nofx/decision/strategy_engine.go

package decision

import (
	"encoding/json"
	"fmt"
	"io"
	"net/http"
	"nofx/logger"
	"nofx/market"
	"nofx/pool"
	"nofx/store"
	"strings"
	"time"
)

// StrategyEngine strategy execution engine
// Responsible for dynamically fetching data and assembling prompts based on strategy configuration
type StrategyEngine struct {
	config *store.StrategyConfig
}

// NewStrategyEngine creates strategy execution engine
func NewStrategyEngine(config *store.StrategyConfig) *StrategyEngine {
	return &StrategyEngine{config: config}
}

// GetCandidateCoins gets candidate coins based on strategy configuration
func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
	var candidates []CandidateCoin
	symbolSources := make(map[string][]string)

	coinSource := e.config.CoinSource

	// Set custom API URL (if configured)
	if coinSource.CoinPoolAPIURL != "" {
		pool.SetCoinPoolAPI(coinSource.CoinPoolAPIURL)
		logger.Infof("✓ Using strategy-configured AI500 API URL: %s", coinSource.CoinPoolAPIURL)
	}
	if coinSource.OITopAPIURL != "" {
		pool.SetOITopAPI(coinSource.OITopAPIURL)
		logger.Infof("✓ Using strategy-configured OI Top API URL: %s", coinSource.OITopAPIURL)
	}

	switch coinSource.SourceType {
	case "static":
		// Static coin list
		for _, symbol := range coinSource.StaticCoins {
			symbol = market.Normalize(symbol)
			candidates = append(candidates, CandidateCoin{
				Symbol:  symbol,
				Sources: []string{"static"},
			})
		}
		return candidates, nil

	case "coinpool":
		// Use AI500 coin pool only
		return e.getCoinPoolCoins(coinSource.CoinPoolLimit)

	case "oi_top":
		// Use OI Top only
		return e.getOITopCoins(coinSource.OITopLimit)

	case "mixed":
		// Mixed mode: AI500 + OI Top
		if coinSource.UseCoinPool {
			poolCoins, err := e.getCoinPoolCoins(coinSource.CoinPoolLimit)
			if err != nil {
				logger.Infof("⚠️  Failed to get AI500 coin pool: %v", err)
			} else {
				for _, coin := range poolCoins {
					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "ai500")
				}
			}
		}

		if coinSource.UseOITop {
			oiCoins, err := e.getOITopCoins(coinSource.OITopLimit)
			if err != nil {
				logger.Infof("⚠️  Failed to get OI Top: %v", err)
			} else {
				for _, coin := range oiCoins {
					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "oi_top")
				}
			}
		}

		// Add static coins (if any)
		for _, symbol := range coinSource.StaticCoins {
			symbol = market.Normalize(symbol)
			if _, exists := symbolSources[symbol]; !exists {
				symbolSources[symbol] = []string{"static"}
			} else {
				symbolSources[symbol] = append(symbolSources[symbol], "static")
			}
		}

		// Convert to candidate coin list
		for symbol, sources := range symbolSources {
			candidates = append(candidates, CandidateCoin{
				Symbol:  symbol,
				Sources: sources,
			})
		}
		return candidates, nil

	default:
		return nil, fmt.Errorf("unknown coin source type: %s", coinSource.SourceType)
	}
}

// getCoinPoolCoins gets AI500 coin pool
func (e *StrategyEngine) getCoinPoolCoins(limit int) ([]CandidateCoin, error) {
	if limit <= 0 {
		limit = 30
	}

	symbols, err := pool.GetTopRatedCoins(limit)
	if err != nil {
		return nil, err
	}

	var candidates []CandidateCoin
	for _, symbol := range symbols {
		candidates = append(candidates, CandidateCoin{
			Symbol:  symbol,
			Sources: []string{"ai500"},
		})
	}
	return candidates, nil
}

// getOITopCoins gets OI Top coins
func (e *StrategyEngine) getOITopCoins(limit int) ([]CandidateCoin, error) {
	if limit <= 0 {
		limit = 20
	}

	positions, err := pool.GetOITopPositions()
	if err != nil {
		return nil, err
	}

	var candidates []CandidateCoin
	for i, pos := range positions {
		if i >= limit {
			break
		}
		symbol := market.Normalize(pos.Symbol)
		candidates = append(candidates, CandidateCoin{
			Symbol:  symbol,
			Sources: []string{"oi_top"},
		})
	}
	return candidates, nil
}

// FetchMarketData fetches market data based on strategy configuration
func (e *StrategyEngine) FetchMarketData(symbol string) (*market.Data, error) {
	// Currently using existing market.Get, can be customized based on strategy configuration later
	return market.Get(symbol)
}

