package trend

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

func randCut(p *config.RunPolicyConfig) *strat.TradeStrat {
	slRate := p.Def("slRate", 3, core.PNorm(1, 3))
	return &strat.TradeStrat{
		WarmupNum: 100,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			atr := ta.ATR(e.High, e.Low, e.Close, 30)
			slRange := atr.Get(0) * slRate
			odList := s.GetOrders(0)
			if len(odList) > 0 {
				for _, od := range odList {
					sl := od.GetStopLoss()
					if od.Short {
						if sl.Price > c+slRange {
							od.SetStopLoss(&ormo.ExitTrigger{
								Price: c + slRange,
							})
						}
					} else if sl.Price < c-slRange {
						od.SetStopLoss(&ormo.ExitTrigger{
							Price: c - slRange,
						})
					}
				}
			} else {
				openRate := 0.015 * c / atr.Get(0)
				if openRate < 1 {
					openRate = math.Sqrt(openRate)
				}
				isShort := rand.Float64() > 0.5
				s.OpenOrder(&strat.EnterReq{
					Tag:         fmt.Sprintf("%v", isShort),
					Short:       isShort,
					CostRate:    openRate,
					StopLossVal: slRange,
				})
			}
		},
	}
}