package llmjob

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

type MacdState struct {
	lastCrossUp   bool
	lastCrossDown bool
}

func J3683(pol *config.RunPolicyConfig) *strat.TradeStrat {
	fastPeriod := pol.DefInt("fastPeriod", 16, core.PNorm(5, 20))
	emaRatio := pol.Def("emaRatio", 1.7, core.PNorm(1.5, 4))
	signalPeriod := pol.DefInt("signalPeriod", 8, core.PNorm(5, 15))
	profitRate := pol.Def("profitRate", 0.012, core.PNorm(0.005, 0.03))
	lossRate := pol.Def("lossRate", 0.009, core.PNorm(0.005, 0.03))

	// 计算慢速EMA周期
	slowPeriod := int(float64(fastPeriod) * emaRatio)

	// 确保预热K线数量足够计算MACD指标
	warmupNum := fastPeriod + slowPeriod + signalPeriod

	return &strat.TradeStrat{
		WarmupNum:     warmupNum,
		HedgeOff:      true, // 单向持仓模式
		RunTimeFrames: []string{"8h"},
		OnStartUp: func(s *strat.StratJob) {
			// 初始化每个品种的状态变量
			s.More = &MacdState{
				lastCrossUp:   false,
				lastCrossDown: false,
			}
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			state, _ := s.More.(*MacdState)

			// 计算MACD指标
			macdLine, signalLine := ta.MACD(e.Close, fastPeriod, slowPeriod, signalPeriod)

			// 检测金叉和死叉
			crossUp := macdLine.Cross(signalLine)
			crossDown := signalLine.Cross(macdLine)

			// 更新交叉状态
			if crossUp == 1 { // 金叉
				state.lastCrossUp = true
				state.lastCrossDown = false
			} else if crossDown == 1 { // 死叉
				state.lastCrossUp = false
				state.lastCrossDown = true
			}

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

			// 连续金叉且当前无多头订单，开多仓
			if state.lastCrossUp && crossUp == 1 && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "买入开多",
					TakeProfitVal: currentPrice * (1 + profitRate),
					StopLossVal:   currentPrice * (1 - lossRate),
					TakeProfitTag: "多单止盈",
					StopLossTag:   "多单止损",
				})
			}

			// 连续死叉且当前无空头订单，开空仓
			if state.lastCrossDown && crossDown == 1 && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:           "卖出开空",
					Short:         true,
					TakeProfitVal: currentPrice * (1 - profitRate),
					StopLossVal:   currentPrice * (1 + lossRate),
					TakeProfitTag: "空单止盈",
					StopLossTag:   "空单止损",
				})
			}
		},
	}
}