package llmjob

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

func J6969(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	moveLimit := pol.Def("moveLimit", 69, core.PNorm(50, 90))    // 大幅移动阈值百分比
	maLength := pol.DefInt("maLength", 150, core.PNorm(50, 300)) // 均线过滤周期

	return &strat.TradeStrat{
		WarmupNum:  maLength + 3, // 预热数量：均线周期 + 3根K线用于形态判断
		HedgeOff:   true,         // 修改为单向持仓模式，与原始Pine Script行为一致
		TimeFrames: "3d",
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算均线指标
			ma := ta.SMA(e.Close, maLength)

			// 判断K线形态
			// downBar: 当前K线是否为阴线
			downBar := e.Open.Get(0) > e.Close.Get(0)
			downBar1 := e.Open.Get(1) > e.Close.Get(1)
			downBar2 := e.Open.Get(2) > e.Close.Get(2)

			// isThreeDown: 连续三根阴线
			isThreeDown := downBar && downBar1 && downBar2
			// isThreeUp: 连续三根阳线
			isThreeUp := !downBar && !downBar1 && !downBar2

			// 计算大幅移动指标
			// isBigMoveDown: 当前K线实体占整个波段的百分比超过阈值
			highLowRange0 := e.High.Get(0) - e.Low.Get(0)
			isBigMoveDown := ((e.Open.Get(0) - e.Close.Get(0)) / (0.001 + highLowRange0)) > moveLimit/100.0

			// 复用 highLowRange0 变量，避免重复计算
			isBigMoveUp := ((e.Close.Get(0) - e.Open.Get(0)) / (0.001 + highLowRange0)) > moveLimit/100.0

			// 生成交易信号
			// isLongBuy: 连续三阴且最后一根是大跌
			isLongBuy := isThreeDown && isBigMoveDown
			// isLongExit: 收盘价突破前一根K线的最高价
			isLongExit := e.Close.Get(0) > e.High.Get(1)

			// isShortBuy: 连续三阳且最后一根是大涨
			isShortBuy := isThreeUp && isBigMoveUp
			// isShortExit: 收盘价跌破前一根K线的最低价
			isShortExit := e.Close.Get(0) < e.Low.Get(1)

			// 执行交易逻辑
			// 多头入场
			if isLongBuy {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Entry Long",
					Short: false,
				})
			}

			// 多头出场
			if isLongExit {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "Entry Long",
					Dirt: core.OdDirtLong,
				})
			}

			// 空头入场（需要满足价格低于均线的过滤条件）
			if isShortBuy && e.Close.Get(0) < ma.Get(0) {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Entry Short",
					Short: true,
				})
			}

			// 空头出场
			if isShortExit {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "Entry Short",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}