// 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 J4670(pol *config.RunPolicyConfig) *strat.TradeStrat {
	fastEMAPeriod := pol.DefInt("fastEMAPeriod", 10, core.PNorm(3, 15))
	emaRate := pol.Def("emaRate", 2.5, core.PNorm(1.5, 5))
	stopLossPercent := pol.Def("stopLossPercent", 2, core.PNorm(0.5, 5))
	takeProfitPercent := pol.Def("takeProfitPercent", 4, core.PNorm(1, 10))

	// 计算慢速EMA周期
	slowEMAPeriod := int(float64(fastEMAPeriod) * emaRate)

	return &strat.TradeStrat{
		WarmupNum:     slowEMAPeriod * 2, // 预热数量设置为慢速EMA周期的2倍
		HedgeOff:      true,              // 单向持仓模式
		EachMaxLong:   1,                 // 最多同时持有一个多头仓位
		EachMaxShort:  1,                 // 最多同时持有一个空头仓位
		RunTimeFrames: []string{"8h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算EMA指标
			ema5 := ta.EMA(e.Close, fastEMAPeriod)
			ema15 := ta.EMA(e.Close, slowEMAPeriod)

			// 获取当前价格
			currentPrice := e.Close.Get(0)
			if math.IsNaN(currentPrice) {
				return
			}

			// 检测EMA交叉（只计算一次）
			crossSignal := ema5.Cross(ema15)
			longCondition := crossSignal == 1   // 5周期EMA上穿15周期EMA
			shortCondition := crossSignal == -1 // 5周期EMA下穿15周期EMA

			// 执行交易逻辑
			if longCondition && len(s.LongOrders) == 0 {
				// 开多单，使用入场价格计算止损止盈
				s.OpenOrder(&strat.EnterReq{
					Tag:           "Long",
					StopLossVal:   currentPrice * stopLossPercent / 100,
					TakeProfitVal: currentPrice * takeProfitPercent / 100,
					StopLossTag:   "Stop Loss",
					TakeProfitTag: "Take Profit",
				})
			}

			if shortCondition && len(s.ShortOrders) == 0 {
				// 开空单，使用入场价格计算止损止盈
				s.OpenOrder(&strat.EnterReq{
					Tag:           "Short",
					Short:         true,
					StopLossVal:   currentPrice * stopLossPercent / 100,
					TakeProfitVal: currentPrice * takeProfitPercent / 100,
					StopLossTag:   "Stop Loss",
					TakeProfitTag: "Take Profit",
				})
			}
		},
	}
}