package com.xcong.excoin.modules.okxNewPrice.indicator.strategy;

import com.xcong.excoin.modules.okxNewPrice.indicator.AdvancedMA;
import com.xcong.excoin.modules.okxNewPrice.indicator.BOLL;
import com.xcong.excoin.modules.okxNewPrice.indicator.KDJ;
import com.xcong.excoin.modules.okxNewPrice.indicator.MACD;
import com.xcong.excoin.modules.okxNewPrice.indicator.RSI;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;

/**
 * 核心技术指标策略实现类
 * 整合三重EMA交叉系统、波动率自适应布林带、MACD能量柱分级策略等核心指标
 */
@Slf4j
public class CoreTechnicalStrategy extends AbstractTechnicalIndicatorStrategy {

    private static final int MACD_HISTOGRAM_PERIOD = 5; // MACD能量柱计算周期
    private static final BigDecimal VOLUME_MULTIPLIER = new BigDecimal(3); // 成交量放大倍数
    private static final BigDecimal GLUE_THRESHOLD = new BigDecimal(2); // 三线粘合度阈值(%)

    private final AdvancedMA advancedMA;
    private final BOLL boll;
    private final MACD macd;
    private final RSI rsi;
    private final KDJ kdj;

    private List<BigDecimal> macdHistogramHistory; // MACD能量柱历史
    private BigDecimal prevEma9;
    private BigDecimal prevEma21;
    private BigDecimal prevEma55;
    private BigDecimal prevDif;
    private BigDecimal prevDea;
    private BigDecimal prevK;
    private BigDecimal prevD;
    private BigDecimal prevJ;

    public CoreTechnicalStrategy() {
        super();
        this.strategyName = "核心技术指标策略";
        this.advancedMA = new AdvancedMA();
        this.boll = new BOLL();
        this.macd = new MACD();
        this.rsi = new RSI();
        this.kdj = new KDJ();
        this.macdHistogramHistory = new ArrayList<>();
        this.prevEma9 = BigDecimal.ZERO;
        this.prevEma21 = BigDecimal.ZERO;
        this.prevEma55 = BigDecimal.ZERO;
        this.prevDif = BigDecimal.ZERO;
        this.prevDea = BigDecimal.ZERO;
        this.prevK = new BigDecimal(50);
        this.prevD = new BigDecimal(50);
        this.prevJ = new BigDecimal(50);
    }

    @Override
    public void initialize() {
        super.initialize();
        macdHistogramHistory.clear();
        
        // 初始化技术指标
        advancedMA.setPrevEma9(null);
        advancedMA.setPrevEma21(null);
        advancedMA.setPrevEma55(null);
        
        macd.setDif(BigDecimal.ZERO);
        macd.setDea(BigDecimal.ZERO);
        macd.setMacdBar(BigDecimal.ZERO);
        macd.setPrevFastEMA(null);
        macd.setPrevSlowEMA(null);
        macd.setPrevDea(null);
        
        rsi.setRsi(BigDecimal.ZERO);
        rsi.setPrevAvgGain(BigDecimal.ZERO);
        rsi.setPrevAvgLoss(BigDecimal.ZERO);
        
        kdj.setK(new BigDecimal(50));
        kdj.setD(new BigDecimal(50));
        kdj.setJ(new BigDecimal(50));
        kdj.setPrevK(new BigDecimal(50));
        kdj.setPrevD(new BigDecimal(50));
        
        boll.setMid(BigDecimal.ZERO);
        boll.setUpper(BigDecimal.ZERO);
        boll.setLower(BigDecimal.ZERO);
        
        prevEma9 = BigDecimal.ZERO;
        prevEma21 = BigDecimal.ZERO;
        prevEma55 = BigDecimal.ZERO;
        prevDif = BigDecimal.ZERO;
        prevDea = BigDecimal.ZERO;
        prevK = new BigDecimal(50);
        prevD = new BigDecimal(50);
        prevJ = new BigDecimal(50);
        
        log.info("核心技术指标策略初始化完成");
    }

    @Override
    public TradeRequestParam getSignal(String accountName, String markPx, String posSide) {
        if (!initialized || priceHistory.isEmpty()) {
            log.warn("策略未初始化或价格历史为空");
            return createTradeRequestParam(accountName, markPx, posSide, TradeSignal.NO_SIGNAL);
        }

        try {
            BigDecimal currentPrice = new BigDecimal(markPx);
            
