package llmjob

import (
	"math"

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

func J570(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调参数
	fastLength := pol.DefInt("fastLength", 20, core.PNorm(5, 20))
	macdRate := pol.Def("macdRate", 3, core.PNorm(1.5, 3.5))
	MACDLength := pol.DefInt("MACDLength", 12, core.PNorm(5, 15))
	macdThreshold := pol.Def("macdThreshold", -0.25, core.PNorm(-0.8, -0.1))
	takeProfitValue := pol.Def("takeProfitValue", 12, core.PNorm(2, 15))

	// 计算慢速EMA周期
	slowLength := int(float64(fastLength) * macdRate)

	// 确定预热数量，需要足够的K线来计算MACD和检测谷底
	warmupNum := slowLength + MACDLength + 3

	return &strat.TradeStrat{
		WarmupNum:  warmupNum,
		HedgeOff:   true, // 单向持仓模式
		TimeFrames: "8h",
		OnBar: func(s *strat.StratJob) {
			e := s.Env

			// 计算MACD指标
			fastEMA := ta.EMA(e.Close, fastLength)
			slowEMA := ta.EMA(e.Close, slowLength)
			macd := fastEMA.Sub(slowEMA)
			aMACD := ta.EMA(macd, MACDLength)
			delta := macd.Sub(aMACD)

			// 获取当前、前一个和前两个时间点的delta值
			delta0 := delta.Get(0)
			delta1 := delta.Get(1)
			delta2 := delta.Get(2)

			// 获取当前MACD值和收盘价
			macdValue := macd.Get(0)
			closePrice := e.Close.Get(0)

			// 检查数据有效性
			if math.IsNaN(delta0) || math.IsNaN(delta1) || math.IsNaN(delta2) ||
				math.IsNaN(macdValue) || math.IsNaN(closePrice) {
				return
			}

			// 检测MACD谷底
			isValley := delta0 > delta1 && delta1 < delta2

			// 谷底买入信号
			if isValley && macdValue <= macdThreshold && delta0 < 0 {
				// 设置止盈价格

				// 生成买入订单
				s.OpenOrder(&strat.EnterReq{
					Tag:           "valley_buy",
					TakeProfitVal: takeProfitValue,
				})
			}

			// 检测delta与0的交叉
			crossResult := delta.Cross(0)

			// delta上穿0，买入信号
			if crossResult == 1 {
				// 获取当前最高价和最低价
				highPrice := e.High.Get(0)
				lowPrice := e.Low.Get(0)

				if !math.IsNaN(highPrice) && !math.IsNaN(lowPrice) {
					// 生成买入订单，使用固定止盈值0.3
					s.OpenOrder(&strat.EnterReq{
						Tag:           "MacdLE",
						TakeProfitVal: 0.3,
					})
				}
			}

			// delta下穿0，卖出信号
			if crossResult == -1 {
				// 获取当前最高价和最低价
				highPrice := e.High.Get(0)
				lowPrice := e.Low.Get(0)

				if !math.IsNaN(highPrice) && !math.IsNaN(lowPrice) {
					// 生成卖出订单，使用固定止盈值0.3
					s.OpenOrder(&strat.EnterReq{
						Tag:           "MacdSE",
						Short:         true,
						TakeProfitVal: 0.3,
					})
				}
			}
		},
	}
}