package llmjob

import (
	"math"

	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/strat"
	ta "github.com/banbox/banta"
)

func J4217(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	fastLength := pol.DefInt("fastLength", 9, core.PNorm(5, 20))
	maRate := pol.Def("maRate", 2.33, core.PNorm(1.5, 5))
	rsiLength := pol.DefInt("rsiLength", 14, core.PNorm(7, 21))
	rsiThreshold := pol.DefInt("rsiThreshold", 70, core.PNorm(60, 80))
	atrStopLoss := pol.Def("atrStopLoss", 2.0, core.PNorm(1.0, 4.0))
	atrPeriod := pol.DefInt("atrPeriod", 14, core.PNorm(7, 21))
	// 添加MACD参数配置
	macdFast := pol.DefInt("macdFast", 12, core.PNorm(8, 20))
	macdSlow := pol.DefInt("macdSlow", 26, core.PNorm(20, 40))
	macdSignal := pol.DefInt("macdSignal", 9, core.PNorm(5, 15))

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

	// 计算RSI超买超卖水平
	rsiOverboughtLevel := float64(rsiThreshold)
	rsiOversoldLevel := 100 - float64(rsiThreshold)

	return &strat.TradeStrat{
		WarmupNum:    slowLength + atrPeriod, // 确保有足够的数据计算指标
		HedgeOff:     true,                   // 单向持仓模式
		EachMaxLong:  1,                      // 最多开1个多单
		EachMaxShort: 1,                      // 最多开1个空单
		TimeFrames:   "8h",
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			fastMA := ta.EMA(e.Close, fastLength)
			slowMA := ta.EMA(e.Close, slowLength)
			rsi := ta.RSI(e.Close, rsiLength)
			// 使用配置的MACD参数
			macdLine, signalLine := ta.MACD(e.Close, macdFast, macdSlow, macdSignal)
			atr := ta.ATR(e.High, e.Low, e.Close, atrPeriod)

			// 获取最新值
			fastMAVal := fastMA.Get(0)
			slowMAVal := slowMA.Get(0)
			rsiVal := rsi.Get(0)
			atrVal := atr.Get(0)

			// 检查数据有效性
			if math.IsNaN(fastMAVal) || math.IsNaN(slowMAVal) || math.IsNaN(rsiVal) || math.IsNaN(atrVal) {
				return
			}

			// 判断趋势
			bullishTrend := fastMAVal > slowMAVal
			bearishTrend := fastMAVal < slowMAVal

			// 生成交易信号
			longCondition := bullishTrend && rsiVal < rsiOverboughtLevel && macdLine.Cross(signalLine) == 1
			shortCondition := bearishTrend && rsiVal > rsiOversoldLevel && macdLine.Cross(signalLine) == -1

			// 计算止损距离
			stopLossDistance := atrVal * atrStopLoss

			// 执行交易操作
			if longCondition && len(s.LongOrders) == 0 {
				// 开多单
				s.OpenOrder(&strat.EnterReq{
					Tag:         "Long",
					Short:       false,
					StopLossVal: stopLossDistance,
					StopLossTag: "ATR Stop Loss",
				})
			}

			if shortCondition && len(s.ShortOrders) == 0 {
				// 开空单
				s.OpenOrder(&strat.EnterReq{
					Tag:         "Short",
					Short:       true,
					StopLossVal: stopLossDistance,
					StopLossTag: "ATR Stop Loss",
				})
			}

			// 平仓条件
			if len(s.LongOrders) > 0 && (bearishTrend || rsiVal > rsiOverboughtLevel) {
				// 平多单
				s.CloseOrders(&strat.ExitReq{
					Tag:  "Close Long",
					Dirt: core.OdDirtLong,
				})
			}

			if len(s.ShortOrders) > 0 && (bullishTrend || rsiVal < rsiOversoldLevel) {
				// 平空单
				s.CloseOrders(&strat.ExitReq{
					Tag:  "Close Short",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}