            // 计算所有技术指标
            calculateIndicators(currentPrice);
            
            // 生成交易信号
            TradeRequestParam param = analyzeSignal(accountName, markPx, posSide, currentPrice);
            
            // 更新历史指标值
            updateHistoricalIndicatorValues();
            
            return param;
        } catch (Exception e) {
            log.error("计算交易信号时发生异常", e);
            return createTradeRequestParam(accountName, markPx, posSide, TradeSignal.NO_SIGNAL);
        }
    }

    /**
     * 计算所有技术指标
     */
    private void calculateIndicators(BigDecimal currentPrice) {
        // 计算三重EMA交叉系统
        advancedMA.calculateTripleEMA(priceHistory);
        
        // 计算MACD
        macd.calculate(priceHistory);
        
        // 维护MACD能量柱历史
        updateMacdHistogramHistory();
        
        // 计算RSI
        rsi.calculate(priceHistory);
        
        // 计算KDJ
        kdj.calculate(priceHistory);
        
        // 计算波动率自适应布林带
        calculateAdaptiveBollingerBands();
    }

    /**
     * 计算波动率自适应布林带
     */
    private void calculateAdaptiveBollingerBands() {
        // 动态调整布林带的标准差倍数
        BigDecimal atr = calculateATR(priceHistory, 14);
        
        // 根据ATR动态计算标准差倍数
        BigDecimal stdDevMultiplier;
        if (atr.compareTo(new BigDecimal(0.5)) < 0) {
            stdDevMultiplier = new BigDecimal(2);
        } else if (atr.compareTo(new BigDecimal(1)) < 0) {
            stdDevMultiplier = new BigDecimal(2.5);
        } else {
            stdDevMultiplier = new BigDecimal(3);
        }
        
        boll.setK(stdDevMultiplier);
        boll.calculate(priceHistory);
        
        log.debug("ATR: {}, 布林带标准差倍数: {}", atr, stdDevMultiplier);
    }

    /**
     * 计算ATR (平均真实范围)
     */
    private BigDecimal calculateATR(List<BigDecimal> prices, int period) {
        if (prices == null || prices.size() < period + 1) {
            return new BigDecimal(0.5); // 默认值
        }
        
        List<BigDecimal> trList = new ArrayList<>();
        
        for (int i = 1; i < prices.size(); i++) {
            BigDecimal high = prices.get(i);
            BigDecimal low = prices.get(i);
            BigDecimal prevClose = prices.get(i - 1);
            
            BigDecimal tr1 = high.subtract(low);
            BigDecimal tr2 = high.subtract(prevClose).abs();
            BigDecimal tr3 = prevClose.subtract(low).abs();
            
            trList.add(tr1.max(tr2).max(tr3));
        }
        
        // 计算ATR
        BigDecimal sum = trList.stream().reduce(BigDecimal.ZERO, BigDecimal::add);
        return sum.divide(new BigDecimal(trList.size()), 8, RoundingMode.HALF_UP);
    }

    /**
     * 更新MACD能量柱历史
     */
    private void updateMacdHistogramHistory() {
        macdHistogramHistory.add(macd.getMacdBar());
        
        // 限制历史记录数量
        if (macdHistogramHistory.size() > MACD_HISTOGRAM_PERIOD) {
            macdHistogramHistory = macdHistogramHistory.subList(
                macdHistogramHistory.size() - MACD_HISTOGRAM_PERIOD, 
                macdHistogramHistory.size());
        }
    }

    /**
     * 计算MACD能量柱面积指标（累计过去5根柱体积分）
     */
    private BigDecimal calculateMacdHistogramArea() {
        return macdHistogramHistory.stream()
            .reduce(BigDecimal.ZERO, BigDecimal::add)
            .abs(); // 使用绝对值表示面积
    }

    /**
     * 分析技术指标生成交易信号
     */
    private TradeRequestParam analyzeSignal(String accountName, String markPx, String posSide, BigDecimal currentPrice) {
        TradeRequestParam param = createTradeRequestParam(accountName, markPx, posSide, TradeSignal.NO_SIGNAL);
        param.setTradeType(OrderParamEnums.TRADE_YES.getValue());
        param.setInstId(CoinEnums.HE_YUE.getCode());
        param.setTdMode(CoinEnums.CROSS.getCode());
        param.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
        
