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 J5763(pol *config.RunPolicyConfig) *strat.TradeStrat {
	keh := pol.DefInt("keh", 33, core.PNorm(5, 30))
	tenkanPeriod := pol.DefInt("tenkanPeriod", 23, core.PNorm(5, 20))
	kijunTenkanRatio := pol.Def("kijunTenkanRatio", 3.3, core.PNorm(2.0, 4.0))
	senkouBPeriod := pol.DefInt("senkouBPeriod", 75, core.PNorm(30, 100))
	displacement := pol.DefInt("displacement", 28, core.PNorm(15, 40))

	// 计算基准线周期
	kijunPeriod := int(float64(tenkanPeriod) * kijunTenkanRatio)

	// 计算预热期数量，考虑最长的周期和位移
	warmupNum := senkouBPeriod + displacement

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

			// 计算Hull移动平均线
			// 当前周期HMA计算
			halfKeh := int(math.Round(float64(keh) / 2))
			n2ma := ta.WMA(e.Close, halfKeh).Mul(2)
			nma := ta.WMA(e.Close, keh)
			diff := n2ma.Sub(nma)
			sqn := int(math.Round(math.Sqrt(float64(keh))))
			n1 := ta.WMA(diff, sqn)

			// 前一周期HMA计算
			closeBack1 := e.Close.Back(1)
			n2ma1 := ta.WMA(closeBack1, halfKeh).Mul(2)
			nma1 := ta.WMA(closeBack1, keh)
			diff1 := n2ma1.Sub(nma1)
			sqn1 := int(math.Round(math.Sqrt(float64(keh))))
			n2 := ta.WMA(diff1, sqn1)

			// 计算一目均衡图组件
			// 转换线(Tenkan-sen)
			tenkanSenHigh := ta.Highest(e.High, tenkanPeriod)
			tenkanSenLow := ta.Lowest(e.Low, tenkanPeriod)
			tenkanSen := tenkanSenHigh.Add(tenkanSenLow).Div(2)

			// 基准线(Kijun-sen)
			kijunSenHigh := ta.Highest(e.High, kijunPeriod)
			kijunSenLow := ta.Lowest(e.Low, kijunPeriod)
			kijunSen := kijunSenHigh.Add(kijunSenLow).Div(2)

			// 先行带A(Senkou Span A)
			senkouSpanA := tenkanSen.Add(kijunSen).Div(2)

			// 先行带B(Senkou Span B)
			senkouSpanBHigh := ta.Highest(e.High, senkouBPeriod)
			senkouSpanBLow := ta.Lowest(e.Low, senkouBPeriod)
			senkouSpanB := senkouSpanBHigh.Add(senkouSpanBLow).Div(2)

			// 先行带高点和低点(位移后)
			senkouSpanABack := senkouSpanA.Back(displacement - 1)
			senkouSpanBBack := senkouSpanB.Back(displacement - 1)
			senkouSpanH := senkouSpanABack.Max(senkouSpanBBack)
			senkouSpanL := senkouSpanABack.Min(senkouSpanBBack)

			// 滞后线(Chikou Span)
			chikouSpan := e.Close.Back(displacement - 1)

			// 获取当前值
			n1Val := n1.Get(0)
			n2Val := n2.Get(0)
			closeVal := e.Close.Get(0)
			tenkanSenVal := tenkanSen.Get(0)
			kijunSenVal := kijunSen.Get(0)
			senkouSpanHVal := senkouSpanH.Get(0)
			senkouSpanLVal := senkouSpanL.Get(0)
			chikouSpanVal := chikouSpan.Get(0)

			// 多头入场条件
			longCondition := n1Val > n2Val && closeVal > n2Val && closeVal > chikouSpanVal &&
				closeVal > senkouSpanHVal && (tenkanSenVal >= kijunSenVal || closeVal > kijunSenVal)

			// 空头入场条件
			shortCondition := n1Val < n2Val && closeVal < n2Val && closeVal < chikouSpanVal &&
				closeVal < senkouSpanLVal && (tenkanSenVal <= kijunSenVal || closeVal < kijunSenVal)

			// 多头平仓条件
			closeLongCondition := n1Val < n2Val && (closeVal < n2Val || tenkanSenVal < kijunSenVal ||
				closeVal < tenkanSenVal || closeVal < kijunSenVal || closeVal < senkouSpanHVal || closeVal < chikouSpanVal)

			// 空头平仓条件
			closeShortCondition := n1Val > n2Val && (closeVal > n2Val || tenkanSenVal > kijunSenVal ||
				closeVal > tenkanSenVal || closeVal > kijunSenVal || closeVal > senkouSpanLVal || closeVal > chikouSpanVal)

			// 执行交易逻辑
			if longCondition && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag: "Long",
				})
			}

			if shortCondition && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "Short",
					Short: true,
				})
			}

			if closeLongCondition && len(s.LongOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "CloseLong",
					Dirt: core.OdDirtLong,
				})
			}

			if closeShortCondition && len(s.ShortOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "CloseShort",
					Dirt: core.OdDirtShort,
				})
			}
		},
	}
}