package old

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

func MACD(pol *config.RunPolicyConfig) *strat.TradeStrat {
	return &strat.TradeStrat{
		Version:      1,
		WarmupNum:    300,
		MinTfScore:   0.75,
		DrawDownExit: true,
		OnStartUp:    onStartUp,
		OnBar:        onBar,
	}
}

type MoreMACD struct {
	*com.ExmTrace
	max1  *com.ExmItem
	max2  *com.ExmItem
	slope float64 // 斜率
	delta float64 // 直线偏移值
}

/*
val: 当前指标值
pNum： 前一个索引
ptime：前一个时间戳
*/
func (m *MoreMACD) update(val float64, pNum int, ptime int64) bool {
	if m.ExmTrace.Update(val, pNum, ptime) {
		var exm *com.ExmItem
		last := m.Hist[len(m.Hist)-1]
		if last.Valid && m.ExmTrace.Expect < 0 {
			exm = last
		} else if len(m.Hist) > 1 && m.ExmTrace.Expect > 0 {
			exm = m.Hist[len(m.Hist)-2]
		} else {
			return false
		}
		// 更新最高点和次高点
		if m.max1 == nil || exm.Value >= m.max1.Value {
			m.max1 = exm
			m.max2 = nil
		} else if m.max1 != nil && pNum-exm.BarNum > 500 {
			// 最高点超过500个bar过期
			if m.max2 != nil && m.max2.Value > exm.Value {
				exm = m.max2
			}
			m.max1 = m.max2
			m.max2 = nil
		} else if m.max2 == nil || exm.Value > m.max2.Value {
			m.max2 = exm
			return true
		}
	}
	return false
}

func onStartUp(s *strat.StratJob) {
	s.More = &MoreMACD{
		ExmTrace: &com.ExmTrace{},
	}
}

func onBar(s *strat.StratJob) {
	e := s.Env
	macd, _ := ta.MACD(e.Close, 12, 26, 9)
	atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)

	m, _ := s.More.(*MoreMACD)

	c := e.Close.Get(0)

	if m.slope > 0 && m.max1 != nil && m.max2 != nil {
		point := m.slope*float64(e.BarNum) + m.delta
		tag := ""
		stopLoss := float64(0)
		if c-atr*2 > point && len(s.LongOrders) == 0 {
			// 突破压力线，做多
			tag = "long"
			stopLoss = point - atr
		} else if c+atr*0.5 > point && c <= point+atr && len(s.ShortOrders) == 0 {
			// 触发压力线，开空
			tag = "short"
			stopLoss = max(c, point) + atr*2
		}
		if tag != "" && !s.IsWarmUp {
			price1 := e.Close.Get(e.BarNum - m.max1.BarNum)
			price2 := e.Close.Get(e.BarNum - m.max2.BarNum)
			date := btime.ToDateStr(e.TimeStop, "")
			date1 := btime.ToDateStr(m.max1.TimeMS, "")
			date2 := btime.ToDateStr(m.max2.TimeMS, "")
			log.Info(fmt.Sprintf("%s open %s, %s %s %.5f  -  %s %.5f", date, tag, s.Symbol.Symbol,
				date1, price1, date2, price2))
			err := s.OpenOrder(&strat.EnterReq{
				Tag:      tag,
				StopLoss: stopLoss,
				Short:    tag == "short",
			})
			if err != nil {
				log.Error("open fail", zap.Error(err))
			}
		}

	}

	if m.update(macd.Get(0), e.BarNum-1, e.TimeStart-e.TFMSecs) {
		price1 := e.Close.Get(e.BarNum - m.max1.BarNum)
		price2 := e.Close.Get(e.BarNum - m.max2.BarNum)
		// 更新斜率和偏移值
		m.slope = (price2 - price1) / float64(m.max2.BarNum-m.max1.BarNum)
		m.delta = price1 - m.slope*float64(m.max1.BarNum)
		//date1 := btime.ToDateStr(m.max1.TimeMS, "")
		//date2 := btime.ToDateStr(m.max2.TimeMS, "")
		//log.Info(fmt.Sprintf("update pt2, %s %s %.5f  -  %s %.5f", s.Symbols.Symbols,
		//	date1, price1, date2, price2))
	}
}