        // 检查冷静期
        String outStr = getAccountConfig(accountName, CoinEnums.OUT.name());
        if (OrderParamEnums.OUT_YES.getValue().equals(outStr)) {
            log.error("冷静中，不允许下单......");
            param.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return param;
        }
        
        // 检查震荡行情
        if (advancedMA.isUpAndDown()) {
            log.info("处于震荡行情（三线粘合度<{}%），暂停交易", GLUE_THRESHOLD);
            param.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return param;
        }
        
        TradeSignal signal = TradeSignal.NO_SIGNAL;
        
        // 分析多空信号
        signal = analyzeCoreSignal(currentPrice, posSide);
        
        log.info("账户: {}, 价格: {}, 方向: {}, 生成信号: {}", 
                accountName, markPx, posSide, signal.getName());
        
        // 设置信号参数
        setSignalParameters(param, signal);
        
        return param;
    }

    /**
     * 分析核心技术指标信号
     */
    private TradeSignal analyzeCoreSignal(BigDecimal currentPrice, String posSide) {
        // 计算MACD能量柱面积
        BigDecimal macdArea = calculateMacdHistogramArea();
        BigDecimal prevMacdArea = calculateMacdHistogramAreaPrevious();
        
        // 多头入场条件：当前柱体>0且面积增速>前周期20%
        if (isBullishEntry(macdArea, prevMacdArea)) {
            // 如果当前没有仓位或仓位为空头，则开多
            if (posSide == null || posSide.isEmpty() || CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
                return posSide == null || posSide.isEmpty() ? TradeSignal.OPEN_LONG : TradeSignal.CLOSE_SHORT;
            }
            // 如果当前已经是多头仓位，则保持观望
            return TradeSignal.NO_SIGNAL;
        }
        
        // 空头入场条件：当前柱体<0且面积增速>前周期20%
        if (isBearishEntry(macdArea, prevMacdArea)) {
            // 如果当前没有仓位或仓位为多头，则开空
            if (posSide == null || posSide.isEmpty() || CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
                return posSide == null || posSide.isEmpty() ? TradeSignal.OPEN_SHORT : TradeSignal.CLOSE_LONG;
            }
            // 如果当前已经是空头仓位，则保持观望
            return TradeSignal.NO_SIGNAL;
        }
        
        // 突破上轨+成交量放大3倍＝做空信号
        if (isBollingerUpperBreak(currentPrice) && isVolumeIncreased()) {
            // 如果当前没有仓位或仓位为多头，则开空
            if (posSide == null || posSide.isEmpty() || CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
                return posSide == null || posSide.isEmpty() ? TradeSignal.OPEN_SHORT : TradeSignal.CLOSE_LONG;
            }
            // 如果当前已经是空头仓位，则保持观望
            return TradeSignal.NO_SIGNAL;
        }
        
        // 触及下轨+期货资金费率转正＝做多信号
        if (isBollingerLowerTouch(currentPrice) && isFundingRatePositive()) {
            // 如果当前没有仓位或仓位为空头，则开多
            if (posSide == null || posSide.isEmpty() || CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
                return posSide == null || posSide.isEmpty() ? TradeSignal.OPEN_LONG : TradeSignal.CLOSE_SHORT;
            }
            // 如果当前已经是多头仓位，则保持观望
            return TradeSignal.NO_SIGNAL;
        }
        
        // 空头反转：柱体顶背离+RSI>70区域死叉
        if (isBearishReversal(currentPrice)) {
            // 如果当前没有仓位或仓位为多头，则开空或平多
            if (posSide == null || posSide.isEmpty() || CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
                return posSide == null || posSide.isEmpty() ? TradeSignal.OPEN_SHORT : TradeSignal.CLOSE_LONG;
            }
            // 如果当前已经是空头仓位，则保持观望
            return TradeSignal.NO_SIGNAL;
        }
        
        // 多头反转：柱体底背离+RSI<30区域金叉
        if (isBullishReversal(currentPrice)) {
            // 如果当前没有仓位或仓位为空头，则开多或平空
            if (posSide == null || posSide.isEmpty() || CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
                return posSide == null || posSide.isEmpty() ? TradeSignal.OPEN_LONG : TradeSignal.CLOSE_SHORT;
            }
            // 如果当前已经是多头仓位，则保持观望
            return TradeSignal.NO_SIGNAL;
        }
        
        return TradeSignal.NO_SIGNAL;
    }

    /**
     * 多头入场条件判断
     */
    private boolean isBullishEntry(BigDecimal currentArea, BigDecimal prevArea) {
        // 当前柱体>0
        boolean currentBarPositive = macd.getMacdBar().compareTo(BigDecimal.ZERO) > 0;
        
