package trend

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

/*
来自视频号：落升聊股：周K线+CCI指标，操作简单，只看执行力
适用于4H，48品种，210101-241101，收益725%，回撤23%，夏普5.14
熊市期间有回撤
*/

func CciMa(p *config.RunPolicyConfig) *strat.TradeStrat {
	cciLen := p.DefInt("cciLen", 89, core.PNorm(50, 200))
	maLen := p.DefInt("maLen", 20, core.PNorm(10, 40))
	tpRate := p.Def("tpRate", 3, core.PNorm(1, 5))
	slRate := p.Def("slRate", 2, core.PNorm(1, 3))
	return &strat.TradeStrat{
		WarmupNum: 100,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			cci := ta.CCI(e.Close, cciLen).Get(0)
			ma := ta.SMA(e.Close, maLen).Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
			dirt := float64(0)
			if c > ma && cci > 0 && len(s.LongOrders) == 0 {
				dirt = 1
			} else if c < ma && cci < 0 && len(s.ShortOrders) == 0 {
				dirt = -1
			}
			if dirt != 0 {
				sl := atr * slRate
				tp := sl * tpRate
				//limit, sl, tp := atr*0.7, atr*3, atr*9
				//if dirt < 0 {
				//	limit, sl, tp = atr*0.2, atr*1.6, atr*4
				//}
				s.OpenOrder(&strat.EnterReq{
					Tag: fmt.Sprintf("%v", dirt),
					//Limit:         c - limit*dirt,
					Short:         dirt < 0,
					StopLossVal:   sl,
					TakeProfitVal: tp,
				})
			}
		},
	}
}