"""MACD 金叉死叉策略。"""
from __future__ import annotations

import pandas as pd

from ...indicators import macd
from ..broker import PaperBroker
from .base import Strategy


class MACDCrossStrategy(Strategy):
    def __init__(self, fast: float = 12, slow: float = 26, signal: float = 9):
        self.fast = int(fast)
        self.slow = int(slow)
        self.signal = int(signal)
        self._ind: pd.DataFrame | None = None
        self._prev_dif: float | None = None
        self._prev_dea: float | None = None

    def compute(self, close: pd.Series, high: pd.Series, low: pd.Series) -> pd.DataFrame:
        self._ind = macd(close, self.fast, self.slow, self.signal)
        return self._ind

    def on_bar(self, i: int, row: pd.Series, broker: PaperBroker) -> None:
        dif = float(self._ind["macd"].iloc[i])
        dea = float(self._ind["signal"].iloc[i])

        if self._prev_dif is None:
            self._prev_dif, self._prev_dea = dif, dea
            return

        golden = self._prev_dif <= self._prev_dea and dif > dea   # 金叉
        death = self._prev_dif >= self._prev_dea and dif < dea    # 死叉

        price = float(row["close"])
        ts = row["ts"]
        if golden and pd.notna(dif):
            broker.buy_max(ts, price)
        elif death and broker.position > 0 and pd.notna(dif):
            broker.sell_all(ts, price)

        self._prev_dif, self._prev_dea = dif, dea