        // 面积增速>前周期20%
        boolean areaGrowth = prevArea != null && prevArea.compareTo(BigDecimal.ZERO) > 0 &&
                currentArea.divide(prevArea, 8, RoundingMode.HALF_UP)
                .compareTo(new BigDecimal(1.2)) > 0;
        
        // 三重EMA多头排列
        boolean emaBullish = advancedMA.isBullish();
        
        return currentBarPositive && areaGrowth && emaBullish;
    }

    /**
     * 空头入场条件判断
     */
    private boolean isBearishEntry(BigDecimal currentArea, BigDecimal prevArea) {
        // 当前柱体<0
        boolean currentBarNegative = macd.getMacdBar().compareTo(BigDecimal.ZERO) < 0;
        
        // 面积增速>前周期20%
        boolean areaGrowth = prevArea != null && prevArea.compareTo(BigDecimal.ZERO) > 0 &&
                currentArea.divide(prevArea, 8, RoundingMode.HALF_UP)
                .compareTo(new BigDecimal(1.2)) > 0;
        
        // 三重EMA空头排列
        boolean emaBearish = advancedMA.isBearish();
        
        return currentBarNegative && areaGrowth && emaBearish;
    }

    /**
     * 突破上轨判断
     */
    private boolean isBollingerUpperBreak(BigDecimal currentPrice) {
        return currentPrice.compareTo(boll.getUpper()) > 0;
    }

    /**
     * 触及下轨判断
     */
    private boolean isBollingerLowerTouch(BigDecimal currentPrice) {
        return currentPrice.compareTo(boll.getLower()) < 0;
    }

    /**
     * 成交量放大判断（模拟）
     */
    private boolean isVolumeIncreased() {
        // 这里使用价格波动率模拟成交量
        return calculateVolatility(priceHistory, 5)
                .compareTo(calculateVolatility(priceHistory, 20).multiply(VOLUME_MULTIPLIER)) > 0;
    }

    /**
     * 期货资金费率转正判断（模拟）
     */
    private boolean isFundingRatePositive() {
        // 这里使用MACD柱状图模拟资金费率
        return macd.getMacdBar().compareTo(BigDecimal.ZERO) > 0;
    }

    /**
     * 计算价格波动率
     */
    private BigDecimal calculateVolatility(List<BigDecimal> prices, int period) {
        if (prices.size() < period) {
            return BigDecimal.ZERO;
        }
        
        List<BigDecimal> returns = new ArrayList<>();
        for (int i = 1; i < prices.size(); i++) {
            BigDecimal current = prices.get(i);
            BigDecimal previous = prices.get(i - 1);
            returns.add(current.divide(previous, 8, RoundingMode.HALF_UP).subtract(BigDecimal.ONE));
        }
        
        return calculateStandardDeviation(returns);
    }

    /**
     * 计算标准差
     */
    private BigDecimal calculateStandardDeviation(List<BigDecimal> values) {
        if (values.isEmpty()) {
            return BigDecimal.ZERO;
        }
        
        // 计算平均值
        BigDecimal sum = values.stream().reduce(BigDecimal.ZERO, BigDecimal::add);
        BigDecimal mean = sum.divide(new BigDecimal(values.size()), 8, RoundingMode.HALF_UP);
        
        // 计算方差
        BigDecimal variance = values.stream()
            .map(val -> val.subtract(mean).pow(2))
            .reduce(BigDecimal.ZERO, BigDecimal::add)
            .divide(new BigDecimal(values.size()), 8, RoundingMode.HALF_UP);
        
        // 计算标准差
        return sqrt(variance);
    }

    /**
     * 计算平方根
     */
    private BigDecimal sqrt(BigDecimal value) {
        return new BigDecimal(Math.sqrt(value.doubleValue()));
    }

    /**
     * 空头反转判断
     */
    private boolean isBearishReversal(BigDecimal currentPrice) {
        // 柱体顶背离
        boolean topDivergence = isMacdTopDivergence(currentPrice);
        