// FetchExternalData fetches external data sources
func (e *StrategyEngine) FetchExternalData() (map[string]interface{}, error) {
	externalData := make(map[string]interface{})

	for _, source := range e.config.Indicators.ExternalDataSources {
		data, err := e.fetchSingleExternalSource(source)
		if err != nil {
			logger.Infof("⚠️  Failed to fetch external data source [%s]: %v", source.Name, err)
			continue
		}
		externalData[source.Name] = data
	}

	return externalData, nil
}

// QuantData quantitative data structure (fund flow, position changes, price changes)
type QuantData struct {
	Symbol      string             `json:"symbol"`
	Price       float64            `json:"price"`
	Netflow     *NetflowData       `json:"netflow,omitempty"`
	OI          map[string]*OIData `json:"oi,omitempty"`
	PriceChange map[string]float64 `json:"price_change,omitempty"`
}

type NetflowData struct {
	Institution *FlowTypeData `json:"institution,omitempty"`
	Personal    *FlowTypeData `json:"personal,omitempty"`
}

type FlowTypeData struct {
	Future map[string]float64 `json:"future,omitempty"`
	Spot   map[string]float64 `json:"spot,omitempty"`
}

type OIData struct {
	CurrentOI float64                 `json:"current_oi"`
	NetLong   float64                 `json:"net_long"`
	NetShort  float64                 `json:"net_short"`
	Delta     map[string]*OIDeltaData `json:"delta,omitempty"`
}

type OIDeltaData struct {
	OIDelta        float64 `json:"oi_delta"`
	OIDeltaValue   float64 `json:"oi_delta_value"`
	OIDeltaPercent float64 `json:"oi_delta_percent"`
}

// FetchQuantData fetches quantitative data for a single coin
func (e *StrategyEngine) FetchQuantData(symbol string) (*QuantData, error) {
	if !e.config.Indicators.EnableQuantData || e.config.Indicators.QuantDataAPIURL == "" {
		return nil, nil
	}

	// Check if URL contains {symbol} placeholder
	apiURL := e.config.Indicators.QuantDataAPIURL
	if !strings.Contains(apiURL, "{symbol}") {
		logger.Infof("⚠️  Quant data URL does not contain {symbol} placeholder, data may be incorrect for %s", symbol)
	}

	// Replace {symbol} placeholder
	url := strings.Replace(apiURL, "{symbol}", symbol, -1)

	client := &http.Client{Timeout: 10 * time.Second}
	resp, err := client.Get(url)
	if err != nil {
		return nil, fmt.Errorf("request failed: %w", err)
	}
	defer resp.Body.Close()

	if resp.StatusCode != http.StatusOK {
		return nil, fmt.Errorf("HTTP status code: %d", resp.StatusCode)
	}

	body, err := io.ReadAll(resp.Body)
	if err != nil {
		return nil, fmt.Errorf("failed to read response: %w", err)
	}

	// Parse response
	var apiResp struct {
		Code int        `json:"code"`
		Data *QuantData `json:"data"`
	}

	if err := json.Unmarshal(body, &apiResp); err != nil {
		return nil, fmt.Errorf("failed to parse JSON: %w", err)
	}

	if apiResp.Code != 0 {
		return nil, fmt.Errorf("API returned error code: %d", apiResp.Code)
	}

	return apiResp.Data, nil
}

// FetchQuantDataBatch batch fetches quantitative data
func (e *StrategyEngine) FetchQuantDataBatch(symbols []string) map[string]*QuantData {
	result := make(map[string]*QuantData)

	if !e.config.Indicators.EnableQuantData || e.config.Indicators.QuantDataAPIURL == "" {
		return result
	}

	for _, symbol := range symbols {
		data, err := e.FetchQuantData(symbol)
		if err != nil {
			logger.Infof("⚠️  Failed to fetch quantitative data for %s: %v", symbol, err)
			continue
		}
		if data != nil {
			result[symbol] = data
		}
	}

	return result
}

// formatQuantData formats quantitative data
func (e *StrategyEngine) formatQuantData(data *QuantData) string {
	if data == nil {
		return ""
	}

	indicators := e.config.Indicators
	// If both OI and Netflow are disabled, return empty
	if !indicators.EnableQuantOI && !indicators.EnableQuantNetflow {
		return ""
	}

	var sb strings.Builder
	sb.WriteString("📊 Quantitative Data:\n")

