package ma1

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

func Main(pol *config.RunPolicyConfig) *strat.TradeStrat {
	return MainV2_1(pol)
}

var (
	// 这里是默认参数，请尽量在MainVX()中修改，不要在这里修改
	periodBig    = 30
	periodSml    = 10
	parentRate   = 0.7
	periodParBig = int(float64(periodBig) * parentRate)
	periodParSml = int(float64(periodSml) * parentRate)
	sampleNum    = 500 // 斜率采样数量
	sampleStep   = 2   // 斜率计算间隔
	atrLen       = 14
	openOffRate  = float64(0)  // 开单时，从均线偏移基准ATR的倍数
	goodRate     = float64(10) // 收益超过此倍数的ATR时，将止损更新为均线
	badRate      = float64(5)  // 损失超过此倍数的ATR时，止损退出
)

type MoreType struct {
	*com.Slop
	hitGoods map[int64]bool // 触发goodRate的订单ID，允许每个bar更新止损
	open     int            // 1开多  -1开空
}

func onStartUp(s *strat.StratJob) {
	s.More = &MoreType{
		Slop:     com.NewSlop(sampleNum, 0.25),
		hitGoods: make(map[int64]bool),
	}
}

func onInfoMaCross(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
	smaSml := ta.SMA(e.Close, periodParSml)
	smaBig := ta.SMA(e.Close, periodParBig)
	x := smaSml.Cross(smaBig)
	more, _ := s.More.(*MoreType)
	if x == 1 || x == -1 {
		more.Dirt = x
	}
}

func onInfoMaSlop(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
	sma := ta.SMA(e.Close, periodParBig)
	prevSma := sma.Get(sampleStep)
	if e.BarNum%sampleStep > 0 || math.IsNaN(prevSma) {
		return
	}
	more, _ := s.More.(*MoreType)
	curSma := sma.Get(0)
	slop := (curSma - prevSma) / curSma
	//more.Slop.Update(e.BarNum, slop)
	if slop > 0 {
		more.Dirt = 1
	} else {
		more.Dirt = -1
	}
}