package demo

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

func Made(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	fastMAPeriod := pol.DefInt("fast_ma_period", 5, core.PUniform(3, 10))
	slowMAPeriod := pol.DefInt("slow_ma_period", 20, core.PUniform(10, 40))
	atrPeriod := pol.DefInt("atr_period", 14, core.PUniform(7, 21))
	slRate := pol.Def("sl_rate", 2.0, core.PUniform(1.0, 4.0))

	return &strat.TradeStrat{
		WarmupNum:    100,
		EachMaxLong:  1,
		EachMaxShort: 1,
		DrawDownExit: true, // 启用回撤止盈
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			maFast := ta.SMA(e.Close, fastMAPeriod)
			maSlow := ta.SMA(e.Close, slowMAPeriod)
			atr := ta.ATR(e.High, e.Low, e.Close, atrPeriod)

			// 计算均线交叉信号
			maCrossOver := maFast.Cross(maSlow)  // 1 表示上穿
			maCrossUnder := maSlow.Cross(maFast) // 1 表示下穿

			// 获取当前价格和ATR值
			currentPrice := e.Close.Get(0)
			currentATR := atr.Get(0)

			// 多头入场信号：快线上穿慢线（金叉）
			if maCrossOver == 1 {
				if s.GetOrderNum(core.OdDirtShort) > 0 {
					s.CloseOrders(&strat.ExitReq{Dirt: core.OdDirtShort, Tag: "exit_short"})
				}
				if s.GetOrderNum(core.OdDirtLong) == 0 {
					stopLossPrice := currentPrice - currentATR*slRate
					s.OpenOrder(&strat.EnterReq{
						Tag:         "long",
						StopLoss:    stopLossPrice,
						StopLossTag: "atr_sl_long",
					})
				}
			}

			// 空头入场信号：快线下穿慢线（死叉）
			if maCrossUnder == 1 {
				if s.GetOrderNum(core.OdDirtLong) > 0 {
					s.CloseOrders(&strat.ExitReq{Dirt: core.OdDirtLong, Tag: "exit_long"})
				}
				if s.GetOrderNum(core.OdDirtShort) == 0 {
					stopLossPrice := currentPrice + currentATR*slRate
					s.OpenOrder(&strat.EnterReq{
						Tag:         "short",
						Short:       true,
						StopLoss:    stopLossPrice,
						StopLossTag: "atr_sl_short",
					})
				}
			}

			// 多头出场信号：快线下穿慢线（死叉）
			if maCrossUnder == 1 && s.GetOrderNum(core.OdDirtLong) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Dirt: core.OdDirtLong,
					Tag:  "exit_long",
				})
			}

			// 空头出场信号：快线上穿慢线（金叉）
			if maCrossOver == 1 && s.GetOrderNum(core.OdDirtShort) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Dirt: core.OdDirtShort,
					Tag:  "exit_short",
				})
			}
		},
	}
}