// 修复后的banbot完整策略代码
package llmjob

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/core"
	"github.com/banbox/banbot/orm/ormo"
	"github.com/banbox/banbot/strat"
	ta "github.com/banbox/banta"
	"math"
	"time"
)

type MfiStrategyState struct {
	DayStart       int64
	DayLow         float64
	DayHigh        float64
	EntryTime      int64
	LongSlPrice    float64
	ShortSlPrice   float64
	LongTpPrice    float64
	ShortTpPrice   float64
	TrailStop      float64
	TrailStopShort float64
	EntryHigh      float64
	EntryLow       float64
}

func J5129(pol *config.RunPolicyConfig) *strat.TradeStrat {
	mfiPeriod := pol.DefInt("mfiPeriod", 3, core.PNorm(2, 10))
	barBodySize := pol.Def("barBodySize", 0.65, core.PNorm(0.3, 0.8))
	maPeriod := pol.DefInt("maPeriod", 120, core.PNorm(20, 200))
	useMaFilter := pol.Def("useMaFilter", 1.0, nil)
	useShorts := pol.Def("useShorts", 1.0, nil)
	slType := pol.Def("slType", 0, nil) // 0:Strategy Stop, 1:Swing, 2:ATR
	swingLookback := pol.DefInt("swingLookback", 10, core.PNorm(5, 30))
	swingPercInc := pol.Def("swingPercInc", 0.03, core.PNorm(0.01, 0.1))
	atrLength := pol.DefInt("atrLength", 14, core.PNorm(7, 30))
	atrMultiple := pol.Def("atrMultiple", 6.5, core.PNorm(2.0, 10.0))
	rewardRatio := pol.Def("rewardRatio", 3.2, core.PNorm(1.5, 4.0))
	useTpSl := pol.Def("useTpSl", 1.0, nil)
	useTimedExit := pol.Def("useTimedExit", 0.0, nil)
	useTrailingStop := pol.Def("useTrailingStop", 0.0, nil)
	allowDirectPositionReverse := pol.Def("allowDirectPositionReverse", 1.0, nil)

	return &strat.TradeStrat{
		Name:          "Money Flow Index 5 min Strategy",
		Version:       1,
		WarmupNum:     100,
		HedgeOff:      false,
		EachMaxLong:   1,
		EachMaxShort:  1,
		RunTimeFrames: []string{"15m"},
		OnStartUp: func(s *strat.StratJob) {
			s.More = &MfiStrategyState{
				DayStart:       -1,
				DayLow:         math.Inf(1),
				DayHigh:        math.Inf(-1),
				EntryTime:      0,
				LongSlPrice:    math.NaN(),
				ShortSlPrice:   math.NaN(),
				LongTpPrice:    math.NaN(),
				ShortTpPrice:   math.NaN(),
				TrailStop:      math.NaN(),
				TrailStopShort: math.NaN(),
				EntryHigh:      math.NaN(),
				EntryLow:       math.NaN(),
			}
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			now := e.TimeStop
			c, h, l, o := e.Close.Get(0), e.High.Get(0), e.Low.Get(0), e.Open.Get(0)
			if math.IsNaN(c) || math.IsNaN(h) || math.IsNaN(l) {
				return
			}

			// 更新交易日状态
			t := time.UnixMilli(now)
			dayStartMs := time.Date(t.Year(), t.Month(), t.Day(), 0, 0, 0, 0, t.Location()).UnixMilli()
			m := s.More.(*MfiStrategyState)
			if m.DayStart != dayStartMs {
				m.DayStart = dayStartMs
				m.DayLow = l
				m.DayHigh = h
			} else {
				if l < m.DayLow {
					m.DayLow = l
				}
				if h > m.DayHigh {
					m.DayHigh = h
				}
			}

			// 计算指标
			mfi := ta.MFI(e, mfiPeriod)
			smaVal := ta.SMA(e.Close, maPeriod)
			maFilter := c > smaVal.Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, atrLength).Get(0)

			// K线实体判断 - 修复错误3：与原始策略保持一致
			barSize := h - l
			var barBodySizeVal float64
			if c > o {
				barBodySizeVal = (o - c) * -1
			} else {
				barBodySizeVal = (o - c)
			}
			shortWicks := barBodySizeVal > barSize*barBodySize

			// 交易信号
			prevMfi := mfi.Get(1)
			buySignal := !math.IsNaN(prevMfi) && prevMfi == 100 && c > o && shortWicks && (useMaFilter == 0.0 || maFilter)
			sellSignal := false
			if useShorts == 1.0 {
				sellSignal = !math.IsNaN(prevMfi) && prevMfi == 0 && c < o && shortWicks && (useMaFilter == 0.0 || !maFilter)
			}

			// 检查60分钟退出规则 - 修复错误2：添加60分钟退出规则
			if useTimedExit == 1.0 && m.EntryTime > 0 {
				timeSinceEntry := (now - m.EntryTime) / 60000 // 转换为分钟
				if timeSinceEntry >= 60 {
					// 60分钟后平仓
					if len(s.LongOrders) > 0 || len(s.ShortOrders) > 0 {
						s.CloseOrders(&strat.ExitReq{Dirt: core.OdDirtBoth})
						m.EntryTime = 0
					}
				}
			}

