package strategy

import "sig-pub/pkg/types"

// SuperTrendMacdRSI 结合super trend和rsi指标策略
type SuperTrendMacdRSI struct {
}

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"},
			// {Name: "trendMultipiler", Type: types.InputTypeUInt, Desc: "SuperTrend multipiler"},
			// {Name: "rsiWindow", Type: types.InputTypeUInt, Desc: "rsi周期"},
		},
	}
}

// Init 校验参数, 并根据参数初始化策略
func (s *SuperTrendMacdRSI) Init(input types.Input) (err error) {
	return
}

func (s *SuperTrendMacdRSI) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
	return max(
		ctx.Indicator("SuperTrend", types.Input{"window": 10, "mul": 3}).CandlePeriods(),
		ctx.Indicator("RSI", 14).CandlePeriods(),
		ctx.Indicator("MACD", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(),
		// ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(),
		// ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(),
		// ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(),
		21,
	)
}

func (s *SuperTrendMacdRSI) Update(ctx ISingleSigStrategyContext) (side types.Side) {
	superTrend := ctx.Indicator("SuperTrend", types.Input{"window": 10, "mul": 3})
	rsi := ctx.Indicator("RSI", 14).Get(0)
	macd := ctx.Indicator("MACD", types.Input{"fast": 12, "slow": 26, "singal": 9})
	macdHist := macd.Get(0)
	macdDea := macd.StateSeries("dea", 0, 2) // macd_dea信号线
	macdDif := macd.StateSeries("dif", 0, 2) // macd_dif线
	// macdHist := ctx.Indicator("Macd", types.Input{"fast": 12, "slow": 26, "singal": 9}).Get(0)         // macd柱
	// macdDea := ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(0, 2) // macd_dea信号线
	// macdDif := ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(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 {
			// 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 < 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
}