package llmjob

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

func J5743(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	fastPeriod := pol.DefInt("fastPeriod", 12, core.PNorm(5, 20))
	macdRate := pol.Def("macdRate", 2.17, core.PNorm(1.5, 4))
	signalPeriod := pol.DefInt("signalPeriod", 9, core.PNorm(5, 15))
	stopLossBars := pol.DefInt("stopLossBars", 4, core.PNorm(1, 10))
	riskRewardRatio := pol.Def("riskRewardRatio", 2, core.PNorm(1, 3))
	direction := pol.DefInt("direction", 2, core.PUniform(0, 2)) // 0: long, 1: short, 2: both

	// 计算慢速周期
	slowPeriod := int(float64(fastPeriod) * macdRate)

	// 确定预热数量，取所有参数中的最大值
	warmupNum := fastPeriod
	if slowPeriod > warmupNum {
		warmupNum = slowPeriod
	}
	if signalPeriod > warmupNum {
		warmupNum = signalPeriod
	}
	if stopLossBars > warmupNum {
		warmupNum = stopLossBars
	}

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		EachMaxLong:   1,    // 最多一个做多订单
		EachMaxShort:  1,    // 最多一个做空订单
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"8h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算MACD指标
			macdLine, signalLine := ta.MACD(e.Close, fastPeriod, slowPeriod, signalPeriod)

			// 获取当前值
			macdVal := macdLine.Get(0)
			signalVal := signalLine.Get(0)
			closePrice := e.Close.Get(0)

			// 计算直方图值
			histVal := macdVal - signalVal

			// 检测交叉信号
			macdCross := macdLine.Cross(signalLine)
			longSignal := macdCross == 1 && histVal > 0   // MACD金叉且直方图为正
			shortSignal := macdCross == -1 && histVal < 0 // MACD死叉且直方图为负

			// 计算止损价格
			longStopLoss := ta.Lowest(e.Low, stopLossBars).Get(0)
			shortStopLoss := ta.Highest(e.High, stopLossBars).Get(0)

			// 检查止损价格有效性
			if math.IsNaN(longStopLoss) || math.IsNaN(shortStopLoss) {
				return
			}

			// 执行做多交易
			if direction != 1 && longSignal && len(s.LongOrders) == 0 {
				// 计算止盈价格
				distance := closePrice - longStopLoss
				takeProfit := closePrice + distance*riskRewardRatio

				s.OpenOrder(&strat.EnterReq{
					Tag:        "Larga",
					Short:      false,
					OrderType:  core.OrderTypeMarket,
					StopLoss:   longStopLoss,
					TakeProfit: takeProfit,
				})
			}

			// 执行做空交易
			if direction != 0 && shortSignal && len(s.ShortOrders) == 0 {
				// 计算止盈价格
				distance := shortStopLoss - closePrice
				takeProfit := closePrice - distance*riskRewardRatio

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