package strategy

import (
	"math"
	"sig-pub/pkg/types"
	"sig-pub/pkg/zlog"
)

// MeanReversionV1
type MeanReversionV1 struct {
	IIntervalSigStrategy
	rate  float64
	rate2 float64
}

func (s *MeanReversionV1) New() ISigStrategy {
	return &MeanReversionV1{}
}

func (s *MeanReversionV1) Meta() StrategyMeta {
	return StrategyMeta{
		Name: "MeanReversionV1",
		Desc: "均值回归策略v1",
		Input: []types.InputArg{
			{Name: "rate", Type: types.InputTypeUFloat, Desc: "上线影线与基线比例"},
			{Name: "rate2", Type: types.InputTypeUFloat, Desc: "上线影线之间比例"},
		},
	}
}

func (s *MeanReversionV1) Init(input types.Input) (err error) { // 校验参数, 并根据参数初始化策略
	s.rate = input.Float("rate")
	s.rate2 = input.Float("rate2")
	return
}

func (s *MeanReversionV1) CandlePeriods(ctx IIntervalSigStrategyContext) (iss *types.IntervalState[int16]) {
	iss = types.NewIntervalState[int16]()
	iss.Set(types.Interval5m, 1)
	iss.Set(types.Interval15m, 2)
	iss.Set(types.Interval30m, 2)
	return
}

func (s *MeanReversionV1) Update(ctx IIntervalSigStrategyContext) (side types.Side) {
	// O 109744.8 H 110600 L 109507.5 C 109686.8
	k0 := ctx.Get("5m", 0)
	open, close, high, low := k0.OpenF64(), k0.CloseF64(), k0.HighF64(), k0.LowF64()
	base := math.Abs(open - close)
	rup := (high - max(open, close)) / base
	rdown := (min(open, close) - low) / base

	if k0.Ts == 1761833700000 {
		zlog.Debugf("base=%.4f, rup=%.4f, rdown=%.4f", base, rup, rdown)
	}
	if rup > s.rate && rup/rdown > s.rate2 {
		return types.SideLong
	}
	if rdown > s.rate && rdown/rup > s.rate2 {
		return types.SideShort
	}
	return
}