			// 计算止损止盈 - 修复错误1和4：记录开仓时的止损价格
			var longSl, shortSl, longTp, shortTp float64
			if useTpSl == 1.0 {
				switch int(slType) {
				case 0: // Strategy Stop
					longSl = m.DayLow * (1 - swingPercInc)
					shortSl = m.DayHigh * (1 + swingPercInc)
				case 1: // Swing Lo/Hi
					ll := ta.Lowest(e.Low, swingLookback).Get(0) * (1 - swingPercInc)
					hh := ta.Highest(e.High, swingLookback).Get(0) * (1 + swingPercInc)
					longSl = ll
					shortSl = hh
				case 2: // ATR Stop
					ohlc4 := (o + h + l + c) / 4
					longSl = ohlc4 - atr*atrMultiple
					shortSl = ohlc4 + atr*atrMultiple
				}
				longTp = c + (c-longSl)*rewardRatio
				shortTp = c - (shortSl-c)*rewardRatio
			}

			// 更新追踪止损 - 修复错误5：添加追踪止损功能
			if useTrailingStop == 1.0 {
				if len(s.LongOrders) > 0 {
					for _, pos := range s.LongOrders {
						if pos.Status == ormo.InOutStatusFullEnter { // 多头仓位
							if math.IsNaN(m.EntryHigh) || h > m.EntryHigh {
								m.EntryHigh = h
							}
							trailOffset := pos.InitPrice - m.LongSlPrice
							newTrailStop := m.EntryHigh - trailOffset
							if math.IsNaN(m.TrailStop) || newTrailStop > m.TrailStop {
								m.TrailStop = newTrailStop
							}
						}
					}
				}
				if len(s.ShortOrders) > 0 {
					for _, pos := range s.ShortOrders {
						if pos.Status == ormo.InOutStatusFullEnter { // 空头仓位
							if math.IsNaN(m.EntryLow) || l < m.EntryLow {
								m.EntryLow = l
							}
							trailOffset := m.ShortSlPrice - pos.InitPrice
							newTrailStop := m.EntryLow + trailOffset
							if math.IsNaN(m.TrailStopShort) || newTrailStop < m.TrailStopShort {
								m.TrailStopShort = newTrailStop
							}
						}
					}
				}
			}

			// 开仓 - 修复错误6：检查持仓数量和挂单数量
			canOpenLong := len(s.LongOrders) == 0 && (len(s.ShortOrders) == 0 || (allowDirectPositionReverse == 1.0 && len(s.ShortOrders) > 0))
			canOpenShort := len(s.ShortOrders) == 0 && (len(s.LongOrders) == 0 || (allowDirectPositionReverse == 1.0 && len(s.LongOrders) > 0))

			if buySignal && canOpenLong {
				// 记录开仓时的止损价格
				m.LongSlPrice = longSl
				m.LongTpPrice = longTp
				m.EntryHigh = h
				m.EntryTime = now

				req := &strat.EnterReq{
					Tag:           "long",
					StopLoss:      longSl,
					TakeProfit:    longTp,
					StopLossTag:   "sl",
					TakeProfitTag: "tp",
				}
				s.OpenOrder(req)
			}

			if sellSignal && canOpenShort {
				// 记录开仓时的止损价格
				m.ShortSlPrice = shortSl
				m.ShortTpPrice = shortTp
				m.EntryLow = l
				m.EntryTime = now

				req := &strat.EnterReq{
					Tag:           "short",
					Short:         true,
					StopLoss:      shortSl,
					TakeProfit:    shortTp,
					StopLossTag:   "sl",
					TakeProfitTag: "tp",
				}
				s.OpenOrder(req)
			}

			// 更新现有订单的止损止盈
			if len(s.LongOrders) > 0 && !math.IsNaN(m.LongSlPrice) {
				for _, order := range s.LongOrders {
					if order.Status == ormo.InOutStatusInit {
						order.SetStopLoss(&ormo.ExitTrigger{Price: m.LongSlPrice, Tag: "sl"})
						order.SetTakeProfit(&ormo.ExitTrigger{Price: m.LongTpPrice, Tag: "tp"})
						if useTrailingStop == 1.0 && !math.IsNaN(m.TrailStop) {
							order.SetStopLoss(&ormo.ExitTrigger{Price: m.TrailStop, Tag: "sl"})
						}
					}
				}
			}

			if len(s.ShortOrders) > 0 && !math.IsNaN(m.ShortSlPrice) {
				for _, order := range s.ShortOrders {
					if order.Status == ormo.InOutStatusInit {
						order.SetStopLoss(&ormo.ExitTrigger{Price: m.ShortSlPrice, Tag: "sl"})
						order.SetTakeProfit(&ormo.ExitTrigger{Price: m.ShortTpPrice, Tag: "tp"})
						if useTrailingStop == 1.0 && !math.IsNaN(m.TrailStopShort) {
							order.SetStopLoss(&ormo.ExitTrigger{Price: m.TrailStopShort, Tag: "sl"})
						}
					}
				}
			}
		},
	}
}