	// Price changes (API returns decimals, multiply by 100 for percentage)
	if len(data.PriceChange) > 0 {
		sb.WriteString("Price Change: ")
		timeframes := []string{"5m", "15m", "1h", "4h", "12h", "24h"}
		parts := []string{}
		for _, tf := range timeframes {
			if v, ok := data.PriceChange[tf]; ok {
				parts = append(parts, fmt.Sprintf("%s: %+.4f%%", tf, v*100))
			}
		}
		sb.WriteString(strings.Join(parts, " | "))
		sb.WriteString("\n")
	}

	// Fund flow (Netflow) - only show if enabled
	if indicators.EnableQuantNetflow && data.Netflow != nil {
		sb.WriteString("Fund Flow (Netflow):\n")
		timeframes := []string{"5m", "15m", "1h", "4h", "12h", "24h"}

		// Institutional funds
		if data.Netflow.Institution != nil {
			if data.Netflow.Institution.Future != nil && len(data.Netflow.Institution.Future) > 0 {
				sb.WriteString("  Institutional Futures:\n")
				for _, tf := range timeframes {
					if v, ok := data.Netflow.Institution.Future[tf]; ok {
						sb.WriteString(fmt.Sprintf("    %s: %s\n", tf, formatFlowValue(v)))
					}
				}
			}
			if data.Netflow.Institution.Spot != nil && len(data.Netflow.Institution.Spot) > 0 {
				sb.WriteString("  Institutional Spot:\n")
				for _, tf := range timeframes {
					if v, ok := data.Netflow.Institution.Spot[tf]; ok {
						sb.WriteString(fmt.Sprintf("    %s: %s\n", tf, formatFlowValue(v)))
					}
				}
			}
		}

		// Retail funds
		if data.Netflow.Personal != nil {
			if data.Netflow.Personal.Future != nil && len(data.Netflow.Personal.Future) > 0 {
				sb.WriteString("  Retail Futures:\n")
				for _, tf := range timeframes {
					if v, ok := data.Netflow.Personal.Future[tf]; ok {
						sb.WriteString(fmt.Sprintf("    %s: %s\n", tf, formatFlowValue(v)))
					}
				}
			}
			if data.Netflow.Personal.Spot != nil && len(data.Netflow.Personal.Spot) > 0 {
				sb.WriteString("  Retail Spot:\n")
				for _, tf := range timeframes {
					if v, ok := data.Netflow.Personal.Spot[tf]; ok {
						sb.WriteString(fmt.Sprintf("    %s: %s\n", tf, formatFlowValue(v)))
					}
				}
			}
		}
	}

	// Open Interest (OI) - only show if enabled
	if indicators.EnableQuantOI && len(data.OI) > 0 {
		for exchange, oiData := range data.OI {
			if len(oiData.Delta) > 0 {
				sb.WriteString(fmt.Sprintf("Open Interest (%s):\n", exchange))
				for _, tf := range []string{"5m", "15m", "1h", "4h", "12h", "24h"} {
					if d, ok := oiData.Delta[tf]; ok {
						sb.WriteString(fmt.Sprintf("    %s: %+.4f%% (%s)\n", tf, d.OIDeltaPercent, formatFlowValue(d.OIDeltaValue)))
					}
				}
			}
		}
	}

	return sb.String()
}

// fetchSingleExternalSource fetches a single external data source
func (e *StrategyEngine) fetchSingleExternalSource(source store.ExternalDataSource) (interface{}, error) {
	client := &http.Client{
		Timeout: time.Duration(source.RefreshSecs) * time.Second,
	}

	if client.Timeout == 0 {
		client.Timeout = 30 * time.Second
	}

	req, err := http.NewRequest(source.Method, source.URL, nil)
	if err != nil {
		return nil, err
	}

	// Add request headers
	for k, v := range source.Headers {
		req.Header.Set(k, v)
	}

	resp, err := client.Do(req)
	if err != nil {
		return nil, err
	}
	defer resp.Body.Close()

	body, err := io.ReadAll(resp.Body)
	if err != nil {
		return nil, err
	}

	var result interface{}
	if err := json.Unmarshal(body, &result); err != nil {
		return nil, err
	}

	// If data path is specified, extract data at specified path
	if source.DataPath != "" {
		result = extractJSONPath(result, source.DataPath)
	}

	return result, nil
}

// extractJSONPath extracts JSON path data (simple implementation)
func extractJSONPath(data interface{}, path string) interface{} {
	parts := strings.Split(path, ".")
	current := data

	for _, part := range parts {
		if m, ok := current.(map[string]interface{}); ok {
			current = m[part]
		} else {
			return nil
		}
	}

	return current
}

// BuildUserPrompt builds User Prompt based on strategy configuration
func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
	var sb strings.Builder

	// System status
	sb.WriteString(fmt.Sprintf("Time: %s | Period: #%d | Runtime: %d minutes\n\n",
		ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes))

