package strategy

import (
	"fmt"
	"sig-pub/pkg/types"
)

// SuperTrendMacdRSI 结合super trend和rsi指标策略
type SuperTrendMacdRSI struct {
	trendWindow        int16
	trendMul           float64 // super trend
	rsi                int16   // rsi
	fast, slow, singal int16   // macd
}

func (s *SuperTrendMacdRSI) New() ISigStrategy {
	return &SuperTrendMacdRSI{}
}

func (s *SuperTrendMacdRSI) Meta() StrategyMeta {
	return StrategyMeta{
		Name: "SuperTrendMacdRSI",
		Desc: "SuperTrend + MACD + RSI 量化策略",
		Input: []types.InputArg{
			{Name: "trendWindow", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},     // 10
			{Name: "trendMul", Type: types.InputTypeUFloat, Desc: "SuperTrend multipiler"}, // 3
			{Name: "rsi", Type: types.InputTypeUInt, Desc: "rsi周期"},                        // 14
			{Name: "fast", Type: types.InputTypeUInt, Desc: "macd fast period"},            // 12
			{Name: "slow", Type: types.InputTypeUInt, Desc: "macd slow period"},            // 26
			{Name: "singal", Type: types.InputTypeUInt, Desc: "macd singal period"},        // 9
		},
	}
}

// Init 校验参数, 并根据参数初始化策略
func (s *SuperTrendMacdRSI) Init(input types.Input) (err error) {
	s.trendWindow = input.Int16("trendWindow")
	s.trendMul = input.Float("trendMul")
	s.rsi = input.Int16("rsi")
	s.fast = input.Int16("fast")
	s.slow = input.Int16("slow")
	s.singal = input.Int16("singal")
	if s.fast >= s.slow {
		return fmt.Errorf("macd fast(%d) >= slow(%d)", s.fast, s.slow)
	}
	return
}

func (s *SuperTrendMacdRSI) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
	return max(
		ctx.Indicator("SuperTrend", types.Input{"window": s.trendWindow, "mul": s.trendMul}).CandlePeriods(),
		ctx.Indicator("RSI", s.rsi).CandlePeriods(),
		ctx.Indicator("MACD", types.Input{
			"fast":   s.fast,
			"slow":   s.slow,
			"singal": s.singal,
		}).CandlePeriods(),
		21,
	)
}

func (s *SuperTrendMacdRSI) Update(ctx ISingleSigStrategyContext) (side types.Side) {
	superTrend := ctx.Indicator("SuperTrend", types.Input{"window": s.trendWindow, "mul": s.trendMul})
	rsi := ctx.Indicator("RSI", s.rsi).Get(0)
	macd := ctx.Indicator("MACD", types.Input{"fast": s.fast, "slow": s.slow, "singal": s.singal})
	macdHist := macd.Get(0)
	macdDea := macd.StateSeries("dea", 0, 2) // macd_dea信号线
	macdDif := macd.StateSeries("dif", 0, 2) // macd_dif线

	crossover := macdDif[0] > macdDea[0] && macdDif[1] < macdDea[1]  // 金叉
	crossunder := macdDif[0] < macdDea[0] && macdDif[1] > macdDea[1] // 死叉

	closeP := ctx.Get(0).CloseF64()
	volAvg := ctx.Series(1, 20).Vol().Avg()
	vol := ctx.Get(0).VolF64()

	trend := superTrend.Get(0)
	trendDirection := superTrend.State("direction", 0)

	// 金叉状态且正向扩张
	if crossover && macdHist > 0 {
		// RSI 强度过滤
		if rsi > 50 && rsi < 70 {
			// SuperTrend 趋势确认
			if closeP > trend && trendDirection == 1 {
				// 成交量过滤
				if vol > volAvg*1.5 {
					return types.SideLong
				}
			}
		}
	}

	if crossunder && macdHist < 0 {
		if rsi > 30 && rsi < 50 {
			// SuperTrend 趋势确认
			if closeP < trend && trendDirection == -1 {
				// 成交量过滤
				if vol > volAvg*1.5 {
					return types.SideShort
				}
			}
		}
	}

	_ = `
		// 策略算子脚本DST, 优化golang底层不影响策略语法
		st1 = sig.SuperTrend(window=10, mul=3)
		rsi = sig.RSI(window=14)
		closeAvg = close[1:10].avg()
		st1[0]
		st1[0:10]
		st1.direction[0]
		if rsi[0] > 50
		    ...
	`
	return
}