package trade

import (
	"sig-pub/pkg/strategy"
	"sig-pub/pkg/types"
	"sig-pub/pkg/types/decimals"
	"time"
)

// CloseAssess 价格更新评估是否平仓
// @return closeTicket平仓单信息
func (s *SigTradeStrategy) CloseAssessOnPrice(ctx strategy.IInstanceIntervalSigStrategyContext, account ITradeAccount, instId string, price float64) (closeTickets []TradeTicket, err error) {
	openTrades := account.GetOpenTrades(instId)
	if len(openTrades) == 0 {
		return
	}
	for _, trd := range openTrades {
		k := ctx.Get(trd.InstId, PriceDriverInterval, 0)
		price := decimals.MustToFloat64(k.Close)
		account.OnPrice(instId, price)
		closeTrade, cause := s.closeTradeOnPrice(price, trd)
		if closeTrade {
			closeTickets = append(closeTickets, TradeTicket{
				TradeType: TradeTypeClose,
				InstId:    trd.InstId,
				Side:      trd.Side.Opposite(),
				Price:     price,
				Leverage:  trd.Leverage,
				Qty:       trd.Qty,
				Interval:  string(k.Interval),
				Ktime:     k.Interval.MustAddMul(k.Ts, 1),
				Ctime:     time.Now().UnixMilli(),
				Cause:     cause,
				TradesId:  []int64{trd.TradeId},
			})
		}
	}
	return
}

func (s *SigTradeStrategy) closeTradeOnPrice(price float64, trd *TradeOrder) (closeTrade bool, cause Cause) {
	if !trd.Side.IsValid() {
		return
	}
	// update peak px
	if trd.Side == types.SideLong && (price > trd.PeakPx) {
		trd.PeakPx = price
	}
	if trd.Side == types.SideShort && (price < trd.PeakPx) {
		trd.PeakPx = price
	}

	entry := trd.Price
	// side long:
	if trd.Side == types.SideLong {
		// 固定止损
		if s.closeParam.StopLossPct > 0 && price <= entry*(1-s.closeParam.StopLossPct) {
			return true, CauseCloseStoploss
		}
		// 固定止盈
		if s.closeParam.TakeProfitPct > 0 && price >= entry*(1+s.closeParam.TakeProfitPct) {
			return true, CauseCloseTakeprofit
		}
		// 基于最高利润动态止盈
		if len(s.closeParam.ProfitRetracePcts) > 0 {
			// peak profit fraction
			peakProfit := (trd.PeakPx - entry) / entry
			minProfitToTrail, trailingPct := float64(0), float64(0)
			for _, profit := range s.closeParam.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 + (trd.PeakPx-entry)*(1-trailingPct)
				if price <= trail {
					return true, CauseCloseTrailing
				}
			}
		}
		return
	}

	// side short:
	if s.closeParam.StopLossPct > 0 && price >= trd.Price*(1+s.closeParam.StopLossPct) {
		return true, CauseCloseStoploss
	}
	if s.closeParam.TakeProfitPct > 0 && price <= trd.Price*(1-s.closeParam.TakeProfitPct) {
		return true, CauseCloseTakeprofit
	}
	// 基于最高利润动态止盈
	if len(s.closeParam.ProfitRetracePcts) > 0 {
		// peak profit fraction
		peakProfit := (entry - trd.PeakPx) / entry
		minProfitToTrail, trailingPct := float64(0), float64(0)
		for _, profit := range s.closeParam.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-trd.PeakPx)*(1+trailingPct)
			if price >= trail {
				return true, CauseCloseTrailing
			}
		}
	}
	return
}

// CloseAssessOnSig 信号触发时评估是否平仓
func (s *SigTradeStrategy) CloseAssessOnSig(ctx strategy.IInstanceIntervalSigStrategyContext, account ITradeAccount, instId string, sigSide types.Side) (closeTickets []TradeTicket, err error) {
	if !s.closeParam.CloseOnSideReverse {
		return
	}
	oppositeSide := sigSide.Opposite()
	for _, trade := range account.GetOpenTrades(instId) {
		// 关闭反方向单
		if trade.Side == oppositeSide {
			k := ctx.Get(trade.InstId, PriceDriverInterval, 0)
			price := decimals.MustToFloat64(k.Close)
			account.OnPrice(instId, price)
			closeTickets = append(closeTickets, TradeTicket{
				TradeType: TradeTypeClose,
				InstId:    instId,
				TradesId:  []int64{trade.TradeId},
				Side:      trade.Side.Opposite(),
				Price:     price,
				Leverage:  trade.Leverage,
				Qty:       trade.Qty,
				Interval:  string(k.Interval),
				Ktime:     k.Interval.MustAddMul(k.Ts, 1),
				Ctime:     time.Now().UnixMilli(),
				Cause:     CauseCloseReverseSingal,
			})
		}
	}
	return
}