	// BTC market (if configured)
	if btcData, hasBTC := ctx.MarketDataMap["BTCUSDT"]; hasBTC {
		sb.WriteString(fmt.Sprintf("BTC: %.2f (1h: %+.2f%%, 4h: %+.2f%%) | MACD: %.4f | RSI: %.2f\n\n",
			btcData.CurrentPrice, btcData.PriceChange1h, btcData.PriceChange4h,
			btcData.CurrentMACD, btcData.CurrentRSI7))
	}

	// Account information
	sb.WriteString(fmt.Sprintf("Account: Equity %.2f | Balance %.2f (%.1f%%) | PnL %+.2f%% | Margin %.1f%% | Positions %d\n\n",
		ctx.Account.TotalEquity,
		ctx.Account.AvailableBalance,
		(ctx.Account.AvailableBalance/ctx.Account.TotalEquity)*100,
		ctx.Account.TotalPnLPct,
		ctx.Account.MarginUsedPct,
		ctx.Account.PositionCount))

	// Position information
	if len(ctx.Positions) > 0 {
		sb.WriteString("## Current Positions\n")
		for i, pos := range ctx.Positions {
			sb.WriteString(e.formatPositionInfo(i+1, pos, ctx))
		}
	} else {
		sb.WriteString("Current Positions: None\n\n")
	}

	// Trading statistics
	if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
		sb.WriteString("## Historical Trading Statistics\n")
		sb.WriteString(fmt.Sprintf("Total Trades: %d | Win Rate: %.1f%% | Profit Factor: %.2f | Sharpe Ratio: %.2f\n",
			ctx.TradingStats.TotalTrades,
			ctx.TradingStats.WinRate,
			ctx.TradingStats.ProfitFactor,
			ctx.TradingStats.SharpeRatio))
		sb.WriteString(fmt.Sprintf("Total P&L: %.2f USDT | Avg Win: %.2f | Avg Loss: %.2f | Max Drawdown: %.1f%%\n\n",
			ctx.TradingStats.TotalPnL,
			ctx.TradingStats.AvgWin,
			ctx.TradingStats.AvgLoss,
			ctx.TradingStats.MaxDrawdownPct))
	}

	// Recently completed orders
	if len(ctx.RecentOrders) > 0 {
		sb.WriteString("## Recent Completed Trades\n")
		for i, order := range ctx.RecentOrders {
			resultStr := "Profit"
			if order.RealizedPnL < 0 {
				resultStr = "Loss"
			}
			sb.WriteString(fmt.Sprintf("%d. %s %s | Entry %.4f Exit %.4f | %s: %+.2f USDT (%+.2f%%) | %s\n",
				i+1, order.Symbol, order.Side,
				order.EntryPrice, order.ExitPrice,
				resultStr, order.RealizedPnL, order.PnLPct,
				order.FilledAt))
		}
		sb.WriteString("\n")
	}

	// Candidate coins
	sb.WriteString(fmt.Sprintf("## Candidate Coins (%d coins)\n\n", len(ctx.MarketDataMap)))
	displayedCount := 0
	for _, coin := range ctx.CandidateCoins {
		marketData, hasData := ctx.MarketDataMap[coin.Symbol]
		if !hasData {
			continue
		}
		displayedCount++

		sourceTags := e.formatCoinSourceTag(coin.Sources)
		sb.WriteString(fmt.Sprintf("### %d. %s%s\n\n", displayedCount, coin.Symbol, sourceTags))
		sb.WriteString(e.formatMarketData(marketData))

		// Add quantitative data if available
		if ctx.QuantDataMap != nil {
			if quantData, hasQuant := ctx.QuantDataMap[coin.Symbol]; hasQuant {
				sb.WriteString(e.formatQuantData(quantData))
			}
		}
		sb.WriteString("\n")
	}
	sb.WriteString("\n")

	sb.WriteString("---\n\n")
	sb.WriteString("Now please analyze and output your decision (Chain of Thought + JSON)\n")

	return sb.String()
}

// formatPositionInfo formats position information
func (e *StrategyEngine) formatPositionInfo(index int, pos PositionInfo, ctx *Context) string {
	var sb strings.Builder

	// Calculate holding duration
	holdingDuration := ""
	if pos.UpdateTime > 0 {
		durationMs := time.Now().UnixMilli() - pos.UpdateTime
		durationMin := durationMs / (1000 * 60)
		if durationMin < 60 {
			holdingDuration = fmt.Sprintf(" | Holding Duration %d min", durationMin)
		} else {
			durationHour := durationMin / 60
			durationMinRemainder := durationMin % 60
			holdingDuration = fmt.Sprintf(" | Holding Duration %dh %dm", durationHour, durationMinRemainder)
		}
	}

