package t01

import (
	"github.com/banbox/banbot/orm/ormo"
	"github.com/banbox/banbot/strat"
	"github.com/banbox/banexg/log"
	"github.com/banbox/banstagy/com"
	ta "github.com/banbox/banta"
	"go.uber.org/zap"
	"math"
)

var (
	// 这里是默认参数，请尽量在MainVX()中修改，不要在这里修改
	maBig       = 30
	maSml       = 30
	maParent    = 50
	sampleNum   = 500 // 斜率采样数量
	sampleStep  = 2   // 斜率计算间隔
	atrLen      = 14
	openOffRate = float64(0)  // 开单时，从均线偏移基准ATR的倍数
	goodRate    = float64(10) // 收益超过此倍数的ATR时，将止损更新为均线
	badRate     = float64(5)  // 损失超过此倍数的ATR时，止损退出
)

type MoreType struct {
	bigSlop  *com.Slop
	hitGoods map[int64]bool // 触发goodRate的订单ID，允许每个bar更新止损
}

func openOrder(s *strat.StratJob, closePrice, dirt, price, stopLoss float64) {
	if (stopLoss-closePrice)*dirt >= 0 {
		// 当前止损立刻满足，跳过
		return
	}
	tag := "long"
	if dirt < 0 {
		tag = "short"
	}
	err := s.OpenOrder(&strat.EnterReq{
		Tag:      tag,
		Limit:    price,
		StopLoss: stopLoss,
		Short:    dirt < 0,
	})
	if err != nil {
		log.Error("open order fail", zap.Error(err))
	}
}

func onStartUp(s *strat.StratJob) {
	s.More = &MoreType{
		bigSlop:  com.NewSlop(sampleNum, 0.25),
		hitGoods: make(map[int64]bool),
	}
}

func onInfoBar(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
	sma := ta.SMA(e.Close, maParent)
	prevSma := sma.Get(sampleStep)
	if e.BarNum%sampleStep > 0 || math.IsNaN(prevSma) {
		return
	}
	more, _ := s.More.(*MoreType)
	curSma := sma.Get(0)
	slop := (curSma - prevSma) / curSma
	more.bigSlop.Update(e.BarNum, slop)
}

func onBar(s *strat.StratJob) {
	e := s.Env
	atr := ta.ATR(e.High, e.Low, e.Close, atrLen)
	baseAtrLen := int(math.Round(float64(atrLen) * 4.3))
	atrBase := ta.Lowest(ta.Highest(atr, atrLen), baseAtrLen).Get(0)
	c := e.Close.Get(0)
	smaBig := ta.SMA(e.Close, maBig)
	smaVal := smaBig.Get(0)
	// smaSml := ta.SMA(e.Close, maSml)
	// maX := smaSml.Cross(smaBig)
	// rsiVal := ta.RSI(e.Close, 20).Get(0)

	more, _ := s.More.(*MoreType)
	prevSma := smaBig.Get(sampleStep)
	if e.BarNum%sampleStep == 0 && !math.IsNaN(prevSma) {
		slop := (smaVal - prevSma) / smaVal
		more.bigSlop.Update(e.BarNum, slop)
	}

	var longOd, shortOd *ormo.InOutOrder
	if len(s.LongOrders) > 0 {
		longOd = s.LongOrders[0]
	}
	if len(s.ShortOrders) > 0 {
		shortOd = s.ShortOrders[0]
	}

	atrVal := atr.Get(0)
	slRange := max(atrBase*badRate, atrVal*1.5)

	// 检查是否触发盈利阈值，若触发更新止损
	var orders = []*ormo.InOutOrder{longOd, shortOd}
	for _, od := range orders {
		if od != nil {
			odDirt := 1.0
			if od.Short {
				odDirt = -1
			}
			isGood, ok := more.hitGoods[od.ID]
			if !ok && (c-od.Enter.Average)*odDirt >= atrBase*goodRate {
				more.hitGoods[od.ID] = true
				isGood = true
			}
			if isGood {
				// 已触发盈利阈值，每个bar更新止损
				sl := od.GetStopLoss()
				if sl == nil || (smaVal-sl.Price)*odDirt > 0 {
					od.SetStopLoss(&ormo.ExitTrigger{Price: smaVal})
				}
			} else if od.Status == ormo.InOutStatusInit {
				// 尚未入场，更新入场价格，更新止损
				_ = od.SetEnterLimit(smaVal)
				od.SetStopLoss(&ormo.ExitTrigger{Price: smaVal - odDirt*slRange})
			}
		}
	}
	if atrVal < atrBase {
		// && more.bigSlop.Dirt > 0
		if longOd == nil && more.bigSlop.Dirt >= 0 {
			// 开多单  && c-smaVal+slRange > atrBase*0.5
			openOrder(s, c, 1, 0, c-slRange)
		}
		// && more.bigSlop.Dirt < 0
		if shortOd == nil && more.bigSlop.Dirt <= 0 {
			// 开空单  && smaVal+slRange-c > atrBase*0.5
			openOrder(s, c, -1, 0, c+slRange)
		}
	}
}