package trend

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

/*
https://www.forexfactory.com/thread/291622-trading-made-simple
在1d周期，大多数品种上长期较好；稳定性一般
*/

func eelfranzTDI(p *config.RunPolicyConfig) *strat.TradeStrat {
	var rsiLen = p.DefInt("rsiLen", 13, core.PNorm(8, 25))
	var rsiMaLen = p.DefInt("rsiMa", 34, core.PNorm(20, 40))
	var fastLen = p.DefInt("fast", 2, core.PNorm(2, 5))
	var slowLen = p.DefInt("slow", 7, core.PNorm(4, 15))
	return &strat.TradeStrat{
		WarmupNum: 50,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			rsi := ta.RSI(e.Close, rsiLen)
			rsiMa := ta.SMA(rsi, rsiMaLen).Get(0)

			stDev := StDev(rsi, rsiMaLen).Get(0)
			upZone := rsiMa + 1.6185*stDev
			dnZone := rsiMa - 1.6185*stDev
			// market base line
			marketBase := (upZone + dnZone) / 2

			// rsi price line: green
			fast := ta.SMA(rsi, fastLen).Get(0)
			// trade signal line: red
			slow := ta.SMA(rsi, slowLen).Get(0)

			if len(s.LongOrders) > 0 {
				if fast < slow {
					s.CloseOrders(&strat.ExitReq{
						Tag:  "exitL",
						Dirt: core.OdDirtLong,
					})
				}
			} else if fast > max(slow, marketBase) {
				s.OpenOrder(&strat.EnterReq{
					Tag: "long",
				})
			}
			if len(s.ShortOrders) > 0 {
				if fast > slow {
					s.CloseOrders(&strat.ExitReq{
						Tag:  "exitS",
						Dirt: core.OdDirtShort,
					})
				}
			} else if slow > max(fast, marketBase) {
				s.OpenOrder(&strat.EnterReq{
					Tag:   "short",
					Short: true,
				})
			}
		},
	}
}

func StDev(obj *ta.Series, period int) *ta.Series {
	res := obj.To("stDev", period)
	if res.Cached() {
		return res
	}
	arr := ta.WrapFloatArr(res, period, obj.Get(0))
	if len(arr) < period {
		return res.Append(math.NaN())
	} else {
		var sum, ssum float64
		for _, v := range arr {
			sum += v
			ssum += v * v
		}
		var lenFlt = float64(period)
		variance := (ssum*lenFlt - sum*sum) / (lenFlt * (lenFlt - 1))
		return res.Append(math.Sqrt(variance))
	}
}