package trade

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

	"github.com/govalues/decimal"
)

const (
	PriceDriverInterval = types.Interval1m // 价格更新使用1分钟k线
)

type SigTradeStrategy struct {
	closeParam *CloseStrategyInput
}

func NewSigTradeStrategy() *SigTradeStrategy {
	return &SigTradeStrategy{}
}

func (s *SigTradeStrategy) New() strategy.ISigStrategy {
	return &SigTradeStrategy{}
}

func (s *SigTradeStrategy) Meta() strategy.StrategyMeta {
	return strategy.StrategyMeta{
		Name: "SigTradeStrategy",
		Desc: "默认交易策略",
		Input: []types.InputArg{
			// 交易参数
			{Name: "maxPosPct", Type: types.InputTypeUFloat, Desc: "单笔交易最大仓位占比"},
			{Name: "maxExposurePct", Type: types.InputTypeUFloat, Desc: "最大总敞口占比"},
			{Name: "maxLots", Type: types.InputTypeUInt, Desc: "最大手数/数量"},
			// 平仓止损参数
			{Name: "stopLossPct", Type: types.InputTypeUFloat, Desc: "固定止损比例"},
			{Name: "takeProfitPct", Type: types.InputTypeUFloat, Desc: "固定止盈比例"},
			{Name: "profitRetracePcts", Type: types.InputTypeUFloats2D, Desc: "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)"},
			{Name: "closeOnSideReverse", Type: types.InputTypeBool, Desc: "交易信号和持单方向相反时是否进行平仓"},
			{Name: "fee", Type: types.InputTypeBool, Desc: "计算止盈止损时是否包含手续费"},
			// 风险评估参数...
		},
	}
}

// 校验参数, 并根据参数初始化策略
func (s *SigTradeStrategy) Init(input types.Input) (err error) {
	s.closeParam = new(CloseStrategyInput)
	input.DecodeInput(s.closeParam)
	if s.closeParam.StopLossPct < 0 {
		err = fmt.Errorf("stopLossPct can't less zero")
		return
	}
	return
}

// 需要的各周期最小数据k线数
func (s *SigTradeStrategy) CandlePeriods(ctx strategy.IInstanceIntervalSigStrategyContext) (tradeInsts []string, iPeriods *types.IntervalState[int16]) {
	iPeriods = types.NewIntervalState[int16]()
	iPeriods.Set(PriceDriverInterval, 1)
	return
}

// RishAssess 信号风险评估, 是否进行交易
func (s *SigTradeStrategy) RishAssess(ctx strategy.IInstanceIntervalSigStrategyContext, account ITradeAccount, sigInstId string, sigSide types.Side) (doTrade bool, cause Cause, err error) {

	return true, 0, nil
}

// TradeAssess 生成下单参数(交易量/方向/杠杆)
// 控制滑点, 仓位管理
// 持仓中币种不能改变杠杆
func (s *SigTradeStrategy) TradeAssess(ctx strategy.IInstanceIntervalSigStrategyContext, account ITradeAccount, sigInstId string, sigSide types.Side) (tickets []TradeTicket, err error) {
	if pos := account.GetPosition(sigInstId); pos != nil {
		// 已持仓不能下反方向单, todo 副账户做反方向单,对冲(viceAccount)
		if pos.Side != sigSide {
			return
		}
	}

	k := ctx.Get(sigInstId, PriceDriverInterval, 0)
	price := decimals.MustToFloat64(k.Close)
	ta := TradeTicket{
		TradeType: TradeTypeOpen,
		InstId:    sigInstId,
		Side:      sigSide,
		Price:     price,
		Leverage:  1,
		Qty:       decimal.MustParse("0.02"),
		Interval:  string(k.Interval),
		Ktime:     k.Interval.MustAddMul(k.Ts, 1),
		Ctime:     time.Now().UnixMilli(),
	}
	tickets = append(tickets, ta)
	return
}