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

import lombok.Getter;
import lombok.Setter;
import lombok.extern.slf4j.Slf4j;

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

/**
 * 15分钟时间粒度的交易策略实现
 * 专门针对100个15分钟数据点设计的策略，包含明确的多空方向选择和开仓平仓方法
 */
@Slf4j
public class FifteenMinuteTradingStrategy {

    @Getter
    @Setter
    public static class TradingResult {
        private Direction direction;      // 多空方向
        private PositionSignal signal;    // 开仓平仓信号
        private String indicatorStatus;   // 指标状态
        
        public TradingResult(Direction direction, PositionSignal signal, String indicatorStatus) {
            this.direction = direction;
            this.signal = signal;
            this.indicatorStatus = indicatorStatus;
        }
    }

    public enum Direction {
        LONG,    // 多头方向
        SHORT,   // 空头方向
        RANGING  // 震荡行情
    }

    public enum PositionSignal {
        OPEN_LONG,    // 开多仓
        OPEN_SHORT,   // 开空仓
        CLOSE_LONG,   // 平多仓
        CLOSE_SHORT,  // 平空仓
        HOLD,         // 持有
        STAY_OUT      // 观望
    }

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

    public FifteenMinuteTradingStrategy() {
        // 15分钟数据优化的参数配置
        this.ma = new MA();
        this.advancedMA = new AdvancedMA();
        this.boll = new BOLL(20, 2.0);  // BOLL使用默认20周期
        this.kdj = new KDJ(9);          // KDJ使用默认9周期
        this.macd = new MACD();         // MACD使用默认12/26/9周期
        this.rsi = new RSI(14);         // RSI使用默认14周期
    }

    /**
     * 计算所有指标
     * @param prices 15分钟价格数据（至少100个数据点）
     */
    private void calculateIndicators(List<BigDecimal> prices) {
        ma.calculate(prices);
        advancedMA.calculateTripleEMA(prices);
        boll.calculate(prices);
        kdj.calculate(prices);
        macd.calculate(prices);
        rsi.calculate(prices);
    }

    /**
     * 判断市场是否处于震荡行情
     * @return 是否为震荡行情
     */
    private boolean isRangeMarket() {
        // AdvancedMA三线粘合 + RSI(40-60) + BOLL带宽收窄
        boolean isMaConverged = advancedMA.calculatePercent().compareTo(new BigDecimal(2)) < 0;
        boolean isRsiNeutral = rsi.getRsi().compareTo(new BigDecimal(40)) > 0 && 
                              rsi.getRsi().compareTo(new BigDecimal(60)) < 0;
        boolean isBollNarrow = boll.calculateBandWidth().compareTo(new BigDecimal(0.05)) < 0;

        return isMaConverged && isRsiNeutral && isBollNarrow;
    }

    /**
     * 获取多空方向选择
     * @param prices 15分钟价格数据（100个数据点）
     * @return 多空方向
     */
    public Direction getDirection(List<BigDecimal> prices) {
        if (prices == null || prices.size() < 100) {
            throw new IllegalArgumentException("需要至少100个15分钟价格数据点");
        }

        calculateIndicators(prices);

        // 震荡过滤
        if (isRangeMarket()) {
            return Direction.RANGING;
        }

        BigDecimal currentPrice = prices.get(prices.size() - 1);

        // 多头信号判断：MA多头排列 + MACD金叉 + RSI(30-70) + BOLL价格在上轨与中轨之间
        boolean isLongSignal = 
            ma.getEma5().compareTo(ma.getEma10()) > 0 &&  // MA5 > MA10
            ma.getEma10().compareTo(ma.getEma20()) > 0 && // MA10 > MA20
            macd.getDif().compareTo(macd.getDea()) > 0 && // MACD金叉
            rsi.getRsi().compareTo(new BigDecimal(30)) > 0 && rsi.getRsi().compareTo(new BigDecimal(70)) < 0 && // RSI(30-70)
            currentPrice.compareTo(boll.getMid()) > 0 && currentPrice.compareTo(boll.getUpper()) < 0; // BOLL价格在上轨与中轨之间

        // 空头信号判断：MA空头排列 + MACD死叉 + RSI(30-70) + BOLL价格在下轨与中轨之间
        boolean isShortSignal = 
            ma.getEma5().compareTo(ma.getEma10()) < 0 &&  // MA5 < MA10
            ma.getEma10().compareTo(ma.getEma20()) < 0 && // MA10 < MA20
            macd.getDif().compareTo(macd.getDea()) < 0 && // MACD死叉
            rsi.getRsi().compareTo(new BigDecimal(30)) > 0 && rsi.getRsi().compareTo(new BigDecimal(70)) < 0 && // RSI(30-70)
            currentPrice.compareTo(boll.getMid()) < 0 && currentPrice.compareTo(boll.getLower()) > 0; // BOLL价格在下轨与中轨之间

        if (isLongSignal) {
            return Direction.LONG;
        } else if (isShortSignal) {
            return Direction.SHORT;
        } else {
            return Direction.RANGING;
        }
    }

    /**
     * 获取开仓平仓策略信号
     * @param prices 15分钟价格数据（100个数据点）
     * @param hasLongPosition 当前是否持有多仓
     * @param hasShortPosition 当前是否持有空仓
     * @return 开仓平仓信号
     */
    public PositionSignal getPositionSignal(List<BigDecimal> prices, boolean hasLongPosition, boolean hasShortPosition) {
        if (prices == null || prices.size() < 100) {
            throw new IllegalArgumentException("需要至少100个15分钟价格数据点");
        }

        calculateIndicators(prices);

