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 J5115(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	fastPeriod := pol.DefInt("fastPeriod", 11, core.PNorm(3, 15))
	maRate := pol.Def("maRate", 4.4, core.PNorm(2.0, 8.0))
	atrPeriod := pol.DefInt("atrPeriod", 14, core.PNorm(7, 30))
	slMultiplier := pol.Def("slMultiplier", 1.3, core.PNorm(1.0, 5.0))

	// 计算长期均线周期
	longPeriod := int(float64(fastPeriod) * maRate)

	// 确保预热足够长以覆盖所有指标
	warmup := longPeriod + atrPeriod + 50

	return &strat.TradeStrat{
		Name:          "Moving-Average-Convergence-Momentum-Cloud-Strategy",
		WarmupNum:     warmup,
		HedgeOff:      true, // 单向持仓
		DrawDownExit:  false,
		RunTimeFrames: []string{"8h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			close := e.Close

			// 计算SMA
			maShort := ta.SMA(close, fastPeriod)
			maLong := ta.SMA(close, longPeriod)
			cross := maShort.Cross(maLong)

			// 计算ATR用于止损
			atr := ta.ATR(e.High, e.Low, close, atrPeriod)
			atrVal := atr.Get(0)

			// RSI仅用于展示，不参与信号过滤
			_ = ta.RSI(close, 14) // 保留调用但不用于条件判断

			currentPrice := close.Get(0)
			if math.IsNaN(currentPrice) || math.IsNaN(atrVal) {
				return
			}

			// 买入信号：SMA上穿（无RSI过滤）
			if cross == 1 {
				s.OpenOrder(&strat.EnterReq{
					Tag:         "Buy",
					StopLossVal: atrVal * slMultiplier,
					StopLossTag: "atr_sl",
				})
				s.CloseOrders(&strat.ExitReq{
					Tag:  "ExitShort",
					Dirt: core.OdDirtShort,
				})
			}

			// 卖出信号：SMA下穿
			if cross == -1 {
				s.OpenOrder(&strat.EnterReq{
					Tag:         "sell",
					Short:       true,
					StopLossVal: atrVal * slMultiplier,
					StopLossTag: "atr_sl",
				})
				s.CloseOrders(&strat.ExitReq{
					Tag:  "exitLong",
					Dirt: core.OdDirtLong,
				})
			}

			// 可选：计算并保留其他指标用于分析或未来扩展
			// bbU, bbM, bbL := ta.BBANDS(close, 20, 2, 2)
			// tenkan := ta.SMA(ta.HL2(e.High, e.Low), 9)
			// kijun := ta.SMA(ta.HL2(e.High, e.Low), 26)
			// senkouA := ta.SMA(ta.Add(tenkan, kijun).Div(2), 26)
			// senkouB := ta.SMA(ta.HL2(e.High, e.Low), 52)
			// momentum := close.Sub(close.Back(1))
			// roc := close.Sub(close.Back(12)).Div(close.Back(12)).Mul(100)
		},
	}
}