// 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/orm/ormo"
	"github.com/banbox/banbot/strat"
	ta "github.com/banbox/banta"
	"math"
)

func J4316(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	ema1Length := pol.DefInt("ema1_length", 19, core.PNorm(5, 50))
	ema2Length := pol.DefInt("ema2_length", 50, core.PNorm(20, 100))
	rsiOverbought := pol.DefInt("rsi_overbought", 70, core.PNorm(60, 80))
	rsiOversold := pol.DefInt("rsi_oversold", 30, core.PNorm(20, 40))
	macdFast := pol.DefInt("macd_fast", 12, core.PNorm(8, 16))
	macdSlow := pol.DefInt("macd_slow", 26, core.PNorm(20, 32))
	macdSignal := pol.DefInt("macd_signal", 9, core.PNorm(6, 12))
	atrLength := pol.DefInt("atr_length", 14, core.PNorm(7, 21))
	atrMult := pol.Def("atr_mult", 1.85, core.PNorm(1.5, 5))
	useVolume := pol.Def("use_volume", 1.0, core.PNorm(0.0, 1.0)) > 0.5 // 修复：使用Def代替DefBool
	volumeMult := pol.Def("volume_mult", 2.0, core.PNorm(1.0, 4.0))
	capitalRisk := pol.Def("capital_risk", 2.0, core.PNorm(0.5, 5.0)) / 100

	return &strat.TradeStrat{
		WarmupNum:     ema2Length + 20, // 确保所有指标都有足够数据
		HedgeOff:      true,            // 单向持仓模式
		EachMaxLong:   1,               // 最多一个多头订单
		EachMaxShort:  1,               // 最多一个空头订单
		DrawDownExit:  true,            // 启用回撤止盈
		RunTimeFrames: []string{"15m"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			ema1 := ta.EMA(e.Close, ema1Length)
			ema2 := ta.EMA(e.Close, ema2Length)
			rsi := ta.RSI(e.Close, 14)

			// 计算MACD
			macdLine := ta.EMA(e.Close, macdFast).Sub(ta.EMA(e.Close, macdSlow))
			macdSignalLine := ta.EMA(macdLine, macdSignal)
			macdHist := macdLine.Sub(macdSignalLine)

			// 计算ATR
			atr := ta.ATR(e.High, e.Low, e.Close, atrLength)

			// 计算成交量过滤条件
			volumeMA := ta.SMA(e.Volume, 20)
			volumeFilter := e.Volume.Get(0) > volumeMA.Get(0)*volumeMult

			// 检查数据有效性
			if math.IsNaN(ema1.Get(0)) || math.IsNaN(ema2.Get(0)) ||
				math.IsNaN(rsi.Get(0)) || math.IsNaN(macdHist.Get(0)) ||
				math.IsNaN(atr.Get(0)) {
				return
			}

			// 信号过滤 - 优化重复计算
			crossResult := ema1.Cross(ema2)
			emaCrossUp := crossResult == 1                        // 快速EMA上穿慢速EMA
			emaCrossDown := crossResult == -1                     // 快速EMA下穿慢速EMA
			rsiFilterLong := rsi.Get(0) > float64(rsiOversold)    // RSI高于超卖水平
			rsiFilterShort := rsi.Get(0) < float64(rsiOverbought) // RSI低于超买水平
			macdFilterLong := macdHist.Get(0) > 0                 // MACD柱状图为正
			macdFilterShort := macdHist.Get(0) < 0                // MACD柱状图为负
			volumeOk := !useVolume || volumeFilter                // 成交量条件满足

			// 生成交易信号
			longEntry := emaCrossUp && rsiFilterLong && macdFilterLong && volumeOk
			shortEntry := emaCrossDown && rsiFilterShort && macdFilterShort && volumeOk

			// 风险管理计算
			atrValue := atr.Get(0) // 修复：删除未使用的closePrice变量

			// 计算交易规模 - 修复基于ATR的交易规模计算
			riskAmount := s.Strat.GetStakeAmount(s) * capitalRisk
			tradeSize := riskAmount / math.Max(atrValue*atrMult, 1.0)

			// 计算追踪止损价格

			// 执行交易
			if longEntry && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:    "Long",
					Amount: tradeSize,
					// 修复：移除不存在的TrailOffset字段
				})
			}

			if shortEntry && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:    "Short",
					Short:  true,
					Amount: tradeSize,
					// 修复：移除不存在的TrailOffset字段
				})
			}
		},

		// 实现回撤止盈逻辑
		GetDrawDownExitRate: func(s *strat.StratJob, od *ormo.InOutOrder, maxChg float64) float64 {
			// 根据最大盈利回撤比例决定止盈
			if maxChg > 0.1 { // 盈利超过10%
				return 0.5 // 回撤50%止盈
			} else if maxChg > 0.05 { // 盈利超过5%
				return 0.7 // 回撤70%止盈
			}
			return 0 // 不设置回撤止盈
		},
	}
}