package strategy

import "sig-pub/pkg/types"

// SuperTrendRSI 结合super trend和rsi指标策略
type SuperTrendRSI struct {
}

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

func (s *SuperTrendRSI) Meta() StrategyMeta {
	return StrategyMeta{
		Name: "SuperTrendRSI",
		Desc: "金叉策略",
		Input: []types.InputArg{
			{Name: "trendWindow", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},
			{Name: "trendMultipiler", Type: types.InputTypeUInt, Desc: "SuperTrend multipiler"},
			{Name: "rsiWindow", Type: types.InputTypeUInt, Desc: "rsi周期"},
		},
	}
}

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

func (s *SuperTrendRSI) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
	return max(
		ctx.Indicator("SuperTrend", types.Input{
			"window": ctx.Input().Int16("trendPeriod"),
			"mul":    ctx.Input().Int16("trendMultipiler"),
		}).CandlePeriods(),
		ctx.Indicator("RSI", types.Input{"window": ctx.Input().Int16("rsiWindow")}).CandlePeriods(),
	)
}

func (s *SuperTrendRSI) Update(ctx ISingleSigStrategyContext) (side types.Side) {
	superTrend := ctx.Indicator("SuperTrend", types.Input{
		"window": ctx.Input().Int16("trendPeriod"),
		"mul":    ctx.Input().Int16("trendMultipiler"),
	})
	rsi := ctx.Indicator("RSI", types.Input{"window": ctx.Input().Int16("rsiWindow")})

	_, _ = superTrend, rsi

	return
}