// 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"
	"math"
)

func J199(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	emaShortPeriod := pol.DefInt("emaShortPeriod", 12, core.PNorm(5, 20))
	emaPeriodRatio := pol.Def("emaPeriodRatio", 2.5, core.PNorm(1.5, 4))
	rsiOverbought := pol.DefInt("rsiOverbought", 70, core.PNorm(60, 85))
	rsiOversold := pol.DefInt("rsiOversold", 30, core.PNorm(15, 40))

	// 计算长期EMA周期
	emaLongPeriod := int(float64(emaShortPeriod) * emaPeriodRatio)

	// MACD参数
	macdFastLength := 12
	macdSlowLength := 26
	macdSignalSmoothing := 9

	// RSI参数
	rsiLength := 14

	// 成交量移动平均周期
	volumeMAPeriod := 20

	// 计算预热数量，取所有指标中最大的周期
	warmupNum := emaLongPeriod
	if macdSlowLength > warmupNum {
		warmupNum = macdSlowLength
	}
	if rsiLength > warmupNum {
		warmupNum = rsiLength
	}
	if volumeMAPeriod > warmupNum {
		warmupNum = volumeMAPeriod
	}

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"4h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			emaShort := ta.EMA(e.Close, emaShortPeriod)
			emaLong := ta.EMA(e.Close, emaLongPeriod)

			macdLine, signalLine := ta.MACD(e.Close, macdFastLength, macdSlowLength, macdSignalSmoothing)

			rsi := ta.RSI(e.Close, rsiLength)

			volumeMA := ta.SMA(e.Volume, volumeMAPeriod)

			// 获取当前价格
			closePrice := e.Close.Get(0)

			// 检查数据有效性
			if math.IsNaN(closePrice) {
				return
			}

			// 生成交易信号 - 修复重复计算EMA交叉的问题
			emaCross := emaShort.Cross(emaLong)                     // 只计算一次EMA交叉
			emaCrossUp := emaCross == 1                             // 短期EMA上穿长期EMA
			emaCrossDown := emaCross == -1                          // 短期EMA下穿长期EMA
			macdBullish := macdLine.Get(0) > signalLine.Get(0)      // MACD多头信号
			macdBearish := macdLine.Get(0) < signalLine.Get(0)      // MACD空头信号
			rsiNotOverbought := rsi.Get(0) < float64(rsiOverbought) // RSI未超买
			rsiNotOversold := rsi.Get(0) > float64(rsiOversold)     // RSI未超卖
			volumeHigh := e.Volume.Get(0) > volumeMA.Get(0)         // 成交量高于平均

			// 交易条件判断
			buyCondition := emaCrossUp && macdBullish && rsiNotOverbought && volumeHigh
			sellCondition := emaCrossDown && macdBearish && rsiNotOversold && volumeHigh

			// 计算止损止盈价格 - 修复为使用固定比例，与原始策略一致
			//longStopLoss := closePrice * 0.95
			//longTakeProfit := closePrice * 1.05
			shortStopLoss := closePrice * 1.05
			shortTakeProfit := closePrice * 0.95

			// 执行交易
			_ = buyCondition
			//if buyCondition && len(s.LongOrders) == 0 {
			//	s.OpenOrder(&strat.EnterReq{
			//		Tag:           "Buy",
			//		OrderType:     core.OrderTypeMarket,
			//		StopLoss:      longStopLoss,
			//		TakeProfit:    longTakeProfit,
			//		StopLossTag:   "Stop Loss",
			//		TakeProfitTag: "Take Profit",
			//	})
			//}

			if sellCondition && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "Sell",
					Short:         true,
					OrderType:     core.OrderTypeMarket,
					StopLoss:      shortStopLoss,
					TakeProfit:    shortTakeProfit,
					StopLossTag:   "Stop Loss",
					TakeProfitTag: "Take Profit",
				})
			}
		},
	}
}