"""
自定义指标库 — 已全面接入 ferro-ta 原生 Rust 实现。

v2 变更: 所有在 raptorbt (ferro-ta) 中已有原生实现的指标, 不再用 Python
重新计算, 而是直接转发到原生函数, 获得亚毫秒级性能。

  原生转发 (10 个): typical_price→typprice, cci, williams_r→willr,
    roc, trix, dmi→adx_all, ichimoku, parabolic_sar→sar, mfi, obv
  原生组合 (1 个): awesome_oscillator = sma(medprice) - sma(medprice)

使用方式:
  from my_indicators import cci, awesome_oscillator
  cci_values = cci(high, low, close, period=20)
"""

import numpy as np
import raptorbt


# ============================================================================
# 原生转发层 — 直接调用 ferro-ta Rust 实现
# ============================================================================

def typical_price(high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray:
    """典型价格 (H+L+C)/3 — 转发 raptorbt.typprice"""
    return raptorbt.typprice(high, low, close)


def cci(high: np.ndarray, low: np.ndarray, close: np.ndarray, period: int = 20) -> np.ndarray:
    """商品通道指数 — 转发 raptorbt.cci"""
    return raptorbt.cci(high, low, close, period)


def williams_r(high: np.ndarray, low: np.ndarray, close: np.ndarray, period: int = 14) -> np.ndarray:
    """威廉指标 (-100~0) — 转发 raptorbt.willr"""
    return raptorbt.willr(high, low, close, period)


def roc(data: np.ndarray, period: int = 12) -> np.ndarray:
    """变化率 — 转发 raptorbt.roc"""
    return raptorbt.roc(data, period)


def trix(data: np.ndarray, period: int = 15) -> np.ndarray:
    """三重指数平滑变化率 — 转发 raptorbt.trix"""
    return raptorbt.trix(data, period)


def dmi(high: np.ndarray, low: np.ndarray, close: np.ndarray, period: int = 14):
    """
    方向运动指标 (DMI) — 转发 raptorbt.adx_all

    返回: (plus_di, minus_di, adx)
    """
    adx, plus_di, minus_di = raptorbt.adx_all(high, low, close, period)
    return plus_di, minus_di, adx


def ichimoku(
    high: np.ndarray,
    low: np.ndarray,
    close: np.ndarray,
    tenkan_period: int = 9,
    kijun_period: int = 26,
    senkou_b_period: int = 52,
    displacement: int = 26,
):
    """一目均衡表 — 转发 raptorbt.ichimoku

    返回: (tenkan, kijun, senkou_a, senkou_b, chikou)
    """
    return raptorbt.ichimoku(
        high, low, close, tenkan_period, kijun_period, senkou_b_period, displacement
    )


def parabolic_sar(
    high: np.ndarray,
    low: np.ndarray,
    close: np.ndarray,
    step: float = 0.02,
    max_step: float = 0.2,
) -> np.ndarray:
    """抛物线 SAR — 转发 raptorbt.sar (close 参数仅用于保持签名兼容, 不参与计算)"""
    return raptorbt.sar(high, low, acceleration=step, maximum=max_step)


def mfi(
    high: np.ndarray,
    low: np.ndarray,
    close: np.ndarray,
    volume: np.ndarray,
    period: int = 14,
) -> np.ndarray:
    """资金流量指数 (0~100) — 转发 raptorbt.mfi"""
    return raptorbt.mfi(high, low, close, volume, period)


def obv(close: np.ndarray, volume: np.ndarray) -> np.ndarray:
    """能量潮 — 转发 raptorbt.obv"""
    return raptorbt.obv(close, volume)


# ============================================================================
# 原生组合层 — 基于 raptorbt 原生函数组合 (无需新增 Rust 代码)
# ============================================================================

def awesome_oscillator(
    high: np.ndarray,
    low: np.ndarray,
    fast_period: int = 5,
    slow_period: int = 34,
) -> np.ndarray:
    """
    鳄鱼振荡器 (Awesome Oscillator)

    AO = SMA(median_price, fast) - SMA(median_price, slow)
      其中 median_price = (high + low) / 2

    基于 raptorbt.medprice + raptorbt.sma 原生 Rust 实现。
    """
    midpoint = raptorbt.medprice(high, low)           # 原生: (H+L)/2
    sma_fast = raptorbt.sma(midpoint, fast_period)   # 原生 SMA
    sma_slow = raptorbt.sma(midpoint, slow_period)   # 原生 SMA
    return sma_fast - sma_slow