"""
SOL5mStrategy_ShortTerm - 真正的短线交易策略

核心特征：
    ★ 使用5分钟快速EMA交叉（EMA9/EMA21）作为信号源
    ★ 无延迟入场，信号出现立即入场
    ★ 小止损（-1%），快速止盈（+0.8%）
    ★ 平均持仓时间：15-60分钟
    ★ 交易频率：每天5-20笔

逻辑：
    - 5分钟K线，EMA9/EMA21交叉入场
    - RSI过滤（避免极端超买超卖）
    - 成交量确认
    - 快速止盈止损，不持仓过夜

使用命令：
    freqtrade backtesting -c ./user_data/Chan/config/Local_Test.json \
        --strategy SOL5mStrategy_ShortTerm --strategy-path ./user_data/Chan/strategies \
        --timerange=20250301-
"""

import logging
from datetime import datetime
from typing import Optional

import talib.abstract as ta
from pandas import DataFrame

from freqtrade.strategy import IStrategy

logger = logging.getLogger(__name__)


class SOL5mStrategy_ShortTerm(IStrategy):
    INTERFACE_VERSION: int = 3

    # === 基础配置 ===
    timeframe = "5m"  # 使用5分钟K线
    can_short = True
    startup_candle_count: int = 100

    # 小止损（-1%），适合短线
    stoploss = -0.01
    use_custom_stoploss = False

    # Trailing stop：盈利0.5%后激活，回撤0.3%退出
    trailing_stop = True
    trailing_stop_positive = 0.003      # 回撤0.3%触发退出
    trailing_stop_positive_offset = 0.005  # 盈利0.5%后才开始追踪
    trailing_only_offset_is_reached = True

    # ROI：快速止盈，从0.8%逐步递减
    minimal_roi = {
        "0": 0.008,   # 0.8% 立即止盈
        "15": 0.005,  # 15分钟后 0.5%
        "30": 0.003,  # 30分钟后 0.3%
        "60": 0.001,  # 60分钟后 0.1%
        "120": 0,     # 120分钟后不设止盈（但trailing会保护）
    }

    order_types = {
        "entry": "market",
        "exit": "market",
        "stoploss": "market",
        "stoploss_on_exchange": False,
    }

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """计算快速EMA交叉信号"""
        # 快速EMA（9）和慢速EMA（21）
        dataframe["ema_fast"] = ta.EMA(dataframe, timeperiod=9)
        dataframe["ema_slow"] = ta.EMA(dataframe, timeperiod=21)
        
        # RSI用于过滤极端情况
        dataframe["rsi"] = ta.EMA(dataframe, timeperiod=14)
        
        # 成交量均线用于确认
        dataframe["volume_mean"] = dataframe["volume"].rolling(window=20).mean()

        # 上穿：本根 EMA9 > EMA21，上一根 EMA9 ≤ EMA21
        dataframe["ema_cross_up"] = (
            (dataframe["ema_fast"] > dataframe["ema_slow"])
            & (dataframe["ema_fast"].shift(1) <= dataframe["ema_slow"].shift(1))
        )

        # 下穿：本根 EMA9 < EMA21，上一根 EMA9 ≥ EMA21
        dataframe["ema_cross_down"] = (
            (dataframe["ema_fast"] < dataframe["ema_slow"])
            & (dataframe["ema_fast"].shift(1) >= dataframe["ema_slow"].shift(1))
        )

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """5分钟EMA交叉立即入场，无延迟"""
        # 做多：EMA9上穿EMA21 + RSI > 45（避免极端超卖）+ 成交量确认
        dataframe.loc[
            (dataframe["ema_cross_up"] == True) &
            (dataframe["rsi"] > 45) &  # RSI过滤，避免极端超卖
            (dataframe["volume"] > dataframe["volume_mean"] * 0.8),  # 成交量确认（稍微宽松）
            ["enter_long", "enter_tag"],
        ] = (1, "ema9x21_long")

        # 做空：EMA9下穿EMA21 + RSI < 55（避免极端超买）+ 成交量确认
        dataframe.loc[
            (dataframe["ema_cross_down"] == True) &
            (dataframe["rsi"] < 55) &  # RSI过滤，避免极端超买
            (dataframe["volume"] > dataframe["volume_mean"] * 0.8),  # 成交量确认
            ["enter_short", "enter_tag"],
        ] = (1, "ema9x21_short")

        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """不使用信号退出，完全依赖 ROI / trailing stop / 硬止损"""
        return dataframe

    def leverage(
        self,
        pair: str,
        current_time: datetime,
        current_rate: float,
        proposed_leverage: float,
        max_leverage: float,
        entry_tag: Optional[str],
        side: str,
        **kwargs,
    ) -> float:
        return 1.0