// 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"
)

// 定义一个结构体来存储策略需要的变量
type StrategyData struct {
	atrValue float64
}

func J4034(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	fastLength := pol.DefInt("fastLength", 12, core.PNorm(5, 20))
	emaRate := pol.Def("emaRate", 2.33, core.PNorm(1.5, 5.0))
	rsiLength := pol.DefInt("rsiLength", 14, core.PNorm(7, 30))
	rsiOverbought := pol.DefInt("rsiOverbought", 70, core.PNorm(60, 85))
	rsiOversold := pol.DefInt("rsiOversold", 30, core.PNorm(15, 40))
	volLength := pol.DefInt("volLength", 20, core.PNorm(10, 40))
	atrLength := pol.DefInt("atrLength", 14, core.PNorm(7, 30))
	atrMultiplierSL := pol.Def("atrMultiplierSL", 1.8, core.PNorm(1.0, 3.0))
	atrMultiplierTP := pol.Def("atrMultiplierTP", 2.5, core.PNorm(1.5, 5.0))

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

	// 确定预热数量，取所有指标中最大的周期
	warmupNum := fastLength
	if slowLength > warmupNum {
		warmupNum = slowLength
	}
	if rsiLength > warmupNum {
		warmupNum = rsiLength
	}
	if volLength > warmupNum {
		warmupNum = volLength
	}
	if atrLength > warmupNum {
		warmupNum = atrLength
	}
	// 额外增加1个K线用于突破确认
	warmupNum += 1

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		EachMaxLong:   1,    // 最多同时持有一个多头订单
		EachMaxShort:  1,    // 最多同时持有一个空头订单
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"8h"},
		OnStartUp: func(s *strat.StratJob) {
			// 初始化策略数据
			s.More = &StrategyData{atrValue: 0}
		},

		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			fastEMA := ta.EMA(e.Close, fastLength)
			slowEMA := ta.EMA(e.Close, slowLength)
			rsiValue := ta.RSI(e.Close, rsiLength)
			volMA := ta.SMA(e.Volume, volLength)
			atr := ta.ATR(e.High, e.Low, e.Close, atrLength)

			// 获取当前值
			closePrice := e.Close.Get(0)
			highPrev := e.High.Get(1)
			lowPrev := e.Low.Get(1)
			volume := e.Volume.Get(0)
			volMAValue := volMA.Get(0)
			rsi := rsiValue.Get(0)
			atrValue := atr.Get(0)
			maCross := fastEMA.Cross(slowEMA)

			// 检查数据有效性
			if math.IsNaN(closePrice) || math.IsNaN(highPrev) || math.IsNaN(lowPrev) ||
				math.IsNaN(volume) || math.IsNaN(volMAValue) || math.IsNaN(rsi) || math.IsNaN(atrValue) {
				return
			}

			// 存储ATR值以便在跟踪止损中使用
			data, _ := s.More.(*StrategyData)
			data.atrValue = atrValue

			// K线突破条件
			longCandleBreak := closePrice > highPrev
			shortCandleBreak := closePrice < lowPrev

			// 入场条件
			longCondition := maCross == 1 && rsi < float64(rsiOverbought) && volume > volMAValue && longCandleBreak
			shortCondition := maCross == -1 && rsi > float64(rsiOversold) && volume > volMAValue && shortCandleBreak

			// 执行交易
			if longCondition && len(s.LongOrders) == 0 {
				// 计算具体止损止盈价格
				longStop := closePrice - atrMultiplierSL*atrValue
				longTP := closePrice + atrMultiplierTP*atrValue

				s.OpenOrder(&strat.EnterReq{
					Tag:        "Long",
					Short:      false,
					OrderType:  core.OrderTypeMarket,
					StopLoss:   longStop,
					TakeProfit: longTP,
				})
			}

			if shortCondition && len(s.ShortOrders) == 0 {
				// 计算具体止损止盈价格
				shortStop := closePrice + atrMultiplierSL*atrValue
				shortTP := closePrice - atrMultiplierTP*atrValue

				s.OpenOrder(&strat.EnterReq{
					Tag:        "Short",
					Short:      true,
					OrderType:  core.OrderTypeMarket,
					StopLoss:   shortStop,
					TakeProfit: shortTP,
				})
			}
		},
	}
}