package s01

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

type S1More struct {
	JumpRates map[int64]float64
	HitNum    int // 记录当前是否已开过单。对于单边行情，为避免重复开单，只有当rsi转折时才开单
}

func MainV2(pol *config.RunPolicyConfig) *strat.TradeStrat {
	RsiSml = 14
	ThsSml = 40
	AtrLen = 14
	return &strat.TradeStrat{
		Version:      1,
		WarmupNum:    RsiBig,
		MinTfScore:   0.1,
		DrawDownExit: true,
		BatchInOut:   true,
		OnStartUp: func(s *strat.StratJob) {
			s.More = &S1More{
				JumpRates: make(map[int64]float64),
			}
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			rsi := ta.RSI(e.Close, RsiSml)
			rsiS := rsi.Get(0) - 50
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)

			m, _ := s.More.(*S1More)

			// 检查是否RSI多次触发，且首次转折
			openOK := m.HitNum > 1 && math.Abs(rsiS) < math.Abs(rsi.Get(1)-50)
			if math.Abs(rsiS) < ThsSml && !openOK {
				// rsi低于阈值，且不属于多次触发后转折
				m.HitNum = 0
				return
			}
			if rsiS > 0 && len(s.ShortOrders) > 0 || rsiS < 0 && len(s.LongOrders) > 0 {
				// 已有入场订单，不重复开单
				return
			}
			m.HitNum += 1
			if m.HitNum > 1 && !openOK {
				// 重复触发，只允许rsi调头时第二次入场
				return
			}
			c := e.Close.Get(0)
			stopLoss := c - atr*2
			tag := "long"
			if rsiS > 0 {
				stopLoss = c + atr*2
				tag = "short"
			}
			err := s.OpenOrder(&strat.EnterReq{
				Tag:      tag,
				Short:    rsiS > 0,
				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))
			}
		},
		OnBatchJobs: func(jobs []*strat.StratJob) {
			openNum := float64(0)
			for _, j := range jobs {
				if len(j.Entrys) > 0 {
					openNum += 1
				}
			}
			openRate := openNum / float64(len(jobs))
			// 这里无需限制openRate的上限，前面已禁止单个趋势重复多次开单
			if openRate < 0.2 {
				for _, j := range jobs {
					j.Entrys = nil
				}
				return
			}
			log.Info(fmt.Sprintf("%s open orders, num: %v, total: %v, rate: %.2f",
				btime.ToDateStr(btime.TimeMS(), ""), openNum, len(jobs), openRate))
		},
		GetDrawDownExitRate: func(s *strat.StratJob, od *ormo.InOutOrder, maxChg float64) float64 {
			more, _ := s.More.(*S1More)
			jumpRate, ok := more.JumpRates[od.ID]
			if !ok {
				e := s.Env
				jumpRate = (e.Close.Get(RsiSml)/e.Close.Get(0) - 1) * 0.3
				more.JumpRates[od.ID] = jumpRate
			}
			var rate float64
			switch {
			case maxChg > jumpRate*15:
				rate = 0.15
			case maxChg > jumpRate*10:
				rate = 0.17
			case maxChg > jumpRate*3:
				rate = 0.25
			case maxChg > jumpRate*1:
				rate = 0.37
			case maxChg > jumpRate*0.5:
				rate = 0.5
			default:
				rate = 0
			}
			return rate
		},
	}
}