package old

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

/*
这是针对XEM/USDT:USDT的策略，其最小价格变动0.6%，挂单等待成交盈利很稳定。
但实盘时实际成交量很小，挂单十几分钟才吃进去。
*/

func xem40(p *config.RunPolicyConfig) *strat.TradeStrat {
	lenAtr := 14
	return &strat.TradeStrat{
		WarmupNum:    300,
		MinTfScore:   0.3,
		EachMaxLong:  1,
		EachMaxShort: 1,
		OnStartUp: func(s *strat.StratJob) {
			pip, err := exg.Default.PriceOnePip(s.Symbol.Symbol)
			if err != nil {
				panic(err)
			}
			s.More = pip
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			pip := s.More.(float64)
			if pip/c < 0.002 {
				// 仅针对XEM，最小价格变动是0.6%
				return
			}
			volMa := ta.SMA(e.Volume, 14).Get(0)
			maSml := ta.SMA(e.Close, 50).Get(0)
			maBig := ta.SMA(e.Close, 300).Get(0)
			rsi := ta.RSI50(e.Close, 50).Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, lenAtr).Get(0)

			if s.OrderNum > 0 {
				var od *ormo.InOutOrder
				if len(s.LongOrders) > 0 {
					od = s.LongOrders[0]
				} else {
					od = s.ShortOrders[0]
				}
				if od.Status == ormo.InOutStatusPartEnter && (e.TimeStop-od.RealEnterMS())/e.TFMSecs > 3 {
					s.CloseOrders(&strat.ExitReq{Tag: "cancel", UnFillOnly: true})
				}
				return
			}
			sub1, sub2 := c-maSml, maSml-maBig
			dirt := 0
			if sub1*sub2 <= 0 && math.Abs(sub2) < atr {
				// 震荡行情
				if rsi > 3 {
					dirt = -1
				} else if rsi < -3 {
					dirt = 1
				}
			}
			if dirt == 0 && math.Abs(sub2) < pip {
				// 波动很小，直接开单
				dirt = 1
				if c > maSml {
					dirt = -1
				}
			}
			if dirt != 0 {
				amt := min(volMa*0.1, config.StakeAmount/c)
				s.OpenOrder(&strat.EnterReq{
					Tag:           strconv.Itoa(dirt),
					Short:         dirt < 0,
					Limit:         c,
					Amount:        amt,
					StopLossVal:   pip * 2,
					TakeProfitVal: pip,
					StopBars:      20,
				})
			}
		},
	}
}