package rule

import (
	"encoding/json"
	"fmt"

	"git.apinb.com/bsm-sdk/core/utils"
	"git.apinb.com/quant/gostock/internal/impl"
	"git.apinb.com/quant/gostock/internal/models"
	talib "github.com/markcheno/go-talib"
)

var (
	offset = 3 // 偏移量
)

type StockArgConf struct {
	BestByDrawdown string `json:"best_by_drawdown"`
	BestByProfit   string `json:"best_by_profit"`
	BestByReturn   string `json:"best_by_return"`
	BestBySharpe   string `json:"best_by_sharpe"`
	BestByWinRate  string `json:"best_by_win_rate"`
}

func GetArgConfig(code string) (*models.StockArgs, *StockArgConf, error) {
	var args models.StockArgs
	err := impl.DBService.Where("ts_code = ?", code).First(&args).Error
	if err != nil {
		return nil, nil, err
	}

	var conf StockArgConf
	err = json.Unmarshal([]byte(args.Config), &conf)
	if err != nil {
		return nil, nil, err
	}

	return &args, &conf, nil
}

func (r *RuleFactory) RunRsi(code string) {
	args, conf, err := GetArgConfig(code)
	if err != nil {
		r.Model.ScoreRsi = -1
		r.Model.AddDesc("RSI参数错误！")
		return
	}

	if conf.BestByProfit != "rsi" {
		r.Model.ScoreRsi = -1
		r.Model.AddDesc("BestByProfit不是RSI")
		return
	}

	var close []float64
	impl.DBService.Model(models.StockDaily{}).Where("ts_code = ?", code).Order("trade_date desc").Limit(args.RsiPeriod*4).Pluck("close", &close)
	if len(close) < args.RsiPeriod {
		r.Model.ScoreRsi = -1
		r.Model.AddDesc("数据不足")
		return
	}

	newCloses := reverseSlice(close)
	args.RsiOversold = args.RsiOversold + offset

	rsiResult := talib.Rsi(newCloses, args.RsiPeriod)
	prveRsi := utils.FloatRound(rsiResult[len(rsiResult)-2], 2)
	lastRsi := utils.FloatRound(rsiResult[len(rsiResult)-1], 2)
	r.Model.ValRsiLast = lastRsi
	r.Model.ValRsiPrve = prveRsi
	r.Model.ValRsiOversold = args.RsiOversold
	prveRsiInt := int(prveRsi)
	lastRsiInt := int(lastRsi)

	// 跌破RSI下轨
	if lastRsiInt > args.RsiOversold {
		if CheckLowest(close, lastRsiInt, 14) {
			r.Model.ScoreRsi = 1
			r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,14日最低", lastRsiInt))
			return
		}
		if CheckLowest(close, lastRsiInt, 20) {
			r.Model.ScoreRsi = 1
			r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,20日最低", lastRsiInt))
			return
		}
		r.Model.ScoreRsi = -1
		r.Model.AddDesc(fmt.Sprintf("RSI=%d 高于Oversold%d", lastRsiInt, args.RsiOversold))
		return
	}

	// RSI跌破下轨后呈上涨趋势
	if lastRsiInt < prveRsiInt {
		r.Model.ScoreRsi = -1
		r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，持续下跌", lastRsiInt, prveRsiInt))
		return
	} else if lastRsiInt == prveRsiInt {
		r.Model.ScoreRsi = 1
		r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，与前一交易日无太大波动", lastRsiInt, prveRsiInt))
		return
	}
	r.Model.ScoreRsi = 2
	r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨后呈上涨趋势", lastRsiInt, prveRsiInt))
	return
}