        // RSI>70区域死叉
        boolean rsiOverbought = rsi.getRsi().compareTo(new BigDecimal(70)) > 0;
        boolean kdjDeathCross = kdj.isDeathCross();
        
        return topDivergence && rsiOverbought && kdjDeathCross;
    }

    /**
     * 多头反转判断
     */
    private boolean isBullishReversal(BigDecimal currentPrice) {
        // 柱体底背离
        boolean bottomDivergence = isMacdBottomDivergence(currentPrice);
        
        // RSI<30区域金叉
        boolean rsiOversold = rsi.getRsi().compareTo(new BigDecimal(30)) < 0;
        boolean kdjGoldenCross = kdj.isGoldenCross();
        
        return bottomDivergence && rsiOversold && kdjGoldenCross;
    }

    /**
     * 判断MACD顶背离
     */
    private boolean isMacdTopDivergence(BigDecimal currentPrice) {
        // 简化的顶背离判断：价格创新高但MACD未创新高
        if (priceHistory.size() < 2) {
            return false;
        }
        
        BigDecimal previousPrice = priceHistory.get(priceHistory.size() - 2);
        return currentPrice.compareTo(previousPrice) > 0 &&
               macd.getMacdBar().compareTo(prevDea) < 0;
    }

    /**
     * 判断MACD底背离
     */
    private boolean isMacdBottomDivergence(BigDecimal currentPrice) {
        // 简化的底背离判断：价格创新低但MACD未创新低
        if (priceHistory.size() < 2) {
            return false;
        }
        
        BigDecimal previousPrice = priceHistory.get(priceHistory.size() - 2);
        return currentPrice.compareTo(previousPrice) < 0 &&
               macd.getMacdBar().compareTo(prevDea) > 0;
    }

    /**
     * 计算前一期MACD能量柱面积
     */
    private BigDecimal calculateMacdHistogramAreaPrevious() {
        if (macdHistogramHistory.size() < 2) {
            return BigDecimal.ZERO;
        }
        
        List<BigDecimal> prevHistory = macdHistogramHistory.subList(
            0, macdHistogramHistory.size() - 1);
        
        return prevHistory.stream()
            .reduce(BigDecimal.ZERO, BigDecimal::add)
            .abs();
    }

    /**
     * 设置信号参数
     */
    private void setSignalParameters(TradeRequestParam param, TradeSignal signal) {
        String side = null;
        
        switch (signal) {
            case BUY:
                side = CoinEnums.SIDE_BUY.getCode();
                param.setPosSide(CoinEnums.POSSIDE_LONG.getCode());
                break;
            case SELL:
                side = CoinEnums.SIDE_SELL.getCode();
                param.setPosSide(CoinEnums.POSSIDE_SHORT.getCode());
                break;
            case OPEN_LONG:
                side = CoinEnums.SIDE_BUY.getCode();
                param.setPosSide(CoinEnums.POSSIDE_LONG.getCode());
                break;
            case CLOSE_LONG:
                side = CoinEnums.SIDE_SELL.getCode();
                break;
            case OPEN_SHORT:
                side = CoinEnums.SIDE_SELL.getCode();
                param.setPosSide(CoinEnums.POSSIDE_SHORT.getCode());
                break;
            case CLOSE_SHORT:
                side = CoinEnums.SIDE_BUY.getCode();
                break;
            case STOP_LOSS:
                // 止损操作
                side = CoinEnums.POSSIDE_LONG.getCode().equals(param.getPosSide()) ? 
                       CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode();
                break;
            default:
                param.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                return;
        }
        
        param.setSide(side);
        log.info("设置交易方向: {}, 仓位方向: {}", side, param.getPosSide());
    }

    /**
     * 更新历史指标值
     */
    private void updateHistoricalIndicatorValues() {
        prevEma9 = advancedMA.getEma9();
        prevEma21 = advancedMA.getEma21();
        prevEma55 = advancedMA.getEma55();
        prevDif = macd.getDif();
        prevDea = macd.getDea();
        prevK = kdj.getK();
        prevD = kdj.getD();
        prevJ = kdj.getJ();
    }

    /**
     * 获取账户配置
     */
    private String getAccountConfig(String accountName, String key) {
        // 模拟获取账户配置
        return OrderParamEnums.OUT_NO.getValue();
    }
}