	// Calculate position value
	positionValue := pos.Quantity * pos.MarkPrice
	if positionValue < 0 {
		positionValue = -positionValue
	}

	sb.WriteString(fmt.Sprintf("%d. %s %s | Entry %.4f Current %.4f | Qty %.4f | Position Value %.2f USDT | PnL%+.2f%% | PnL Amount%+.2f USDT | Peak PnL%.2f%% | Leverage %dx | Margin %.0f | Liq Price %.4f%s\n\n",
		index, pos.Symbol, strings.ToUpper(pos.Side),
		pos.EntryPrice, pos.MarkPrice, pos.Quantity, positionValue, pos.UnrealizedPnLPct, pos.UnrealizedPnL, pos.PeakPnLPct,
		pos.Leverage, pos.MarginUsed, pos.LiquidationPrice, holdingDuration))

	// Output market data using strategy configured indicators
	if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {
		sb.WriteString(e.formatMarketData(marketData))

		// Add quantitative data if available
		if ctx.QuantDataMap != nil {
			if quantData, hasQuant := ctx.QuantDataMap[pos.Symbol]; hasQuant {
				sb.WriteString(e.formatQuantData(quantData))
			}
		}
		sb.WriteString("\n")
	}

	return sb.String()
}

// formatCoinSourceTag formats coin source tag
func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
	if len(sources) > 1 {
		return " (AI500+OI_Top dual signal)"
	} else if len(sources) == 1 {
		switch sources[0] {
		case "ai500":
			return " (AI500)"
		case "oi_top":
			return " (OI_Top position growth)"
		case "static":
			return " (Manual selection)"
		}
	}
	return ""
}

// formatMarketData formats market data according to strategy configuration
func (e *StrategyEngine) formatMarketData(data *market.Data) string {
	var sb strings.Builder
	indicators := e.config.Indicators

	// Current price (always display)
	sb.WriteString(fmt.Sprintf("current_price = %.4f", data.CurrentPrice))

	// EMA
	if indicators.EnableEMA {
		sb.WriteString(fmt.Sprintf(", current_ema20 = %.3f", data.CurrentEMA20))
	}

	// MACD
	if indicators.EnableMACD {
		sb.WriteString(fmt.Sprintf(", current_macd = %.3f", data.CurrentMACD))
	}

	// RSI
	if indicators.EnableRSI {
		sb.WriteString(fmt.Sprintf(", current_rsi7 = %.3f", data.CurrentRSI7))
	}

	sb.WriteString("\n\n")

	// OI and Funding Rate
	if indicators.EnableOI || indicators.EnableFundingRate {
		sb.WriteString(fmt.Sprintf("Additional data for %s:\n\n", data.Symbol))

		if indicators.EnableOI && data.OpenInterest != nil {
			sb.WriteString(fmt.Sprintf("Open Interest: Latest: %.2f Average: %.2f\n\n",
				data.OpenInterest.Latest, data.OpenInterest.Average))
		}

		if indicators.EnableFundingRate {
			sb.WriteString(fmt.Sprintf("Funding Rate: %.2e\n\n", data.FundingRate))
		}
	}

	// Prefer using multi-timeframe data (new addition)
	if len(data.TimeframeData) > 0 {
		// Output in timeframe order
		timeframeOrder := []string{"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w"}
		for _, tf := range timeframeOrder {
			if tfData, ok := data.TimeframeData[tf]; ok {
				sb.WriteString(fmt.Sprintf("=== %s Timeframe (oldest → latest) ===\n\n", strings.ToUpper(tf)))
				e.formatTimeframeSeriesData(&sb, tfData, indicators)
			}
		}
	} else {
		// Compatible with old data format
		// Intraday data
		if data.IntradaySeries != nil {
			klineConfig := indicators.Klines
			sb.WriteString(fmt.Sprintf("Intraday series (%s intervals, oldest → latest):\n\n", klineConfig.PrimaryTimeframe))

			if len(data.IntradaySeries.MidPrices) > 0 {
				sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.IntradaySeries.MidPrices)))
			}

			if indicators.EnableEMA && len(data.IntradaySeries.EMA20Values) > 0 {
				sb.WriteString(fmt.Sprintf("EMA indicators (20-period): %s\n\n", formatFloatSlice(data.IntradaySeries.EMA20Values)))
			}

			if indicators.EnableMACD && len(data.IntradaySeries.MACDValues) > 0 {
				sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.IntradaySeries.MACDValues)))
			}

			if indicators.EnableRSI {
				if len(data.IntradaySeries.RSI7Values) > 0 {
					sb.WriteString(fmt.Sprintf("RSI indicators (7-Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI7Values)))
				}
				if len(data.IntradaySeries.RSI14Values) > 0 {
					sb.WriteString(fmt.Sprintf("RSI indicators (14-Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI14Values)))
				}
			}

			if indicators.EnableVolume && len(data.IntradaySeries.Volume) > 0 {
				sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.IntradaySeries.Volume)))
			}

			if indicators.EnableATR {
				sb.WriteString(fmt.Sprintf("3m ATR (14-period): %.3f\n\n", data.IntradaySeries.ATR14))
			}
		}

