package trend

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/orm/ormo"
	"github.com/banbox/banbot/strat"
	ta "github.com/banbox/banta"
	"math"
)

/*
基于MACDEMAV2，修改做空部分。做空的表现和SMACrossV1很相似，导致趋同性回撤

压力位开空，止损为atr
盈利空间超过atr，设置止损为c+atr
盈利超过3倍atr，设置止损0.6
10个bar时，小亏，直接平仓
*/

func MACDEMAV3(p *config.RunPolicyConfig) *strat.TradeStrat {
	emaLen := p.DefInt("emaLen", 100, core.PNormF(30, 240, 100, 0))
	macdRt := p.Def("macdRt", 1, core.PNormF(0.7, 3, 1.2, 0))

	lenAtr := int(p.Def("atr", 29, core.PNorm(7, 40)))
	baseAtrLen := int(float64(lenAtr) * 4.3)
	mc1, mc2, mc3 := int(math.Round(12*macdRt)), int(math.Round(26*macdRt)), int(math.Round(9*macdRt))
	p.KeepHyperOnly("emaLen", "macdRt")

	stateKey := "state"
	return &strat.TradeStrat{
		WarmupNum:    500,
		EachMaxLong:  1,
		EachMaxShort: 1,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, lenAtr)
			atrBase := ta.Lowest(ta.Highest(atr, lenAtr), baseAtrLen).Get(0)
			atrVal := atr.Get(0)
			atrMa := (atrBase + atrVal) / 2

			ema := ta.EMA(e.Close, emaLen).Get(0)
			macd, signal := ta.MACD(e.Close, mc1, mc2, mc3)
			macdSub := macd.Get(0) - signal.Get(0)

			hh3 := ta.Highest(e.High, 3).Get(0)
			_, kdjD, _ := ta.KDJBy(e.High, e.Low, e.Close, 13, 3, 3, "sma")
			dSMA := ta.SMA(kdjD, 3)
			isYaLi := dSMA.Cross(80.5) == 1 // crossover

			if (c-ema)*macdSub > 0 {
				if macdSub < 0 {
					if len(s.LongOrders) > 0 {
						s.CloseOrders(&strat.ExitReq{
							Tag:  "closeL",
							Dirt: core.OdDirtLong,
						})
					}
				} else {
					//s.OpenOrder(&strat.EnterReq{
					//	Tag: "long",
					//})
				}
			}

			if len(s.ShortOrders) > 0 {
				low := e.Low.Get(0)
				for _, od := range s.ShortOrders {
					if od.Status < ormo.InOutStatusFullEnter {
						continue
					}
					// state: 0初始止损  1平衡止损c+atr  2盈利宽止损
					state := od.GetInfoFloat64(stateKey)
					bestRange := od.InitPrice - low
					sl := od.GetStopLoss()
					if bestRange > atrMa*2 || state == 2 {
						// 处于较好盈利
						newSl := c + bestRange*0.35
						if newSl < sl.Price {
							od.SetStopLoss(&ormo.ExitTrigger{Price: newSl, Tag: "good"})
							od.SetInfo(stateKey, 2)
						}
						continue
					}
					holdNum := e.BarCount(od.EnterAt)
					if holdNum > 9.5 && od.Profit < 0 {
						// 超过10个bar，依然亏，直接平
						s.CloseOrders(&strat.ExitReq{Tag: "exit10", OrderID: od.ID})
						continue
					}
					if bestRange > atrMa*0.6 || state == 1 {
						// 处于平衡状态
						newSL := c + atrMa*0.3
						if newSL < sl.Price {
							od.SetStopLoss(&ormo.ExitTrigger{Price: newSL, Tag: "zero"})
							od.SetInfo(stateKey, 1)
						}
					}
				}
			}

			if isYaLi && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:      "short",
					Short:    true,
					Limit:    hh3 - atrMa*0.5,
					StopLoss: hh3 + atrMa,
					StopBars: 7,
				})
			}
		},
	}
}