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 J32(pol *config.RunPolicyConfig) *strat.TradeStrat {
	smaLength := pol.DefInt("smaLength", 30, core.PNorm(5, 30))
	macdFastLength := pol.DefInt("macdFastLength", 25, core.PNorm(5, 20))
	macdSlowLength := pol.DefInt("macdSlowLength", 38, core.PNorm(15, 40))
	macdSignalSmoothing := pol.DefInt("macdSignalSmoothing", 3, core.PNorm(3, 15))
	warmupNum := smaLength
	if macdSlowLength > warmupNum {
		warmupNum = macdSlowLength
	}
	if macdFastLength+macdSignalSmoothing > warmupNum {
		warmupNum = macdFastLength + macdSignalSmoothing
	}
	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		HedgeOff:      true,
		EachMaxLong:   1,
		RunTimeFrames: []string{"8h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			sma10 := ta.SMA(e.Close, smaLength)
			macdLine, signalLine := ta.MACD(e.Close, macdFastLength, macdSlowLength, macdSignalSmoothing)
			closePrice := e.Close.Get(0)
			sma10Value := sma10.Get(0)
			macdValue := macdLine.Get(0)
			signalValue := signalLine.Get(0)
			if math.IsNaN(closePrice) || math.IsNaN(sma10Value) || math.IsNaN(macdValue) || math.IsNaN(signalValue) {
				return
			}
			priceCrossSMA := e.Close.Cross(sma10)
			macdCrossSignal := macdLine.Cross(signalLine)
			longCondition := priceCrossSMA == 1 && macdCrossSignal == 1
			shortCondition := priceCrossSMA == -1 && macdCrossSignal == -1
			if longCondition && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag: "Long",
				})
				s.CloseOrders(&strat.ExitReq{
					Tag:  "CloseShort",
					Dirt: core.OdDirtShort,
				})
			}
			if shortCondition && len(s.LongOrders) > 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Short",
					Short: true,
				})
				s.CloseOrders(&strat.ExitReq{
					Tag:  "CloseLong",
					Dirt: core.OdDirtLong,
				})
			}
		},
	}
}