		// Longer-term data
		if data.LongerTermContext != nil && indicators.Klines.EnableMultiTimeframe {
			sb.WriteString(fmt.Sprintf("Longer-term context (%s timeframe):\n\n", indicators.Klines.LongerTimeframe))

			if indicators.EnableEMA {
				sb.WriteString(fmt.Sprintf("20-Period EMA: %.3f vs. 50-Period EMA: %.3f\n\n",
					data.LongerTermContext.EMA20, data.LongerTermContext.EMA50))
			}

			if indicators.EnableATR {
				sb.WriteString(fmt.Sprintf("3-Period ATR: %.3f vs. 14-Period ATR: %.3f\n\n",
					data.LongerTermContext.ATR3, data.LongerTermContext.ATR14))
			}

			if indicators.EnableVolume {
				sb.WriteString(fmt.Sprintf("Current Volume: %.3f vs. Average Volume: %.3f\n\n",
					data.LongerTermContext.CurrentVolume, data.LongerTermContext.AverageVolume))
			}

			if indicators.EnableMACD && len(data.LongerTermContext.MACDValues) > 0 {
				sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.LongerTermContext.MACDValues)))
			}

			if indicators.EnableRSI && len(data.LongerTermContext.RSI14Values) > 0 {
				sb.WriteString(fmt.Sprintf("RSI indicators (14-Period): %s\n\n", formatFloatSlice(data.LongerTermContext.RSI14Values)))
			}
		}
	}

	return sb.String()
}

// formatTimeframeSeriesData formats series data for a single timeframe
func (e *StrategyEngine) formatTimeframeSeriesData(sb *strings.Builder, data *market.TimeframeSeriesData, indicators store.IndicatorConfig) {
	// Use OHLCV table format if kline data is available
	if len(data.Klines) > 0 {
		sb.WriteString("Time(UTC)      Open      High      Low       Close     Volume\n")
		for i, k := range data.Klines {
			t := time.Unix(k.Time/1000, 0).UTC()
			timeStr := t.Format("01-02 15:04")
			marker := ""
			if i == len(data.Klines)-1 {
				marker = "  <- current"
			}
			sb.WriteString(fmt.Sprintf("%-14s %-9.4f %-9.4f %-9.4f %-9.4f %-12.2f%s\n",
				timeStr, k.Open, k.High, k.Low, k.Close, k.Volume, marker))
		}
		sb.WriteString("\n")
	} else if len(data.MidPrices) > 0 {
		// Fallback to old format for backward compatibility
		sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.MidPrices)))
		if indicators.EnableVolume && len(data.Volume) > 0 {
			sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.Volume)))
		}
	}

	// Technical indicators (only show if enabled and data available)
	if indicators.EnableEMA {
		if len(data.EMA20Values) > 0 {
			sb.WriteString(fmt.Sprintf("EMA20: %s\n", formatFloatSlice(data.EMA20Values)))
		}
		if len(data.EMA50Values) > 0 {
			sb.WriteString(fmt.Sprintf("EMA50: %s\n", formatFloatSlice(data.EMA50Values)))
		}
	}

	if indicators.EnableMACD && len(data.MACDValues) > 0 {
		sb.WriteString(fmt.Sprintf("MACD: %s\n", formatFloatSlice(data.MACDValues)))
	}

	if indicators.EnableRSI {
		if len(data.RSI7Values) > 0 {
			sb.WriteString(fmt.Sprintf("RSI7: %s\n", formatFloatSlice(data.RSI7Values)))
		}
		if len(data.RSI14Values) > 0 {
			sb.WriteString(fmt.Sprintf("RSI14: %s\n", formatFloatSlice(data.RSI14Values)))
		}
	}

	if indicators.EnableATR && data.ATR14 > 0 {
		sb.WriteString(fmt.Sprintf("ATR14: %.4f\n", data.ATR14))
	}

	sb.WriteString("\n")
}

// formatFlowValue formats flow value with M/K units
func formatFlowValue(v float64) string {
	sign := ""
	if v >= 0 {
		sign = "+"
	}
	absV := v
	if absV < 0 {
		absV = -absV
	}
	if absV >= 1e9 {
		return fmt.Sprintf("%s%.2fB", sign, v/1e9)
	} else if absV >= 1e6 {
		return fmt.Sprintf("%s%.2fM", sign, v/1e6)
	} else if absV >= 1e3 {
		return fmt.Sprintf("%s%.2fK", sign, v/1e3)
	}
	return fmt.Sprintf("%s%.2f", sign, v)
}

