package trend

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/strat"
	ta "github.com/banbox/banta"
	"strconv"
)

/*
版本1：备份：2025/02/23

原始灵感：https://www.fmz.com/strategy/442547
已改动了大部分

测试在4h上表现最佳；210101-241101,48个品种
收益1919%，回撤23%，夏普5.5
添加adx过滤，收益增加
测试使用ATRBase显著收益下降
*/
type supFlwMore struct {
	enter   *strat.EnterReq
	exitIds []int64
}

func SuperFollow(p *config.RunPolicyConfig) *strat.TradeStrat {
	atrLen := 14 // 默认12
	mult := p.Def("mult", 1.4, core.PNorm(0.7, 2.5))
	sRate := p.Def("sRate", 1.1, core.PNorm(0.7, 1.8))
	slAtr := p.Def("slAtr", 1.6, core.PNorm(1, 2.5))
	tpRate := p.Def("tpRate", 3, core.PNorm(1.7, 5.5))
	shortMult := -mult * sRate
	return &strat.TradeStrat{
		WarmupNum:    200,
		EachMaxShort: 1,
		EachMaxLong:  1,
		//OnStartUp: func(s *strat.StratJob) {
		//	s.More = &supFlwMore{}
		//},
		//OnPairInfos: func(s *strat.StratJob) []*strat.PairSub {
		//	return []*strat.PairSub{
		//		{"_cur_", "4h", 200},
		//	}
		//},
		//OnBar: func(s *strat.StratJob) {
		//	m, _ := s.More.(*supFlwMore)
		//	if m.enter != nil {
		//		s.OpenOrder(m.enter)
		//		m.enter = nil
		//	} else if len(m.exitIds) > 0 {
		//		for _, id := range m.exitIds {
		//			s.CloseOrders(&strat.ExitReq{Tag: "tooLong", OrderID: id})
		//		}
		//		m.exitIds = nil
		//	}
		//},
		//OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
		//	m, _ := s.More.(*supFlwMore)
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			o, c := e.Open.Get(0), e.Close.Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, atrLen).Get(0)
			dist := (c - o) / atr

			adx := ta.ADX(e.High, e.Low, e.Close, 30).Get(0)

			openDirt := 0
			overRate := 0.0
			if len(s.ShortOrders) == 0 && dist < shortMult && adx < 20 {
				openDirt = -1
				overRate = dist / shortMult
			} else if len(s.LongOrders) == 0 && dist > mult {
				openDirt = 1
				overRate = dist / mult
			}
			if openDirt != 0 {
				costRate := overRate * 1.1
				s.OpenOrder(&strat.EnterReq{
					Tag:           strconv.Itoa(openDirt),
					Short:         openDirt < 0,
					TakeProfitVal: atr * slAtr * tpRate * overRate,
					StopLossVal:   atr * slAtr * overRate,
					CostRate:      costRate,
				})
			} else {
				// 长期未关闭的，超过200个平仓
				odList := s.GetOrders(core.OdDirtBoth)
				for _, od := range odList {
					holdNum := e.BarCount(od.EnterAt)
					if holdNum > 200 {
						s.CloseOrders(&strat.ExitReq{Tag: "tooLong", OrderID: od.ID})
					}
				}
			}
		},
	}
}