        // 震荡过滤
        if (isRangeMarket()) {
            return PositionSignal.STAY_OUT;
        }

        BigDecimal currentPrice = prices.get(prices.size() - 1);

        // 开多信号：MA金叉 + MACD金叉 + KDJ金叉 + RSI中性 + 价格在BOLL中轨上方
        boolean shouldOpenLong = 
            ma.getEma5().compareTo(ma.getEma20()) > 0 &&  // MA金叉（5日EMA上穿20日EMA）
            macd.getDif().compareTo(macd.getDea()) > 0 && macd.getMacdBar().compareTo(BigDecimal.ZERO) > 0 && // MACD金叉且柱状图为正
            kdj.isGoldenCross() && // KDJ金叉
            rsi.getRsi().compareTo(new BigDecimal(30)) > 0 && rsi.getRsi().compareTo(new BigDecimal(70)) < 0 && // RSI中性
            currentPrice.compareTo(boll.getMid()) > 0; // 价格在BOLL中轨上方

        // 开空信号：MA死叉 + MACD死叉 + KDJ死叉 + RSI中性 + 价格在BOLL中轨下方
        boolean shouldOpenShort = 
            ma.getEma5().compareTo(ma.getEma20()) < 0 &&  // MA死叉（5日EMA下穿20日EMA）
            macd.getDif().compareTo(macd.getDea()) < 0 && macd.getMacdBar().compareTo(BigDecimal.ZERO) < 0 && // MACD死叉且柱状图为负
            kdj.isDeathCross() && // KDJ死叉
            rsi.getRsi().compareTo(new BigDecimal(30)) > 0 && rsi.getRsi().compareTo(new BigDecimal(70)) < 0 && // RSI中性
            currentPrice.compareTo(boll.getMid()) < 0; // 价格在BOLL中轨下方

        // 平多信号：MA死叉 + MACD死叉 + RSI超买 + 价格跌破BOLL中轨
        boolean shouldCloseLong = 
            (ma.getEma5().compareTo(ma.getEma20()) < 0 && // MA死叉
            macd.getDif().compareTo(macd.getDea()) < 0 && // MACD死叉
            (rsi.isOverbought() || rsi.isExtremelyOverbought())) || // RSI超买
            currentPrice.compareTo(boll.getMid()) < 0; // 价格跌破BOLL中轨

        // 平空信号：MA金叉 + MACD金叉 + RSI超卖 + 价格突破BOLL中轨
        boolean shouldCloseShort = 
            (ma.getEma5().compareTo(ma.getEma20()) > 0 && // MA金叉
            macd.getDif().compareTo(macd.getDea()) > 0 && // MACD金叉
            (rsi.isOversold() || rsi.isExtremelyOversold())) || // RSI超卖
            currentPrice.compareTo(boll.getMid()) > 0; // 价格突破BOLL中轨

        // 确定开仓信号
        if (shouldOpenLong && !hasLongPosition && !hasShortPosition) {
            return PositionSignal.OPEN_LONG;
        } else if (shouldOpenShort && !hasLongPosition && !hasShortPosition) {
            return PositionSignal.OPEN_SHORT;
        }

        // 确定平仓信号
        if (shouldCloseLong && hasLongPosition) {
            return PositionSignal.CLOSE_LONG;
        } else if (shouldCloseShort && hasShortPosition) {
            return PositionSignal.CLOSE_SHORT;
        }

        // 无信号
        return hasLongPosition || hasShortPosition ? PositionSignal.HOLD : PositionSignal.STAY_OUT;
    }

    /**
     * 综合获取交易结果
     * @param prices 15分钟价格数据（100个数据点）
     * @param hasLongPosition 当前是否持有多仓
     * @param hasShortPosition 当前是否持有空仓
     * @return 包含多空方向和开仓平仓信号的完整交易结果
     */
    public TradingResult getTradingResult(List<BigDecimal> prices, boolean hasLongPosition, boolean hasShortPosition) {
        Direction direction = getDirection(prices);
        PositionSignal signal = getPositionSignal(prices, hasLongPosition, hasShortPosition);
        String indicatorStatus = getIndicatorStatus();
        
        return new TradingResult(direction, signal, indicatorStatus);
    }

    /**
     * 获取当前指标状态
     * @return 指标状态字符串
     */
    private String getIndicatorStatus() {
        return String.format("MA5: %s, MA20: %s, " +
                        "MACD-DIF: %s, MACD-DEA: %s, MACD-BAR: %s, " +
                        "KDJ-K: %s, KDJ-D: %s, KDJ-J: %s, " +
                        "RSI: %s, " +
                        "BOLL-UP: %s, BOLL-MID: %s, BOLL-DN: %s, " +
                        "AdvancedMA-Bullish: %s, Bearish: %s, Percent: %s",
                ma.getEma5(), ma.getEma20(),
                macd.getDif(), macd.getDea(), macd.getMacdBar(),
                kdj.getK(), kdj.getD(), kdj.getJ(),
                rsi.getRsi(),
                boll.getUpper(), boll.getMid(), boll.getLower(),
                advancedMA.isBullish(), advancedMA.isBearish(), advancedMA.calculatePercent());
    }

}