// formatFloatSlice formats float slice
func formatFloatSlice(values []float64) string {
	strValues := make([]string, len(values))
	for i, v := range values {
		strValues[i] = fmt.Sprintf("%.4f", v)
	}
	return "[" + strings.Join(strValues, ", ") + "]"
}

// BuildSystemPrompt builds System Prompt according to strategy configuration
func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string) string {
	var sb strings.Builder
	riskControl := e.config.RiskControl
	promptSections := e.config.PromptSections

	// 1. Role definition (editable)
	if promptSections.RoleDefinition != "" {
		sb.WriteString(promptSections.RoleDefinition)
		sb.WriteString("\n\n")
	} else {
		sb.WriteString("# You are a professional cryptocurrency trading AI\n\n")
		sb.WriteString("Your task is to make trading decisions based on provided market data.\n\n")
	}

	// 2. Trading mode variant
	switch strings.ToLower(strings.TrimSpace(variant)) {
	case "aggressive":
		sb.WriteString("## Mode: Aggressive\n- Prioritize capturing trend breakouts, can build positions in batches when confidence ≥ 70\n- Allow higher positions, but must strictly set stop-loss and explain risk-reward ratio\n\n")
	case "conservative":
		sb.WriteString("## Mode: Conservative\n- Only open positions when multiple signals resonate\n- Prioritize cash preservation, must pause for multiple periods after consecutive losses\n\n")
	case "scalping":
		sb.WriteString("## Mode: Scalping\n- Focus on short-term momentum, smaller profit targets but require quick action\n- If price doesn't move as expected within two bars, immediately reduce position or stop-loss\n\n")
	}

	// 3. Hard constraints (risk control) - from strategy config (non-editable, auto-generated)
	sb.WriteString("# Hard Constraints (Risk Control)\n\n")
	sb.WriteString(fmt.Sprintf("1. Risk-Reward Ratio: Must be ≥ 1:%.1f\n", riskControl.MinRiskRewardRatio))
	sb.WriteString(fmt.Sprintf("2. Max Positions: %d coins (quality > quantity)\n", riskControl.MaxPositions))
	sb.WriteString(fmt.Sprintf("3. Single Coin Position: Altcoins %.0f-%.0f U | BTC/ETH %.0f-%.0f U\n",
		accountEquity*0.8, accountEquity*riskControl.MaxPositionRatio,
		accountEquity*5, accountEquity*10))
	sb.WriteString(fmt.Sprintf("4. Leverage Limits: **Altcoins max %dx leverage** | **BTC/ETH max %dx leverage**\n",
		riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
	sb.WriteString(fmt.Sprintf("5. Margin Usage ≤ %.0f%%\n", riskControl.MaxMarginUsage*100))
	sb.WriteString(fmt.Sprintf("6. Opening Amount: Recommended ≥%.0f USDT\n", riskControl.MinPositionSize))
	sb.WriteString(fmt.Sprintf("7. Minimum Confidence: ≥%d\n\n", riskControl.MinConfidence))

	// 4. Trading frequency and signal quality (editable)
	if promptSections.TradingFrequency != "" {
		sb.WriteString(promptSections.TradingFrequency)
		sb.WriteString("\n\n")
	} else {
		sb.WriteString("# ⏱️ Trading Frequency Awareness\n\n")
		sb.WriteString("- Excellent traders: 2-4 trades/day ≈ 0.1-0.2 trades/hour\n")
		sb.WriteString("- >2 trades/hour = Overtrading\n")
		sb.WriteString("- Single position hold time ≥ 30-60 minutes\n")
		sb.WriteString("If you find yourself trading every period → standards too low; if closing positions < 30 minutes → too impatient.\n\n")
	}

	// 5. Entry standards (editable)
	if promptSections.EntryStandards != "" {
		sb.WriteString(promptSections.EntryStandards)
		sb.WriteString("\n\nYou have the following indicator data:\n")
		e.writeAvailableIndicators(&sb)
		sb.WriteString(fmt.Sprintf("\n**Confidence ≥ %d** required to open positions.\n\n", riskControl.MinConfidence))
	} else {
		sb.WriteString("# 🎯 Entry Standards (Strict)\n\n")
		sb.WriteString("Only open positions when multiple signals resonate. You have:\n")
		e.writeAvailableIndicators(&sb)
		sb.WriteString(fmt.Sprintf("\nFeel free to use any effective analysis method, but **confidence ≥ %d** required to open positions; avoid low-quality behaviors such as single indicators, contradictory signals, sideways consolidation, reopening immediately after closing, etc.\n\n", riskControl.MinConfidence))
	}

