package indicator

import (
	"fmt"
	"sig-pub/api/pb"
	"sig-pub/pkg/types"
)

// RSI stateless indicator
type RSI struct {
	// types.IntervalWindow
	window int // 窗口大小
	kliner IKlineSeries
}

// New indicator interface
// 依赖注入
// 指标参数注入
func (c RSI) New(klineAccesser IKlineSeries) *RSI {
	return &RSI{
		kliner: klineAccesser,
	}
}

// indicator interface
func (c *RSI) IntervalWindow(window int) {
	c.window = window
}

// Calculate 计算单根k线rsi指标
func (c *RSI) Calculate() (vector float64) {
	// kline := c.kliner.Get(0)
	// if kline.Close == kline.High {
	// 	// emit buy/sell
	// }
	// 读k线, 计算
	klineSeries := c.kliner.Series(0, int16(c.window)) // 7根
	closeSeries := klineSeries.Close()
	closeDiff := closeSeries.Diff()

	avgGain := closeDiff.PositiveValuesOrZero().Abs().Sum() / float64(c.window)
	avgLoss := closeDiff.NegativeValuesOrZero().Abs().Sum() / float64(c.window)

	rs := avgGain / avgLoss
	rsi := 100 - (100 / (1 + rs))
	return rsi
}

func (c *RSI) QueryRange(exchange pb.ExchangeType, instId string, interval types.Interval, rsi int) (query string, err error) {
	var r types.MeticMatrix
	_ = r
	intervalAdder, ok := types.SupportedIntervals[interval]
	if !ok {
		err = fmt.Errorf("unsupport interval %s", interval)
		return
	}
	minutes := intervalAdder(0, int64(rsi)) / 1000 / 60

	query = fmt.Sprintf(`
		100 - 100 / (1 + (
			avg_over_time(clamp_min(delta(%s{kind="close", interval="%s", exchange="%s"}), 0)[%dm]) /
			avg_over_time(abs(clamp_max(delta(%s{kind="close", interval="%s", exchange="%s"}), 0))[%dm])
		))
	`, instId, interval, exchange, minutes, instId, interval, exchange, minutes)
	return
}