package trend

import (
	"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"
)

/*
测试仅c<h1时有明显收益，其他如l1,c1,hlc1等，收益都不够好
初始策略：日线级别，c<h1，tr>atr时开多，持有一日平仓
*/

func smp1(p *config.RunPolicyConfig) *strat.TradeStrat {
	allowOpen := false
	return &strat.TradeStrat{
		WarmupNum:     10,
		RunTimeFrames: []string{"4h"},
		OnPairInfos: func(s *strat.StratJob) []*strat.PairSub {
			return []*strat.PairSub{
				{"_cur_", "1d", 30},
			}
		},
		OnSymbols: func(items []string) []string {
			hasBTC := false
			for _, it := range items {
				if it == "BTC/USDT:USDT" {
					hasBTC = true
				}
			}
			if !hasBTC {
				return append([]string{"BTC/USDT:USDT"}, items...)
			}
			return items
		},
		OnStartUp: func(s *strat.StratJob) {
			s.More = 0
		},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
			doOpen := s.More.(int)
			c := e.Close.Get(0)
			o := e.Open.Get(0)
			if len(s.LongOrders) > 0 {
				slPrice := c - atr*3
				for _, od := range s.LongOrders {
					holdNum := e.BarCount(od.EnterAt)
					if holdNum < 8 {
						continue
					}
					sl := od.GetStopLoss()
					if sl == nil && (c-od.InitPrice < atr*3 || o >= c-atr*0.6) {
						s.CloseOrders(&strat.ExitReq{
							Tag:     "exit",
							OrderID: od.ID,
						})
					} else if sl == nil || slPrice > sl.Price {
						od.SetStopLoss(&ormo.ExitTrigger{
							Price: slPrice,
						})
					}
				}
			} else if doOpen == 1 {
				s.More = 0
				s.OpenOrder(&strat.EnterReq{
					Tag: "long1",
				})
			}
		},
		OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
			if pair == "BTC/USDT:USDT" {
				ma30 := ta.SMA(e.Close, 45).Get(0)
				c := e.Close.Get(0)
				allowOpen = c > ma30
			}
			c := e.Close.Get(0)
			h1 := e.High.Get(1)
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
			tr := ta.TR(e.High, e.Low, e.Close).Get(0)
			ma := ta.SMA(e.Close, 14).Get(0)
			if allowOpen && len(s.LongOrders) == 0 && c < h1-atr*0.4 && c > ma {
				if tr > atr {
					s.More = 1
				}
			}
		},
	}
}

func smp0(p *config.RunPolicyConfig) *strat.TradeStrat {
	return &strat.TradeStrat{
		WarmupNum:     30,
		RunTimeFrames: []string{"1d"},
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			c := e.Close.Get(0)
			h1 := e.High.Get(1)
			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
			tr := ta.TR(e.High, e.Low, e.Close).Get(0)
			ma := ta.SMA(e.Close, 14).Get(0)
			if len(s.LongOrders) > 0 {
				s.CloseOrders(&strat.ExitReq{
					Tag:  "exit",
					Dirt: core.OdDirtLong,
				})
			} else if c < h1-atr*0.4 && c > ma {
				if tr > atr {
					s.OpenOrder(&strat.EnterReq{
						Tag:           "long1",
						TakeProfitVal: atr * 2,
					})
				}
			}
		},
	}
}