	// 6. Decision process tips (editable)
	if promptSections.DecisionProcess != "" {
		sb.WriteString(promptSections.DecisionProcess)
		sb.WriteString("\n\n")
	} else {
		sb.WriteString("# 📋 Decision Process\n\n")
		sb.WriteString("1. Check positions → Should we take profit/stop-loss\n")
		sb.WriteString("2. Scan candidate coins + multi-timeframe → Are there strong signals\n")
		sb.WriteString("3. Write chain of thought first, then output structured JSON\n\n")
	}

	// 7. Output format
	sb.WriteString("# Output Format (Strictly Follow)\n\n")
	sb.WriteString("**Must use XML tags <reasoning> and <decision> to separate chain of thought and decision JSON, avoiding parsing errors**\n\n")
	sb.WriteString("## Format Requirements\n\n")
	sb.WriteString("<reasoning>\n")
	sb.WriteString("Your chain of thought analysis...\n")
	sb.WriteString("- Briefly analyze your thinking process \n")
	sb.WriteString("</reasoning>\n\n")
	sb.WriteString("<decision>\n")
	sb.WriteString("Step 2: JSON decision array\n\n")
	sb.WriteString("```json\n[\n")
	sb.WriteString(fmt.Sprintf("  {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
		riskControl.BTCETHMaxLeverage, accountEquity*5))
	sb.WriteString("  {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
	sb.WriteString("]\n```\n")
	sb.WriteString("</decision>\n\n")
	sb.WriteString("## Field Description\n\n")
	sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
	sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (opening recommended ≥ %d)\n", riskControl.MinConfidence))
	sb.WriteString("- Required when opening: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
	sb.WriteString("- **IMPORTANT**: All numeric values must be calculated numbers, NOT formulas/expressions (e.g., use `27.76` not `3000 * 0.01`)\n\n")

	// 8. Custom Prompt
	if e.config.CustomPrompt != "" {
		sb.WriteString("# 📌 Personalized Trading Strategy\n\n")
		sb.WriteString(e.config.CustomPrompt)
		sb.WriteString("\n\n")
		sb.WriteString("Note: The above personalized strategy is a supplement to the basic rules and cannot violate the basic risk control principles.\n")
	}

	return sb.String()
}

// writeAvailableIndicators writes list of available indicators
func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder) {
	indicators := e.config.Indicators
	kline := indicators.Klines

	sb.WriteString(fmt.Sprintf("- %s price series", kline.PrimaryTimeframe))
	if kline.EnableMultiTimeframe {
		sb.WriteString(fmt.Sprintf(" + %s K-line series\n", kline.LongerTimeframe))
	} else {
		sb.WriteString("\n")
	}

	if indicators.EnableEMA {
		sb.WriteString("- EMA indicators")
		if len(indicators.EMAPeriods) > 0 {
			sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.EMAPeriods))
		}
		sb.WriteString("\n")
	}

	if indicators.EnableMACD {
		sb.WriteString("- MACD indicators\n")
	}

	if indicators.EnableRSI {
		sb.WriteString("- RSI indicators")
		if len(indicators.RSIPeriods) > 0 {
			sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.RSIPeriods))
		}
		sb.WriteString("\n")
	}

	if indicators.EnableATR {
		sb.WriteString("- ATR indicators")
		if len(indicators.ATRPeriods) > 0 {
			sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.ATRPeriods))
		}
		sb.WriteString("\n")
	}

	if indicators.EnableVolume {
		sb.WriteString("- Volume data\n")
	}

	if indicators.EnableOI {
		sb.WriteString("- Open Interest (OI) data\n")
	}

	if indicators.EnableFundingRate {
		sb.WriteString("- Funding rate\n")
	}

	if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseCoinPool || e.config.CoinSource.UseOITop {
		sb.WriteString("- AI500 / OI_Top filter tags (if available)\n")
	}

	if indicators.EnableQuantData {
		sb.WriteString("- Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)\n")
	}
}

// GetRiskControlConfig gets risk control configuration
func (e *StrategyEngine) GetRiskControlConfig() store.RiskControlConfig {
	return e.config.RiskControl
}

// GetConfig gets complete strategy configuration
func (e *StrategyEngine) GetConfig() *store.StrategyConfig {
	return e.config
}