package ent

import (
	"fmt"
	"github.com/banbox/banbot/btime"
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/exg"
	"github.com/banbox/banbot/orm"
	utils2 "github.com/banbox/banbot/utils"
	"github.com/banbox/banexg"
	"github.com/banbox/banexg/errs"
	"github.com/banbox/banexg/utils"
	"github.com/banbox/banstagy/com"
	"math"
	"path/filepath"
	"sort"
	"strconv"
)

/*
永续合约资金费率结算后一段时间，如果资金费率<-0.0035，未来5分钟有较大概率下降
*/

type FRate struct {
	Time int64
	Data []*com.CodeVal
}

func runFundEnter() *errs.Error {
	exgId := "binance"
	exchange, err := exg.GetWith(exgId, banexg.MarketLinear, banexg.MarketSwap)
	if err != nil {
		return err
	}
	_, err = orm.LoadMarkets(exchange, false)
	if err != nil {
		return err
	}
	dumpDir := filepath.Join(config.GetDataDir(), "dump")
	err_ := utils2.EnsureDir(dumpDir, 0755)
	if err_ != nil {
		return errs.New(errs.CodeIOWriteFail, err_)
	}
	dumpPath := filepath.Join(dumpDir, exgId+"_fundingRate.json")
	his := make(map[string]map[int64]float64)
	err_ = utils.ReadJsonFile(dumpPath, &his, utils.JsonNumDefault)
	if err_ != nil {
		return errs.New(errs.CodeIOReadFail, err_)
	}
	dates := make(map[int64]*FRate)
	for code, timeMap := range his {
		for dateMS, val := range timeMap {
			sta, ok := dates[dateMS]
			if !ok {
				sta = &FRate{Time: dateMS}
				dates[dateMS] = sta
			}
			sta.Data = append(sta.Data, &com.CodeVal{
				Code: code,
				Val:  val,
			})
		}
	}
	arr := make([]*FRate, 0, len(dates))
	for _, it := range dates {
		arr = append(arr, it)
	}
	sort.Slice(arr, func(i, j int) bool {
		return arr[i].Time < arr[j].Time
	})
	// 按时间戳，对资金费率绝对值较大的，筛选K线并记录价格
	rows := make([][]string, 0)
	barNum := 20
	backOff := 5
	head := []string{"time", "code", "rate", "price"}
	for i := 0; i < barNum; i++ {
		sid := i - backOff
		if sid >= 0 {
			sid += 1
		}
		head = append(head, "p"+strconv.Itoa(sid))
	}
	rows = append(rows, head)
	for _, dt := range arr {
		sort.Slice(dt.Data, func(i, j int) bool {
			return math.Abs(dt.Data[i].Val) > math.Abs(dt.Data[j].Val)
		})
		startMS := dt.Time - int64(backOff)*60000
		for _, it := range dt.Data {
			if math.Abs(it.Val) < 0.0005 {
				break
			}
			exs, err := orm.GetExSymbol(exchange, it.Code)
			if err != nil {
				return err
			}
			_, bars, err := orm.GetOHLCV(exs, "1m", startMS, 0, barNum, false)
			if err != nil {
				return err
			}
			if len(bars) < barNum {
				continue
			}
			row := make([]string, 0, 4+barNum)
			initPrice := bars[backOff].Open
			row = append(row, btime.ToDateStr(dt.Time, core.DefaultDateFmt), it.Code,
				strconv.FormatFloat(it.Val, 'f', 6, 64),
				fmt.Sprintf("%.4e", initPrice))
			var pct float64
			for i, b := range bars {
				if i < backOff {
					pct = (1 - b.Open/initPrice) * 100
				} else {
					pct = (b.Close/initPrice - 1) * 100
				}
				row = append(row, strconv.FormatFloat(pct, 'f', 4, 64))
			}
			rows = append(rows, row)
		}
	}
	outPath := filepath.Join(dumpDir, exgId+"_fr.csv")
	return utils2.WriteCsvFile(outPath, rows, false)
}