package llmjob

import (
	"math"

	"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"
)

func J7046(pol *config.RunPolicyConfig) *strat.TradeStrat {
	// 定义可调超参数
	smaPeriod := pol.DefInt("smaPeriod", 22, core.PNorm(10, 50))
	mult := pol.Def("mult", 1.0, core.PNorm(0.8, 3.0))
	trailingLossPct := pol.Def("trailingLossPct", 0.075, core.PNorm(0.03, 0.15))
	trailingPointsPct := pol.Def("trailingPointsPct", 0.05, core.PNorm(0.01, 0.10))
	trailingOffsetPct := pol.Def("trailingOffsetPct", 0.005, core.PNorm(0.001, 0.02))

	return &strat.TradeStrat{
		Name:         "Bollinger Band Breakout",
		WarmupNum:    smaPeriod + 10, // 预热K线数量
		HedgeOff:     true,           // 单向持仓模式
		EachMaxLong:  1,              // 最多1个多单
		EachMaxShort: 1,              // 最多1个空单
		TimeFrames:   "8h",
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			closePrice := e.Close.Get(0)

			// 检查数据有效性
			if math.IsNaN(closePrice) {
				return
			}

			// 计算布林带指标
			upper, _, lower := ta.BBANDS(e.Close, smaPeriod, mult, mult)

			// 检测突破信号
			longSignal := e.Close.Cross(upper)  // 上穿上轨，返回1表示上穿
			shortSignal := e.Close.Cross(lower) // 下穿下轨，返回-1表示下穿

			// 多头入场逻辑
			if longSignal == 1 && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:       "long",
					Short:     false,
					OrderType: core.OrderTypeMarket,
				})
			}

			// 空头入场逻辑
			if shortSignal == -1 && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:       "short",
					Short:     true,
					OrderType: core.OrderTypeMarket,
				})
			}

			// 更新追踪止损
			updateTrailingStop(s, closePrice, trailingLossPct, trailingPointsPct, trailingOffsetPct)
		},
	}
}

// 更新追踪止损的辅助函数
func updateTrailingStop(s *strat.StratJob, closePrice, lossPct, pointsPct, offsetPct float64) {
	// 处理多头仓位的追踪止损
	for _, order := range s.LongOrders {
		if order.Status >= 2 { // 已入场
			entryPrice := order.Enter.Average
			maxLossPrice := entryPrice * (1 - lossPct)      // 最大损失价格
			activationPrice := entryPrice * (1 + pointsPct) // 激活追踪的价格

			// 获取当前止损信息
			currentStop := order.GetStopLoss()

			var newStopPrice float64

			// 判断是否已激活追踪止损
			if closePrice >= activationPrice {
				// 已激活，使用偏移量计算止损
				newStopPrice = closePrice * (1 - offsetPct)
			} else {
				// 未激活，使用最大损失作为止损
				newStopPrice = maxLossPrice
			}

			// 只有当新止损价格更优（更高）时才更新
			if currentStop == nil || newStopPrice > currentStop.Price {
				order.SetStopLoss(&ormo.ExitTrigger{
					Price: newStopPrice,
					Tag:   "trailing_stop",
				})
			}
		}
	}

	// 处理空头仓位的追踪止损
	for _, order := range s.ShortOrders {
		if order.Status >= 2 { // 已入场
			entryPrice := order.Enter.Average
			maxLossPrice := entryPrice * (1 + lossPct)      // 最大损失价格
			activationPrice := entryPrice * (1 - pointsPct) // 激活追踪的价格

			// 获取当前止损信息
			currentStop := order.GetStopLoss()

			var newStopPrice float64

			// 判断是否已激活追踪止损
			if closePrice <= activationPrice {
				// 已激活，使用偏移量计算止损
				newStopPrice = closePrice * (1 + offsetPct)
			} else {
				// 未激活，使用最大损失作为止损
				newStopPrice = maxLossPrice
			}

			// 只有当新止损价格更优（更低）时才更新
			if currentStop == nil || newStopPrice < currentStop.Price {
				order.SetStopLoss(&ormo.ExitTrigger{
					Price: newStopPrice,
					Tag:   "trailing_stop",
				})
			}
		}
	}
}