// 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 J2251(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	fastPeriod := pol.DefInt("fastPeriod", 21, core.PNorm(5, 50))
	slowPeriod := pol.DefInt("slowPeriod", 55, core.PNorm(30, 100))
	slMultiplier := pol.Def("slMultiplier", 1.5, core.PNorm(0.8, 3))
	tpMultiplier := pol.Def("tpMultiplier", 1, core.PNorm(0.5, 2.5))
	atrLength := pol.DefInt("atrLength", 14, core.PNorm(7, 30))

	return &strat.TradeStrat{
		WarmupNum:     slowPeriod, // 预热数量取较长的EMA周期
		HedgeOff:      true,       // 单向持仓模式，与PineScript一致
		RunTimeFrames: []string{"4h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			fastMA := ta.EMA(e.Close, fastPeriod)
			slowMA := ta.EMA(e.Close, slowPeriod)
			atr := ta.ATR(e.High, e.Low, e.Close, atrLength)

			// 获取最新值
			atrVal := atr.Get(0)
			closePrice := e.Close.Get(0)

			// 检测EMA交叉信号
			//goLong := fastMA.Cross(slowMA) == 1
			goShort := fastMA.Cross(slowMA) == -1

			// 金叉信号：做多
			//if goLong && s.OrderNum == 0 {
			//	// 计算止损和止盈价格
			//	slPrice := closePrice - atrVal*slMultiplier
			//	tpPrice := closePrice + atrVal*tpMultiplier*2
			//	s.OpenOrder(&strat.EnterReq{
			//		Tag:        "Long",
			//		Short:      false,
			//		Limit:      closePrice - atrVal*slMultiplier*0.7,
			//		StopBars:   7,
			//		StopLoss:   slPrice, // 做多止损价格
			//		TakeProfit: tpPrice, // 做多止盈价格
			//	})
			//}

			// 死叉信号：做空
			if goShort && s.OrderNum == 0 {
				// 计算止损和止盈价格
				slPrice := closePrice + atrVal*slMultiplier
				tpPrice := closePrice - atrVal*tpMultiplier
				s.OpenOrder(&strat.EnterReq{
					Tag:        "Short",
					Short:      true,
					StopLoss:   slPrice, // 做空止损价格
					TakeProfit: tpPrice, // 做空止盈价格
				})
			}
		},
	}
}