package llmjob

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

// StrategyMore 存储每个品种的策略状态
type StrategyMore struct {
	LastBarNum float64 // 上次交易的K线编号
}

// MultiEMACross 多重均线交叉与时间间隔整合策略
func J4225(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	emaBasePeriod := pol.DefInt("emaBasePeriod", 4, core.PNorm(3, 15))
	emaMidRatio := pol.Def("emaMidRatio", 2.1, core.PNorm(1.5, 4))
	emaSlowRatio := pol.Def("emaSlowRatio", 10, core.PNorm(5, 20))
	timeInterval := pol.DefInt("timeInterval", 35, core.PNorm(10, 100))
	atrMultiplier := pol.Def("atrMultiplier", 1.9, core.PNorm(0.5, 5))

	// 计算EMA周期
	emaMidPeriod := int(float64(emaBasePeriod) * emaMidRatio)
	emaSlowPeriod := int(float64(emaBasePeriod) * emaSlowRatio)

	// 确定预热K线数量，取最慢EMA周期的2倍
	warmupNum := emaSlowPeriod * 2

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"8h"},
		OnStartUp: func(s *strat.StratJob) {
			// 初始化每个品种的策略状态
			s.More = &StrategyMore{
				LastBarNum: -1, // 初始化为-1，表示尚未交易
			}
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			m, _ := s.More.(*StrategyMore)

			// 计算EMA指标
			emaFast := ta.EMA(e.Close, emaBasePeriod)
			emaMid := ta.EMA(e.Close, emaMidPeriod)
			emaSlow := ta.EMA(e.Close, emaSlowPeriod)

			// 计算ATR用于动态止盈止损
			atr := ta.ATR(e.High, e.Low, e.Close, 14)
			atrVal := atr.Get(0)

			// 检查EMA交叉条件 - 修复重复计算问题
			fastCrossSlow := emaFast.Cross(emaSlow)
			midCrossSlow := emaMid.Cross(emaSlow)
			fastCrossSlowUp := fastCrossSlow == 1    // 快线上穿慢线
			midCrossSlowUp := midCrossSlow == 1      // 中线上穿慢线
			fastCrossSlowDown := fastCrossSlow == -1 // 快线下穿慢线
			midCrossSlowDown := midCrossSlow == -1   // 中线下穿慢线

			// 生成交易信号
			buyCondition := fastCrossSlowUp && midCrossSlowUp
			sellCondition := fastCrossSlowDown && midCrossSlowDown

			// 检查时间间隔是否满足要求
			currentBarNum := e.BarCount(0)
			barsSinceLastTrade := currentBarNum - m.LastBarNum
			timeElapsedOk := m.LastBarNum == -1 || barsSinceLastTrade >= float64(timeInterval)

			// 如果有交易信号且时间间隔满足要求
			if (buyCondition || sellCondition) && timeElapsedOk {
				// 先平掉所有现有仓位
				if len(s.LongOrders) > 0 || len(s.ShortOrders) > 0 {
					s.CloseOrders(&strat.ExitReq{
						Tag:   "close_all",
						Dirt:  core.OdDirtBoth,
						Force: true,
					})
				}

				// 计算止盈止损价格
				stopLossDist := atrVal * atrMultiplier
				takeProfitDist := stopLossDist * 1.67 // 保持5:3的盈亏比

				// 根据信号方向开仓
				if buyCondition {
					s.OpenOrder(&strat.EnterReq{
						Tag:           "Buy",
						Short:         false,
						OrderType:     core.OrderTypeMarket,
						StopLossVal:   stopLossDist,
						TakeProfitVal: takeProfitDist,
						StopLossTag:   "stop_loss",
						TakeProfitTag: "take_profit",
					})
					m.LastBarNum = currentBarNum
				} else if sellCondition {
					s.OpenOrder(&strat.EnterReq{
						Tag:           "Sell",
						Short:         true,
						OrderType:     core.OrderTypeMarket,
						StopLossVal:   stopLossDist,
						TakeProfitVal: takeProfitDist,
						StopLossTag:   "stop_loss",
						TakeProfitTag: "take_profit",
					})
					m.LastBarNum = currentBarNum
				}
			}
		},
	}
}