package trend

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

/*
测试加入1d的大周期过滤，对做多或做空都未获得更好效果，反而略差

20210101-20250101
只做多：1776%，回撤28.8%，夏普3.93
多空双开：1913%，回撤22%，夏普4.53
做空部分单独运行波动很大，但和做多一起运行可减少做多的回撤

参考SMACross1加入海龟资金和ErDelta过滤后：
170品种下：夏普从7.97提升到8.91，显示最大回撤从18.71%下降到17.65%；收益从718%变为707%

2025/02/25  ERChg<1时保留ATR比率开单，整体*1.15
*/
type entExitMore struct {
	enter *strat.EnterReq
	exit  *strat.ExitReq
}

func MACDEMAV2(p *config.RunPolicyConfig) *strat.TradeStrat {
	// 初始HMA  25  4
	maType := com.DefMaType(p, "ma", com.MaHMA)                // hma 包揽优化列表头部
	maLen := p.DefInt("maLen", 15, core.PNormF(7, 100, 25, 0)) // 超过40表现不佳，20多表现最好
	maRate := p.Def("maRate", 4.1, core.PNorm(1.5, 7))
	emaLen := p.DefInt("emaLen", 100, core.PNormF(30, 240, 100, 0))
	macdRt := p.Def("macdRt", 1, core.PNormF(0.7, 3, 1.2, 0))
	maBigLen := int(math.Round(float64(maLen) * maRate))
	mc1, mc2, mc3 := int(math.Round(12*macdRt)), int(math.Round(26*macdRt)), int(math.Round(9*macdRt))
	p.KeepHyperOnly("ma", "maLen", "maRate")
	return &strat.TradeStrat{
		WarmupNum:    500,
		EachMaxLong:  1,
		EachMaxShort: 1,
		//OnStartUp: func(s *strat.StratJob) {
		//	s.More = &entExitMore{}
		//},
		//OnPairInfos: func(s *strat.StratJob) []*strat.PairSub {
		//	return []*strat.PairSub{
		//		{"_cur_", "4h", 500},
		//	}
		//},
		//OnBar: func(s *strat.StratJob) {
		//	m, _ := s.More.(*entExitMore)
		//	if m.enter != nil {
		//		s.OpenOrder(m.enter)
		//		m.enter = nil
		//	}
		//	if m.exit != nil {
		//		s.CloseOrders(m.exit)
		//		m.exit = nil
		//	}
		//},
		//OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
		//	m, _ := s.More.(*entExitMore)
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, 30)
			openRate := 0.015 * c / atr.Get(0)
			if openRate < 1 {
				openRate = math.Sqrt(openRate)
			}
			openRate *= 1.15
			er := ta.ER(e.Close, 50)
			erDelta := min(1.3, er.Get(0)/er.Get(12))
			if erDelta > 1 {
				openRate *= erDelta
			}

			ema := ta.EMA(e.Close, emaLen).Get(0)
			macd, signal := ta.MACD(e.Close, mc1, mc2, mc3)
			macdSub := macd.Get(0) - signal.Get(0)

			if c > ema && macdSub > 0 && len(s.LongOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:      "long",
					CostRate: openRate,
				})
			} else if len(s.LongOrders) > 0 && (macdSub < 0 && c < ema) {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "closeL",
					Dirt: core.OdDirtLong,
				})
			}

			ma1 := com.GetMA(e.Close, e.Volume, maType, maLen)
			ma2 := com.GetMA(e.Close, e.Volume, maType, maBigLen)
			cross := ma1.Cross(ma2)
			if cross == 1 && len(s.ShortOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "closeS",
					Dirt: core.OdDirtShort,
				})
			} else if cross == -1 && len(s.ShortOrders) == 0 {
				s.OpenOrder(&strat.EnterReq{
					Tag:      "short",
					Short:    true,
					CostRate: openRate,
				})
			}
		},
	}
}