package rev

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

type MoreRev struct {
	thres  float64 // 阈值
	dirt   float64 // 1rsi高于0，-1rsi低于0
	hitAt  int     // 进入极值的BarNum
	exmVal float64 // 最大极值
	bigRsi float64 // 大周期rsi
}

func (m *MoreRev) update(rsi50 float64, barNum int) {
	rsiAbs := math.Abs(rsi50)
	if rsiAbs < m.thres {
		m.dirt = 0
		m.hitAt = 0
		m.exmVal = 0
		return
	}
	if m.dirt == 0 {
		if rsi50 > 0 {
			m.dirt = 1
		} else {
			m.dirt = -1
		}
		m.hitAt = barNum
		m.exmVal = rsiAbs
	} else if m.exmVal < rsiAbs {
		m.exmVal = rsiAbs
	}
}

func S01V1(pol *config.RunPolicyConfig) *strat.TradeStrat {
	var lenRsi = 22
	var lenRsi2 = 140
	var thresRsi = 20.0
	var hitRsi = 22.0
	var minKeep = 3

	lenAtr := 15
	baseAtrLen := int(math.Round(float64(lenAtr) * 4.3))

	return &strat.TradeStrat{
		Version:      1,
		WarmupNum:    lenRsi * 2,
		MinTfScore:   0.75,
		DrawDownExit: true,
		OnStartUp: func(s *strat.StratJob) {
			s.More = &MoreRev{thres: thresRsi}
		},
		OnPairInfos: com.MakePairInfos(lenRsi2),
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			m, _ := s.More.(*MoreRev)
			rsi := ta.RSI(e.Close, lenRsi)
			rsiMa := ta.SMA(rsi, 3)
			rsiVal := rsi.Get(0)
			rsiX := rsi.Cross(rsiMa)

			atr := ta.ATR(e.High, e.Low, e.Close, lenAtr)
			atrBase := ta.Lowest(ta.Highest(atr, lenAtr), baseAtrLen).Get(0)
			atrRate := math.Sqrt(atr.Get(0) / atrBase)

			c := e.Close.Get(0)
			bigRsiFit := math.Abs(m.bigRsi) > 5 && m.bigRsi*m.dirt > 0
			rsiFit := m.dirt != 0 && m.exmVal >= hitRsi && e.BarNum-m.hitAt >= minKeep
			if s.OrderNum == 0 && bigRsiFit && rsiFit && (rsiX == 1 || rsiX == -1) {
				// rsi处于极值范围，且触发最大极值，且满足最少极值数量，且和rsi均值交叉
				slVal := atrBase * atrRate * 5
				slLong, slShort := c-slVal, c+slVal
				//entPrice := c - slVal*0.3
				//if m.dirt > 0 {
				//	entPrice = c - slVal*0.3
				//}
				com.FastOpen(s, -m.dirt, slLong, slShort, 0)
			} else if rsiFit && s.EnteredNum > 0 && m.bigRsi*m.dirt > 0 {
				if m.dirt == 1 && len(s.LongOrders) > 0 && m.bigRsi > 2 {
					// 平多
					_ = s.CloseOrders(&strat.ExitReq{
						Tag:  "exitL",
						Dirt: core.OdDirtLong,
					})
				} else if m.dirt == -1 && len(s.ShortOrders) > 0 && m.bigRsi < -2 {
					_ = s.CloseOrders(&strat.ExitReq{
						Tag:  "exitS",
						Dirt: core.OdDirtShort,
					})
				}
			}
			m.update(rsiVal-50, e.BarNum)
		},
		OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
			m, _ := s.More.(*MoreRev)
			m.bigRsi = ta.RSI50(e.Close, lenRsi2).Get(0)
		},
		GetDrawDownExitRate: func(s *strat.StratJob, od *ormo.InOutOrder, maxChg float64) float64 {
			sl := od.GetStopLoss()
			if sl == nil || sl.Range == 0 {
				return 0
			}
			bestRate := maxChg * od.InitPrice / sl.Range
			if bestRate > 2 {
				return 0.3
			} else if bestRate > 1 {
				return 0.5
			}
			return 0
		},
	}
}