"""
交易策略 - 趋势跟踪策略定义
"""
from typing import Dict, List, Any
from app.utils.logger import logger


class TrendFollowingStrategy:
    """趋势跟踪策略"""

    # 趋势判断规则（1H + 4H）
    TREND_RULES = {
        'bullish': {
            'description': '看涨趋势',
            'conditions': [
                {'name': 'price_above_ma20', 'desc': '价格在MA20上方'},
                {'name': 'ma5_above_ma20', 'desc': 'MA5在MA20上方'},
                {'name': 'macd_positive', 'desc': 'MACD在信号线上方'},
                {'name': 'rsi_above_50', 'desc': 'RSI大于50'}
            ]
        },
        'bearish': {
            'description': '看跌趋势',
            'conditions': [
                {'name': 'price_below_ma20', 'desc': '价格在MA20下方'},
                {'name': 'ma5_below_ma20', 'desc': 'MA5在MA20下方'},
                {'name': 'macd_negative', 'desc': 'MACD在信号线下方'},
                {'name': 'rsi_below_50', 'desc': 'RSI小于50'}
            ]
        }
    }

    # 进场规则（5M + 15M）
    ENTRY_RULES = {
        'buy': {
            'description': '做多进场',
            'conditions': [
                {'name': 'rsi_oversold_recovery', 'desc': 'RSI从超卖区回升', 'weight': 2},
                {'name': 'macd_golden_cross', 'desc': 'MACD金叉', 'weight': 2},
                {'name': 'price_break_bb_middle', 'desc': '价格突破布林中轨', 'weight': 1},
                {'name': 'kdj_golden_cross', 'desc': 'KDJ低位金叉', 'weight': 1},
                {'name': 'volume_increase', 'desc': '成交量放大', 'weight': 1}
            ],
            'min_score': 3  # 最低触发分数
        },
        'sell': {
            'description': '做空进场',
            'conditions': [
                {'name': 'rsi_overbought_decline', 'desc': 'RSI从超买区回落', 'weight': 2},
                {'name': 'macd_death_cross', 'desc': 'MACD死叉', 'weight': 2},
                {'name': 'price_break_bb_middle_down', 'desc': '价格跌破布林中轨', 'weight': 1},
                {'name': 'kdj_death_cross', 'desc': 'KDJ高位死叉', 'weight': 1},
                {'name': 'volume_increase', 'desc': '成交量放大', 'weight': 1}
            ],
            'min_score': 3
        }
    }

    # 出场规则
    EXIT_RULES = {
        'take_profit': {
            'description': '止盈',
            'conditions': [
                {'name': 'target_reached', 'desc': '达到目标价位'},
                {'name': 'rsi_extreme', 'desc': 'RSI达到极值'},
                {'name': 'trend_reversal', 'desc': '趋势反转信号'}
            ]
        },
        'stop_loss': {
            'description': '止损',
            'conditions': [
                {'name': 'price_hit_stop', 'desc': '价格触及止损位'},
                {'name': 'trend_break', 'desc': '趋势破坏'}
            ]
        }
    }

    # 风险管理参数
    RISK_PARAMS = {
        'max_position_size': 0.1,  # 最大仓位比例
        'stop_loss_atr_multiplier': 2.0,  # 止损 ATR 倍数
        'take_profit_atr_multiplier': 3.0,  # 止盈 ATR 倍数
        'max_daily_trades': 5,  # 每日最大交易次数
        'min_risk_reward_ratio': 1.5  # 最小风险收益比
    }

    def __init__(self):
        """初始化策略"""
        logger.info("趋势跟踪策略初始化完成")

    def get_trend_rules(self, trend: str) -> Dict[str, Any]:
        """获取趋势判断规则"""
        return self.TREND_RULES.get(trend, {})

    def get_entry_rules(self, action: str) -> Dict[str, Any]:
        """获取进场规则"""
        return self.ENTRY_RULES.get(action, {})

    def get_exit_rules(self, exit_type: str) -> Dict[str, Any]:
        """获取出场规则"""
        return self.EXIT_RULES.get(exit_type, {})

    def calculate_position_size(self, account_balance: float, risk_per_trade: float,
                                entry_price: float, stop_loss: float) -> float:
        """
        计算仓位大小

        Args:
            account_balance: 账户余额
            risk_per_trade: 单笔风险比例（如 0.02 表示 2%）
            entry_price: 入场价格
            stop_loss: 止损价格

        Returns:
            建议仓位大小
        """
        risk_amount = account_balance * risk_per_trade
        price_risk = abs(entry_price - stop_loss)

        if price_risk == 0:
            return 0

        position_size = risk_amount / price_risk

        # 限制最大仓位
        max_position = account_balance * self.RISK_PARAMS['max_position_size'] / entry_price
        position_size = min(position_size, max_position)

        return round(position_size, 6)

    def validate_trade(self, entry_price: float, stop_loss: float,
                       take_profit: float) -> Dict[str, Any]:
        """
        验证交易是否符合风险管理规则

        Args:
            entry_price: 入场价格
            stop_loss: 止损价格
            take_profit: 止盈价格

        Returns:
            验证结果
        """
        risk = abs(entry_price - stop_loss)
        reward = abs(take_profit - entry_price)

        if risk == 0:
            return {
                'valid': False,
                'reason': '止损距离为0',
                'risk_reward_ratio': 0
            }

        risk_reward_ratio = reward / risk

        if risk_reward_ratio < self.RISK_PARAMS['min_risk_reward_ratio']:
            return {
                'valid': False,
                'reason': f'风险收益比({risk_reward_ratio:.2f})低于最低要求({self.RISK_PARAMS["min_risk_reward_ratio"]})',
                'risk_reward_ratio': risk_reward_ratio
            }

        return {
            'valid': True,
            'reason': '符合风险管理规则',
            'risk_reward_ratio': risk_reward_ratio
        }

    def get_strategy_description(self) -> str:
        """获取策略描述"""
        return """
## 趋势跟踪策略

### 核心理念
顺势而为，在大周期确认趋势后，在小周期寻找最佳进场点。

### 趋势判断（4H + 1H）
- 看涨：价格在MA20上方，MA5>MA20，MACD>信号线，RSI>50
- 看跌：价格在MA20下方，MA5<MA20，MACD<信号线，RSI<50

### 进场信号（15M + 5M）
- 做多：RSI超卖回升、MACD金叉、突破布林中轨、KDJ低位金叉
- 做空：RSI超买回落、MACD死叉、跌破布林中轨、KDJ高位死叉

### 风险管理
- 止损：2倍ATR
- 止盈：3倍ATR
- 最小风险收益比：1.5
"""