package llmjob

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

func J4583(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义策略参数
	rsiLength := pol.DefInt("rsiLength", 5, core.PNorm(2, 14))
	maLength := pol.DefInt("maLength", 200, core.PNorm(50, 300))
	exitMaLength := pol.DefInt("exitMaLength", 5, core.PNorm(3, 20))
	overboughtThreshold := pol.Def("overboughtThreshold", 80, core.PNorm(70, 95))
	oversoldThreshold := pol.Def("oversoldThreshold", 20, core.PNorm(5, 30))
	stopLossPercentage := pol.Def("stopLossPercentage", 3, core.PNorm(1, 10))

	return &strat.TradeStrat{
		WarmupNum:     maLength, // 预热期设置为长期均线周期
		HedgeOff:      true,     // 单向持仓模式
		RunTimeFrames: []string{"1h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算技术指标
			rsi2 := ta.RSI(e.Close, rsiLength)
			ma200 := ta.SMA(e.Close, maLength)
			ma5Exit := ta.SMA(e.Close, exitMaLength)

			// 获取当前指标值
			rsiValue := rsi2.Get(0)
			closePrice := e.Close.Get(0)
			ma200Value := ma200.Get(0)
			ma5ExitValue := ma5Exit.Get(0)

			// 判断趋势方向
			positiveTrend := closePrice > ma200Value
			negativeTrend := closePrice < ma200Value

			// 生成交易信号
			buyCondition := rsiValue < oversoldThreshold && positiveTrend
			sellCondition := rsiValue > overboughtThreshold && negativeTrend

			// 生成出场信号
			exitLongCondition := closePrice > ma5ExitValue
			exitShortCondition := closePrice < ma5ExitValue

			// 执行交易逻辑
			if buyCondition && len(s.LongOrders) == 0 {
				// 开多单，设置止损百分比
				s.OpenOrder(&strat.EnterReq{
					Tag:          "Buy",
					Short:        false,
					StopLossRate: stopLossPercentage / 100,
					StopLossTag:  "stop_loss",
				})
			} else if sellCondition && len(s.ShortOrders) == 0 {
				// 开空单，设置止损百分比
				s.OpenOrder(&strat.EnterReq{
					Tag:          "Sell",
					Short:        true,
					StopLossRate: stopLossPercentage / 100,
					StopLossTag:  "stop_loss",
				})
			}

			// 计算止损水平
			var stopLossLevelLong, stopLossLevelShort float64
			if len(s.LongOrders) > 0 {
				longEntryPrice := s.LongOrders[0].InitPrice
				stopLossLevelLong = longEntryPrice * (1 - stopLossPercentage/100)
			}
			if len(s.ShortOrders) > 0 {
				shortEntryPrice := s.ShortOrders[0].InitPrice
				stopLossLevelShort = shortEntryPrice * (1 + stopLossPercentage/100)
			}

			// 多头出场条件（包含止损触发）
			if len(s.LongOrders) > 0 && (exitLongCondition || closePrice <= stopLossLevelLong) {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "exit_long",
					Dirt: core.OdDirtLong,
				})
			}

			// 空头出场条件（包含止损触发）
			if len(s.ShortOrders) > 0 && (exitShortCondition || closePrice >= stopLossLevelShort) {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "exit_short",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}