package old

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/strat"
	"github.com/banbox/banexg/log"
	ta "github.com/banbox/banta"
	"go.uber.org/zap"
)

/*
适合4h，收益很不稳定
*/

func BreakOutV1(pol *config.RunPolicyConfig) *strat.TradeStrat {
	periodBig := 200
	periodSml := 30
	return &strat.TradeStrat{
		Version:    1,
		WarmupNum:  periodBig,
		MinTfScore: 0.75,
		//DrawDownExit: true,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			hhBig := ta.Highest(e.Close, periodBig).Get(1)
			//llSml := ta.Lowest(e.Close, periodSml).Get(1)
			llBig := ta.Lowest(e.Close, periodBig).Get(1)
			//hhSml := ta.Highest(e.Close, periodSml).Get(1)
			maSml := ta.SMA(e.Close, periodSml)
			maBig := ta.SMA(e.Close, periodBig)
			maX := maSml.Cross(maBig)
			c := e.Close.Get(0)
			openTag := ""
			closeTag := ""
			if len(s.LongOrders) == 0 && c >= hhBig {
				openTag = "long"
			} else if len(s.ShortOrders) == 0 && c <= llBig {
				openTag = "short"
			}
			if maX == 1 {
				closeTag = "xshort"
			} else if maX == -1 {
				closeTag = "xlong"
			}
			//if len(s.LongOrders) > 0 && c <= llSml {
			//	closeTag = "xlong"
			//} else if len(s.ShortOrders) > 0 && c >= hhSml {
			//	closeTag = "xshort"
			//}
			if openTag != "" {
				err := s.OpenOrder(&strat.EnterReq{
					Tag:   openTag,
					Short: openTag == "short",
				})
				if err != nil {
					log.Error("open fail", zap.Error(err))
				}
			}
			if closeTag != "" {
				dirt := core.OdDirtLong
				if closeTag == "xshort" {
					dirt = core.OdDirtShort
				}
				err := s.CloseOrders(&strat.ExitReq{
					Tag:  closeTag,
					Dirt: dirt,
				})
				if err != nil {
					log.Error("close fail", zap.Error(err))
				}
			}
		},
	}
}