package llmjob

import (
	"math"

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

// fErf 实现Horner方法的误差函数
func fErf(x float64) float64 {
	nT := 1.0 / (1.0 + 0.5*math.Abs(x))
	nAns := 1.0 - nT*math.Exp(-x*x-1.26551223+
		nT*(1.00002368+nT*(0.37409196+nT*(0.09678418+
			nT*(-0.18628806+nT*(0.27886807+nT*(-1.13520398+
				nT*(1.48851587+nT*(-0.82215223+nT*(0.17087277))))))))))
	if x >= 0 {
		return nAns
	}
	return -nAns
}

// fPSignal 计算P-Signal指标
func fPSignal(series *ta.Series, period int) *ta.Series {
	res := series.To("_psignal", period)
	if res.Cached() {
		return res
	}

	if series.Len() < period {
		return res.Append(math.NaN())
	}

	nStDev := ta.StdDev(series, period)
	nSma := ta.SMA(series, period)

	stdevVal := nStDev.Get(0)
	smaVal := nSma.Get(0)

	var rawPSignal float64
	if stdevVal > 0 {
		rawPSignal = fErf(smaVal / (stdevVal * math.Sqrt(2)))
	} else {
		rawPSignal = math.Copysign(1.0, smaVal)
	}

	return res.Append(rawPSignal)
}

func J7096(pol *config.RunPolicyConfig) *strat.TradeStrat {
	nPoints := pol.DefInt("nPoints", 13, core.PUniform(4, 50))

	return &strat.TradeStrat{
		Name:        "P-Signal Strategy",
		WarmupNum:   nPoints + 10, // 额外预留空间确保计算准确
		HedgeOff:    true,         // 单向持仓模式
		EachMaxLong: 1,            // 最多一个多头仓位
		TimeFrames:  "8h",
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			nIntr := nPoints - 1

			// 1. 计算价格变化 (ohlc4的变化量)
			avgPrice := ta.AvgPrice(e)
			priceChange := avgPrice.Sub(avgPrice.Back(1))

			// 2. 计算P-Signal原始值
			rawPSignal := fPSignal(priceChange, nIntr)

			// 3. 计算平滑P-Signal
			nPSignal := ta.SMA(rawPSignal, nIntr)

			// 检查数据有效性
			if nPSignal.Len() < 2 {
				return
			}

			// 4. 计算P-Signal变化方向
			currentPSignal := nPSignal.Get(0)
			prevPSignal := nPSignal.Get(1)
			ndPSignal := math.Copysign(1.0, currentPSignal-prevPSignal)

			// 5. 生成交易信号
			if currentPSignal < 0 && ndPSignal > 0 && len(s.LongOrders) == 0 {
				// 开多条件：nPSignal < 0 and ndPSignal > 0
				s.OpenOrder(&strat.EnterReq{
					Tag: "long",
				})
			} else if currentPSignal > 0 && ndPSignal < 0 && len(s.LongOrders) > 0 {
				// 平多条件：nPSignal > 0 and ndPSignal < 0
				s.CloseOrders(&strat.ExitReq{
					Tag: "close_long",
				})
			}
		},
	}
}