package trend

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

/*
初版：https://jesse.trade/strategies/trendswingtrader-v1
去掉e1<c或e1>c后，更不稳定
adx对部分条件应用会更好，直接全部过滤略差
加入海龟资金管理&ER开仓系数后表现略差
*/

func swing(p *config.RunPolicyConfig) *strat.TradeStrat {
	slRate := p.Def("slRate", 4.5, core.PNorm(0.5, 5))
	tpRate := p.Def("tpRate", 8, core.PNorm(3, 13))
	return &strat.TradeStrat{
		WarmupNum: 200,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			adx := ta.ADX(e.High, e.Low, e.Close, 14).Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
			e1 := ta.EMA(e.Close, 30).Get(0)
			e2 := ta.EMA(e.Close, 50).Get(0)
			e3 := ta.EMA(e.Close, 120).Get(0)
			openRate := float64(1)
			trend := float64(0)
			tag := ""
			if e2 < e1 && e1 < c {
				if e3 < e2 {
					tag = "long1"
				} else {
					tag = "long2"
					if adx <= 25 {
						// 表现较差
						openRate *= 0.5
					}
				}
				trend = 1
			} else if e2 > e1 && e1 > c {
				if e3 > e2 {
					tag = "short1"
				} else {
					tag = "short2"
					if adx <= 25 {
						// 表现较差
						openRate *= 0.5
					}
				}
				trend = -1
			}
			if tag != "" {
				if adx <= 25 {
					tag += "_a"
				}
			}
			if len(s.LongOrders) > 0 {
				for _, od := range s.LongOrders {
					sl := od.GetStopLoss()
					curSL := c - atr*slRate
					if curSL > sl.Price {
						sl.Price = curSL
					}
				}
			} else if trend == 1 && tag != "" && openRate > 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:            tag,
					CostRate:       openRate,
					StopLossVal:    atr * slRate,
					TakeProfitVal:  atr * tpRate,
					TakeProfitRate: 0.5,
				})
			}
			if len(s.ShortOrders) > 0 {
				for _, od := range s.ShortOrders {
					sl := od.GetStopLoss()
					curSL := c + atr*slRate
					if curSL < sl.Price {
						sl.Price = curSL
					}
				}
			} else if trend == -1 && tag != "" && openRate > 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:            tag,
					Short:          true,
					CostRate:       openRate,
					StopLossVal:    atr * slRate,
					TakeProfitVal:  atr * tpRate,
					TakeProfitRate: 0.5,
				})
			}
		},
	}
}