package trader

import (
	"fmt"
	"sig-pub/pkg/types"
	"sig-pub/pkg/types/series"
	"sig-pub/pkg/zlog"

	"github.com/spf13/cast"
)

// stateful
type StrategyTrendTrace struct {
	intervalDatas map[types.Interval]*series.LimitFloats

	argBaseLine int
}

func NewStrategyTrendTrace() *StrategyTrendTrace {
	return &StrategyTrendTrace{}
}

func (StrategyTrendTrace) Meta() StrategyMeta {
	return StrategyMeta{
		SubIntervals: []types.Interval{
			types.Interval5m, types.Interval15m, types.Interval1d,
		},
	}
}

func (s *StrategyTrendTrace) initArgs(args map[string]string) (err error) {

	return
}

func (s *StrategyTrendTrace) Init(ctx StrategyContext, args map[string]string) (code ErrorCode, err error) {
	s.argBaseLine, err = cast.ToIntE(args["baseLine"])
	if err != nil {
		return
	}
	if s.argBaseLine <= 0 {

	}

	s.intervalDatas = map[types.Interval]*series.LimitFloats{
		types.Interval5m:  series.NewLimitFloats(s.argBaseLine),
		types.Interval15m: series.NewLimitFloats(s.argBaseLine),
		types.Interval1d:  series.NewLimitFloats(s.argBaseLine),
	}
	return
}

func (s *StrategyTrendTrace) Update(ctx StrategyContext, kline types.Kline) (code ErrorCode, err error) {
	data, ok := s.intervalDatas[kline.Interval]
	if !ok {
		zlog.Warningf("ignore interval kline: %v", kline.Interval)
		return
	}

	v, ok := kline.Close.Float64()
	if !ok {
		code = ErrorCodeKline
		err = fmt.Errorf("kline close value error: %#v", kline)
		return
	}
	data.Push(v)

	// calc klines
	s.caculate()
	return
}

func (s *StrategyTrendTrace) caculate() {
	// 5m判断趋势, 15m/1h 确认趋势
	datas5m := s.intervalDatas[types.Interval5m]
	minV, maxV := datas5m.MinMax()
	_, _ = minV, maxV
}