package s01

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

/*
此策略对应python原始策略名为PivotRev
*/

func MainV1(pol *config.RunPolicyConfig) *strat.TradeStrat {
	RsiBig = 60
	RsiSml = 14
	ThsBig = 20
	ThsSml = 30
	AtrLen = 14
	return &strat.TradeStrat{
		Version:      1,
		WarmupNum:    RsiBig,
		MinTfScore:   0.75,
		DrawDownExit: true,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			ma5 := ta.EMA(e.Close, 5)
			ma20 := ta.EMA(e.Close, 20)
			maX := ma5.Cross(ma20)

			rsiB := ta.RSI(e.Close, RsiBig).Get(0) - 50
			rsiS := ta.RSI(e.Close, RsiSml).Get(0) - 50

			atr := ta.ATR(e.High, e.Low, e.Close, AtrLen)
			basev1AtrLen := int(math.Round(float64(AtrLen) * 4.3))
			atrB := ta.Lowest(ta.Highest(atr, AtrLen), basev1AtrLen).Get(0)

			if math.Abs(float64(maX)) == 1 {
				// 均线交叉，顶底切换，允许开单
				s.More = nil
			} else if s.More != nil {
				// 禁止开单
				return
			}

			if math.Abs(rsiB) <= ThsBig || math.Abs(rsiS) <= ThsSml {
				// 未触发阈值，不开单
				return
			}

			s.More = true // 禁止同方向再次开单
			isShort := rsiB > 0
			odDirt := float64(1)
			if isShort {
				odDirt = -1
			}
			stopLoss := e.Close.Get(0) - max(atrB*3, atr.Get(0)*1.5)*odDirt
			err := s.OpenOrder(&strat.EnterReq{
				Tag:      "enter",
				Short:    isShort,
				StopLoss: stopLoss,
			})
			if err != nil {
				log.Error("open order fail", zap.String("pair", s.Symbol.Symbol),
					zap.String("stagy", s.Strat.Name), zap.Error(err))
			}
		},
	}
}