(fastLength) * macdSlowRate)
	rsiOverbought := float64(rsiThreshold)
	rsiOversold := 100 - rsiOverbought
	stopLossPercent := 0.02   // 2% stop loss
	takeProfitPercent := 0.05 // 5% take profit

	// 计算预热数量，取最大值
	warmupNum := slowLength
	if MACDLength > warmupNum {
		warmupNum = MACDLength
	}
	if rsiLength > warmupNum {
		warmupNum = rsiLength
	}
	if bbLength := 20; bbLength > warmupNum {
		warmupNum = bbLength
	}

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

			// 检查数据长度是否足够
			if e.Close.Len() < warmupNum {
				return
			}

			// MACD calculations
			fastMA := ta.EMA(e.Close, fastLength)
			slowMA := ta.EMA(e.Close, slowLength)
			macdLine := fastMA.Sub(slowMA)
			signalLine := ta.EMA(macdLine, MACDLength)

			// RSI calculation
			rsi := ta.RSI(e.Close, rsiLength)

			// Bollinger Bands calculation
			bbLength := 20
			basis := ta.SMA(e.Close, bbLength)
			stdDev := ta.StdDev(e.Close, bbLength)
			dev := stdDev.Mul(bbMult)
			upper := basis.Add(dev)
			lower := basis.Sub(dev)

			// 获取当前值
			closePrice := e.Close.Get(0)
			macdVal := macdLine.Get(0)
			signalVal := signalLine.Get(0)
			rsiVal := rsi.Get(0)
			upperVal := upper.Get(0)
			lowerVal := lower.Get(0)

			// 检查NaN值
			if math.IsNaN(closePrice) || math.IsNaN(macdVal) || math.IsNaN(signalVal) ||
				math.IsNaN(rsiVal) || math.IsNaN(upperVal) || math.IsNaN(lowerVal) {
				return
			}

			// Entry conditions
			macdCrossOver := macdLine.Cross(signalLine) == 1
			rsiCrossUnder := rsi.Cross(rsiOversold) == -1
			longCondition := (macdCrossOver || rsiCrossUnder) && closePrice > lowerVal

			macdCrossUnder := macdLine.Cross(signalLine) == -1
			rsiCrossOver := rsi.Cross(rsiOverbought) == 1
			shortCondition := (macdCrossUnder || rsiCrossOver) && closePrice < upperVal

			// Long position logic
			if longCondition && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "Long",
					OrderType:     core.OrderTypeMarket,
					StopLossVal:   closePrice * (1 - stopLossPercent),
					TakeProfitVal: closePrice * (1 + takeProfitPercent),
				})
			}

			// Short position logic
			if shortCondition && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "Short",
					Short:         true,
					OrderType:     core.OrderTypeMarket,
					StopLossVal:   closePrice * (1 + stopLossPercent),
					TakeProfitVal: closePrice * (1 - takeProfitPercent),
				})
			}
		},
	}
}