package llmjob

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

func J4994(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	rsiLength := pol.DefInt("RSIlength", 14, core.PNorm(5, 50))
	rsiTop := pol.Def("RSItop", 70.0, core.PNorm(69, 90))
	rsiBottom := pol.Def("RSIbottom", 35.0, core.PNorm(20, 40))
	rvolLenRatio := pol.Def("rvolLenRatio", 1.0, core.PNorm(0.5, 3.0))
	rvolThreshold := pol.Def("RVOLthreshold", 1.5, core.PNorm(1.2, 3.0))

	// 计算实际成交量周期
	rvolLen := int(float64(rsiLength) * rvolLenRatio)

	return &strat.TradeStrat{
		Name:          "RelativeVolumeStrategy",
		WarmupNum:     rsiLength + rvolLen + 1,
		HedgeOff:      true, // 单向持仓模式
		EachMaxLong:   1,    // 最多1个多头仓位
		EachMaxShort:  1,    // 最多1个空头仓位
		RunTimeFrames: []string{"4h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			volume := e.Volume.Get(0)

			// 计算RSI指标
			rsiVal := ta.RSI(e.Close, rsiLength)
			currentRSI := rsiVal.Get(0)

			// 计算相对成交量
			avgVolume := ta.SMA(e.Volume, rvolLen)
			rvolVal := volume / avgVolume.Get(0)

			// 检测RSI交叉信号
			rsiCrossTop := rsiVal.Cross(rsiTop)
			rsiCrossBottom := rsiVal.Cross(rsiBottom)

			// 多头条件：RSI上穿阈值且成交量放大
			longCondition := rsiCrossTop == 1 && rvolVal > rvolThreshold
			// 空头条件：RSI下穿阈值且成交量放大
			shortCondition := rsiCrossBottom == -1 && rvolVal > rvolThreshold
			// 平多条件：RSI回落
			closeLong := currentRSI < 69
			// 平空条件：RSI反弹
			closeShort := currentRSI > 35

			// 执行交易逻辑
			hasLong := len(s.LongOrders) > 0
			hasShort := len(s.ShortOrders) > 0

			// 多头开仓
			if longCondition && !hasLong {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Long",
					Short: false,
				})
			}

			// 多头平仓
			if closeLong && hasLong {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "CloseLong",
					Dirt: core.OdDirtLong,
				})
			}

			// 空头开仓
			if shortCondition && !hasShort {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Short",
					Short: true,
				})
			}

			// 空头平仓
			if closeShort && hasShort {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "CloseShort",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}