package surge

import (
	"bufio"
	"fmt"
	"github.com/banbox/banbot/btime"
	"github.com/banbox/banbot/core"
	ta "github.com/banbox/banta"
	"math"
	"os"
	"strconv"
	"strings"
	"testing"
	"time"
)

/*
测试顺势暴跌做空。应对2025-10-10
*/

func TestDownQwen(t *testing.T) {
	stamps, data, err := ParseFile("E:\\trade\\go\\bandata\\backtest\\bdb35c1d91\\surge_alldown.log")
	if err != nil {
		panic(err)
	}

	env, _ := ta.NewBarEnv("", "", "", "1m")
	lenS := env.NewSeries(nil)
	volS := env.NewSeries(nil)

	var prevLen float64
	var volThres = 2.8
	var holdBars int
	var holdAmt, openDirt float64
	for i, row := range data {
		timeMS := stamps[i]
		vol, solid, lenMid, _, len66 := row[0], row[1], row[2], row[3], row[4]
		if math.IsNaN(lenMid) {
			continue
		}
		env.TimeStop = timeMS
		lenS.Append(lenMid)
		volS.Append(vol)
		volMa1 := ta.SMA(volS, 3).Get(1)
		low5len := ta.Lowest(lenS, 30).Get(1)
		if openDirt != 0 {
			// 正在做空/多
			holdAmt += lenMid
			holdBars += 1
			if lenMid*openDirt < 0 {
				dateStr := btime.ToDateStr(timeMS, core.DefaultDateFmt)
				fmt.Printf("%s close, hold %d total: %.2f\n", dateStr, holdBars, holdAmt*openDirt)
				openDirt, holdBars = 0, 0
				holdAmt = 0
			}
		} else if vol > volThres && lenMid < low5len && len66 < 0 && solid < -0.5 && prevLen < 0 {
			// 成交量突破阈值，中位数阴线，3个len全部阴线，中位数创新低
			// 与前一个k线比率不超过3
			prevRate := lenMid / prevLen
			if prevRate < 3 && prevRate > 1.5 && vol/volMa1 < 2 {
				openDirt = -1
				fmt.Printf("%s short, thres: %.2f vol: %.2f len: %.2f solid: %.2f\n",
					btime.ToDateStr(timeMS, core.DefaultDateFmt), volThres, vol, lenMid, solid)
			}
		}
		prevLen = lenMid
	}
}

func ParseFile(path string) ([]int64, [][5]float64, error) {
	f, err := os.Open(path)
	if err != nil {
		return nil, nil, err
	}
	defer f.Close()

	var ts []int64
	var vals [][5]float64
	scanner := bufio.NewScanner(f)
	for scanner.Scan() {
		t, v := ParseLine(scanner.Text())
		if t != 0 {
			ts = append(ts, t)
			vals = append(vals, v)
		}
	}
	return ts, vals, scanner.Err()
}

func ParseLine(s string) (int64, [5]float64) {
	var arr [5]float64
	f := strings.Fields(s)
	if len(f) < 7 {
		return 0, arr
	}
	t, err := time.ParseInLocation("2006-01-02 15:04:05", f[0]+" "+f[1], time.UTC)
	if err != nil {
		return 0, arr
	}
	for i := 0; i < 5; i++ {
		v, err := strconv.ParseFloat(f[2+i], 64)
		if err != nil {
			return t.UnixMilli(), arr
		}
		arr[i] = v
	}
	return t.UnixMilli(), arr
}