package trend

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

/*
基于DV2超卖且大均线上方时做多
基于RSI4百分位排名超卖，且大均线上方时做多

效果好于双均线仅做多。

DV2加入做空部分持续亏钱
RSI加入做空变化不大
*/

func DVRSI(p *config.RunPolicyConfig) *strat.TradeStrat {
	return &strat.TradeStrat{
		WarmupNum:     100,
		RunTimeFrames: []string{"4h"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			dv := ta.DV2(e.High, e.Low, e.Close, 126, 2).Get(0)
			sma := ta.SMA(e.Close, 50).Get(0)
			ma10 := ta.SMA(e.Close, 10).Get(0)
			rsi := ta.PercentRank(ta.RSI(e.Close, 4), 126).Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
			if len(s.LongOrders) > 0 {
				if c < ma10 {
					for _, o := range s.LongOrders {
						holdNum := e.BarCount(o.EnterAt)
						if holdNum > 5 {
							s.CloseOrders(&strat.ExitReq{Tag: "exitL", OrderID: o.ID})
						}
					}
				}
			} else if len(s.ShortOrders) > 0 {
				if c > ma10 {
					for _, o := range s.ShortOrders {
						holdNum := e.BarCount(o.EnterAt)
						if holdNum > 5 {
							s.CloseOrders(&strat.ExitReq{Tag: "exitS", OrderID: o.ID})
						}
					}
				}
			} else if dv <= 10 && c > sma {
				s.OpenOrder(&strat.EnterReq{Tag: "long", StopLossVal: atr * 3})
			} else if rsi < 10 && c > sma {
				s.OpenOrder(&strat.EnterReq{Tag: "long", StopLossVal: atr * 3})
			}
			//else if rsi > 90 && c < sma {
			//	s.OpenOrder(&strat.EnterReq{Tag: "short", Short: true, StopLossVal: atr})
			//}
		},
	}
}