package hammer

import (
	"fmt"
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/strat"
	"github.com/banbox/banexg"
	ta "github.com/banbox/banta"
	"math"
)

/*
加入RSI低于55限制，同时调低atr倍率，允许更多机会。
测试效果不如V4，弃用
*/

const (
	v5AtrLen   = 14
	v5WatchMin = 5   // 入场后观察后续蜡烛的最少个数
	v5WatchMax = 100 // 入场后观察后续蜡烛的最多个数
	v5RefNum   = 20  // 回顾历史回撤的数量
)

func makeV5OnBar(atrLen, refNum, watchMin, watchMax int, baseRate float64) func(s *strat.StratJob) {
	return func(s *strat.StratJob) {
		e := s.Env
		ma5 := ta.SMA(e.Close, 5).Get(0)
		atr := ta.ATR(e.High, e.Low, e.Close, atrLen)
		baseAtrLen := int(math.Round(float64(atrLen) * 4.3))
		atrBase := ta.Lowest(ta.Highest(atr, atrLen), baseAtrLen).Get(0)

		rsiCol := ta.RSI(e.Close, 20)
		rsi, rsiPrv := rsiCol.Get(0), rsiCol.Get(1)

		more, _ := s.More.(*MoreHammer)

		if math.IsNaN(atrBase) {
			return
		}
		rsiOk := rsiPrv >= 70 && rsiPrv-rsi > 30 || (rsiPrv+rsi)/2 < 55
		if !rsiOk {
			return
		}
		o, h, l, c := e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0)
		v := e.Volume.Get(0)
		solid := math.Abs(o - c)
		btm := min(o, c) - l
		up := h - max(o, c)
		if btm > max(2.0*solid, up*5.0, atrBase*baseRate) && c < ma5 {
			// 检查是否处于信号后观察模式
			CloseWatch(s, more, refNum)
			// 开始新观察
			bar := &banexg.Kline{Time: e.TimeStart, Open: o, High: h, Low: l, Close: c, Volume: v}
			StartWatch(e, more, bar, btm/atrBase)
			// 创建入场订单
			limit := c - (c-l)*more.backRate*0.55
			stopLoss := c - atr.Get(0)*3.0
			if stopLoss >= limit {
				stopLoss = limit - atr.Get(0)
			}
			err := s.OpenOrder(&strat.EnterReq{
				Tag:      "long",
				Limit:    limit,
				StopLoss: stopLoss,
			})
			if err != nil {
				fmt.Printf("open fail %v", err)
			}
		} else if more.lastEnt > 0 {
			// 更新观察数据
			UpdateWatch(s, more, c, l, watchMin, watchMax, refNum)
		}
	}
}

func MainV5(pol *config.RunPolicyConfig) *strat.TradeStrat {
	return &strat.TradeStrat{
		Version:       1,
		WarmupNum:     3000,
		MinTfScore:    0.75,
		DrawDownExit:  true,
		StopEnterBars: 10,
		OnStartUp: func(s *strat.StratJob) {
			s.More = &MoreHammer{
				odInfos: map[int64]*OdInfo{},
			}
		},
		OnBar:         makeV5OnBar(v5AtrLen, v5RefNum, v5WatchMin, v5WatchMax, 2.2),
		OnOrderChange: onOrderChange,
		GetDrawDownExitRate: makeDrawDownExit(0.8, [][2]float64{
			{0.625, 0.25},
			{0.3, 0.37},
			{0.15, 0.5},
		}),
	}
}