// 修复后的完整策略代码
// 请勿修改package包名和任意函数名
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 J3127(pol *config.RunPolicyConfig) *strat.TradeStrat {
	buyThreshold := pol.Def("buyThreshold", 0.025, core.PNorm(0.005, 0.05))
	sellThreshold := pol.Def("sellThreshold", 0.025, core.PNorm(0.005, 0.05))
	lookbackPeriod := pol.DefInt("lookbackPeriod", 16, core.PNorm(5, 20))

	return &strat.TradeStrat{
		WarmupNum:     lookbackPeriod,
		HedgeOff:      true,
		EachMaxLong:   1,
		RunTimeFrames: []string{"15m"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			closePrice := e.Close.Get(0)

			if math.IsNaN(closePrice) {
				return
			}

			// 修复：使用收盘价计算历史极值
			highest := ta.Highest(e.Close, lookbackPeriod).Get(0)
			lowest := ta.Lowest(e.Close, lookbackPeriod).Get(0)

			buyTrigger := highest * (1 - buyThreshold)
			sellTrigger := lowest * (1 + sellThreshold)

			if closePrice < buyTrigger && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:       "Achat",
					Short:     false,
					OrderType: core.OrderTypeMarket,
				})
			}

			if closePrice > sellTrigger && len(s.LongOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:   "Vente",
					Dirt:  core.OdDirtLong,
					Force: true,
				})
			}
		},
	}
}