from datetime import time
from vnpy_ctastrategy import (
    CtaTemplate,
    StopOrder,
    TickData,
    BarData,
    TradeData,
    OrderData,
    BarGenerator,
    ArrayManager,
)


class DualThrustStrategy(CtaTemplate):
    """"""

    author = "用Python的交易员"

    fixed_size: int = 1
    k1: float = 0.4
    k2: float = 0.6

    day_open: float = 0
    day_high: float = 0
    day_low: float = 0
    day_range: float = 0
    long_entry: float = 0
    short_entry: float = 0
    long_entered: bool = False
    short_entered: bool = False

    parameters = ["k1", "k2", "fixed_size"]
    variables = ["day_range", "long_entry", "short_entry"]

    def on_init(self) -> None:
        """
        Callback when strategy is inited.
        """
        self.write_log("策略初始化")

        self.bg: BarGenerator = BarGenerator(self.on_bar)
        self.am: ArrayManager = ArrayManager()

        self.bars: list[BarData] = []
        self.exit_time: time = time(hour=14, minute=55)

        self.load_bar(10)

    def on_start(self) -> None:
        """
        Callback when strategy is started.
        """
        self.write_log("策略启动")

    def on_stop(self) -> None:
        """
        Callback when strategy is stopped.
        """
        self.write_log("策略停止")

    def on_tick(self, tick: TickData) -> None:
        """
        Callback of new tick data update.
        """
        self.bg.update_tick(tick)

    def on_bar(self, bar: BarData) -> None:
        """
        Callback of new bar data update.
        """
        self.cancel_all()

        self.bars.append(bar)
        if len(self.bars) <= 2:
            return
        else:
            self.bars.pop(0)
        last_bar: BarData = self.bars[-2]

        if last_bar.datetime.date() != bar.datetime.date():
            if self.day_high:
                self.day_range = self.day_high - self.day_low
                self.long_entry = bar.open_price + self.k1 * self.day_range
                self.short_entry = bar.open_price - self.k2 * self.day_range

            self.day_open = bar.open_price
            self.day_high = bar.high_price
            self.day_low = bar.low_price

            self.long_entered = False
            self.short_entered = False
        else:
            self.day_high = max(self.day_high, bar.high_price)
            self.day_low = min(self.day_low, bar.low_price)

        if not self.day_range:
            return

        if bar.datetime.time() < self.exit_time:
            if self.pos == 0:
                if bar.close_price > self.day_open:
                    if not self.long_entered:
                        self.buy(self.long_entry, self.fixed_size, stop=True)
                else:
                    if not self.short_entered:
                        self.short(self.short_entry,
                                   self.fixed_size, stop=True)

            elif self.pos > 0:
                self.long_entered = True

                self.sell(self.short_entry, self.fixed_size, stop=True)

                if not self.short_entered:
                    self.short(self.short_entry, self.fixed_size, stop=True)

            elif self.pos < 0:
                self.short_entered = True

                self.cover(self.long_entry, self.fixed_size, stop=True)

                if not self.long_entered:
                    self.buy(self.long_entry, self.fixed_size, stop=True)

        else:
            if self.pos > 0:
                self.sell(bar.close_price * 0.99, abs(self.pos))
            elif self.pos < 0:
                self.cover(bar.close_price * 1.01, abs(self.pos))

        self.put_event()

    def on_order(self, order: OrderData) -> None:
        """
        Callback of new order data update.
        """
        pass

    def on_trade(self, trade: TradeData) -> None:
        """
        Callback of new trade data update.
        """
        self.put_event()

    def on_stop_order(self, stop_order: StopOrder) -> None:
        """
        Callback of stop order update.
        """
        pass