// 修复后的banbot完整策略代码
package llmjob

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

func J1569(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	fastPeriod := pol.DefInt("fastPeriod", 10, core.PNorm(5, 20))
	smaRatio := pol.Def("smaRatio", 2.0, core.PNorm(1.5, 4.0))
	supportResistancePeriod := pol.DefInt("supportResistancePeriod", 12, core.PNorm(5, 20))
	confirmPeriod := pol.DefInt("confirmPeriod", 3, core.PNorm(2, 5))
	riskRewardRatio := pol.Def("riskRewardRatio", 2.2, core.PNorm(1.5, 3.0))

	// 计算慢速SMA周期
	slowPeriod := int(float64(fastPeriod) * smaRatio)

	// 确保预热K线数量足够计算所有指标
	warmupNum := slowPeriod
	if supportResistancePeriod > warmupNum {
		warmupNum = supportResistancePeriod
	}

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		HedgeOff:      true, // 单向持仓模式
		EachMaxLong:   1,    // 最多1个多头订单
		EachMaxShort:  1,    // 最多1个空头订单
		RunTimeFrames: []string{"1h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算移动平均线
			smaFast := ta.SMA(e.Close, fastPeriod)
			smaSlow := ta.SMA(e.Close, slowPeriod)

			// 计算支撑阻力位（过去10根K线的最高价和最低价）
			recentLow := ta.Lowest(e.Low, supportResistancePeriod)
			recentHigh := ta.Highest(e.High, supportResistancePeriod)

			// 计算确认条件所需的指标
			highestSmaSlow := ta.Highest(smaSlow, confirmPeriod)
			lowestSmaSlow := ta.Lowest(smaSlow, confirmPeriod)
			lowestLow3 := ta.Lowest(e.Low, confirmPeriod)
			highestHigh3 := ta.Highest(e.High, confirmPeriod)

			// 获取当前值
			closePrice := e.Close.Get(0)
			smaSlowVal := smaSlow.Get(0)
			recentLowVal := recentLow.Get(0)
			recentHighVal := recentHigh.Get(0)
			highestSmaSlowVal := highestSmaSlow.Get(0)
			lowestSmaSlowVal := lowestSmaSlow.Get(0)
			lowestLow3Val := lowestLow3.Get(0)
			highestHigh3Val := highestHigh3.Get(0)

			// 生成交易信号 - 只计算一次交叉信号
			crossSignal := smaFast.Cross(smaSlow)
			bullishCross := crossSignal == 1              // 10周期SMA上穿20周期SMA
			bearishCross := crossSignal == -1             // 10周期SMA下穿20周期SMA
			breakoutUp := closePrice > highestSmaSlowVal  // 收盘价突破过去3根K线的20周期SMA最高点
			breakoutDown := closePrice < lowestSmaSlowVal // 收盘价跌破过去3根K线的20周期SMA最低点
			retestUp := lowestLow3Val > smaSlowVal        // 过去3根K线的最低价保持在20周期SMA之上
			retestDown := highestHigh3Val < smaSlowVal    // 过去3根K线的最高价保持在20周期SMA之下

			// 三重确认条件
			buyCondition := bullishCross && breakoutUp && retestUp
			sellCondition := bearishCross && breakoutDown && retestDown

			// 计算止损止盈
			longSL := recentLowVal   // 买入止损设为过去10根K线的最低价
			shortSL := recentHighVal // 卖出止损设为过去10根K线的最高价

			riskSizeLong := closePrice - longSL   // 买入交易的风险大小
			riskSizeShort := shortSL - closePrice // 卖出交易的风险大小

			longTP := closePrice + (riskSizeLong * riskRewardRatio)   // 买入交易的止盈价格
			shortTP := closePrice - (riskSizeShort * riskRewardRatio) // 卖出交易的止盈价格

			// 执行交易
			if buyCondition && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:        "Long",
					OrderType:  core.OrderTypeMarket,
					StopLoss:   longSL,
					TakeProfit: longTP,
				})
			}

			if sellCondition && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:        "Short",
					Short:      true,
					OrderType:  core.OrderTypeMarket,
					StopLoss:   shortSL,
					TakeProfit: shortTP,
				})
			}
		},
	}
}