package trend

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

func fastIO(p *config.RunPolicyConfig) *strat.TradeStrat {
	lenAtr := 15
	baseAtrLen := int(math.Round(float64(lenAtr) * 4.3))
	return &strat.TradeStrat{
		WarmupNum:    100,
		EachMaxLong:  1,
		EachMaxShort: 1,
		DrawDownExit: true,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			rsi4 := ta.RSI50(e.Close, 4).Get(0)
			rsi14 := ta.RSI50(e.Close, 14).Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, lenAtr)
			atrBase := ta.Lowest(ta.Highest(atr, lenAtr), baseAtrLen).Get(0)

			if rsi4 > 30 && rsi14 > 25 && rsi14 < 40 {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "long",
					StopLossVal:   atrBase,
					TakeProfitVal: atrBase * 2.5,
				})
			} else if rsi4 < -30 && rsi14 < -25 && rsi14 > -40 {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "short",
					Short:         true,
					StopLossVal:   atrBase,
					TakeProfitVal: atrBase * 2.5,
				})
			}
		},
		GetDrawDownExitRate: func(s *strat.StratJob, od *ormo.InOutOrder, maxChg float64) float64 {
			sl := od.GetStopLoss()
			if sl == nil {
				return 0
			}
			slRate := sl.Range / od.Enter.Average
			if maxChg > slRate {
				return 0.63
			}
			return 0
		},
	}
}