package trade

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

// Exit 止盈止损策略(trading service 管理)
type ICloseStrategy interface {
	OnKline(k types.Kline, pos *Position) (closePos bool, cause Cause)
	OnPrice(price float64, pos *Position) (closePos bool, cause Cause)
	OnSigStrategySingal(sigSide types.Side, pos *Position) (closePos bool, cause Cause)
}

// 平仓策略参数
type CloseStrategyParam struct {
	StopLossPct        float64     `json:"stopLossPct"`        // 固定止损 static stoploss
	TakeProfitPct      float64     `json:"takeProfitPct"`      // 固定止盈 static take profit
	ProfitRetracePcts  [][]float64 `json:"profitRetracePcts"`  // 基于最高利润回撤触发平仓 (例如 [[0.01, 0.3], [0.02, 0.2]] 最高利润超过1%时30%回撤则触发平仓，最高利润超过2%时20%回撤就触发平仓)
	CloseOnSideReverse bool        `json:"closeOnSideReverse"` // 交易信号和持单方向相反时是否进行平仓
	Fee                bool        `json:"fee"`                // 计算止盈止损时是否包含手续费
}

// CloseStrategy 平仓策略
type CloseStrategy struct {
	CloseStrategyParam
}

func NewCloseStrategy(param CloseStrategyParam) (cs *CloseStrategy, err error) {
	if param.StopLossPct < 0 {
		err = fmt.Errorf("stopLossPct can't less zero")
		return
	}
	cs = &CloseStrategy{CloseStrategyParam: param}
	return
}

// Update 当k线更新判断是否关闭仓位
func (s *CloseStrategy) OnKline(k types.Kline, pos *Position) (closePos bool, cause Cause) {
	closePrice := decimals.MustToFloat64(k.Close)
	return s.OnPrice(closePrice, pos)
}

// OnPrice 当k线更新判断是否关闭仓位
func (s *CloseStrategy) OnPrice(price float64, pos *Position) (closePos bool, cause Cause) {
	if !pos.Side.IsValid() {
		return
	}
	// update peak px
	if pos.Side == types.SideLong && (price > pos.PeakPx) {
		pos.PeakPx = price
	}
	if pos.Side == types.SideShort && (price < pos.PeakPx) {
		pos.PeakPx = price
	}

	entry := pos.EntryPx
	// side long:
	if pos.Side == types.SideLong {
		// 固定止损
		if s.StopLossPct > 0 && price <= entry*(1-s.StopLossPct) {
			return true, CauseCloseStoploss
		}
		// 固定止盈
		if s.TakeProfitPct > 0 && price >= entry*(1+s.TakeProfitPct) {
			return true, CauseCloseTakeprofit
		}
		// 基于最高利润动态止盈
		if len(s.ProfitRetracePcts) > 0 {
			// peak profit fraction
			peakProfit := (pos.PeakPx - entry) / entry
			minProfitToTrail, trailingPct := float64(0), float64(0)
			for _, profit := range s.ProfitRetracePcts {
				if len(profit) != 2 {
					continue
				}
				_minProfitToTrail := profit[0] // 启动最高利润回撤的最小盈利阈值
				_trailingPct := profit[1]      // 基于最高利润回撤触发平仓
				if peakProfit >= _minProfitToTrail && _minProfitToTrail > minProfitToTrail {
					minProfitToTrail = _minProfitToTrail
					trailingPct = _trailingPct
				}
			}
			if minProfitToTrail > 0 && trailingPct > 0 {
				trail := entry + (pos.PeakPx-entry)*(1-trailingPct)
				if price <= trail {
					return true, CauseCloseTrailing
				}
			}
		}
		return
	}

	// side short:
	if s.StopLossPct > 0 && price >= pos.EntryPx*(1+s.StopLossPct) {
		return true, CauseCloseStoploss
	}
	if s.TakeProfitPct > 0 && price <= pos.EntryPx*(1-s.TakeProfitPct) {
		return true, CauseCloseTakeprofit
	}
	// 基于最高利润动态止盈
	if len(s.ProfitRetracePcts) > 0 {
		// peak profit fraction
		peakProfit := (entry - pos.PeakPx) / entry
		minProfitToTrail, trailingPct := float64(0), float64(0)
		for _, profit := range s.ProfitRetracePcts {
			if len(profit) != 2 {
				continue
			}
			_minProfitToTrail := profit[0] // 启动最高利润回撤的最小盈利阈值
			_trailingPct := profit[1]      // 基于最高利润回撤触发平仓
			if peakProfit >= _minProfitToTrail && _minProfitToTrail >= minProfitToTrail {
				minProfitToTrail = _minProfitToTrail
				trailingPct = _trailingPct
			}
		}
		if minProfitToTrail > 0 && trailingPct > 0 {
			trail := entry - (entry-pos.PeakPx)*(1+trailingPct)
			if price >= trail {
				return true, CauseCloseTrailing
			}
		}
	}
	return
}

// OnSigStrategySingal 根据策略信号尝试平掉相反方向的仓位。例如策略返回 SELL 时，平掉 BUY 持仓
func (s *CloseStrategy) OnSigStrategySingal(sigSide types.Side, pos *Position) (closePos bool, cause Cause) {
	if !s.CloseOnSideReverse {
		return
	}
	return sigSide != pos.Side, CauseCloseReverseSingal
}