"""
因子阈值交叉策略。

通用策略：任意因子上穿/下穿阈值 → 交易信号。

支持：
- 上穿买入 (cross_up: close < MA → cross above MA → buy)
- 下穿买入 (cross_down: RSI > 70 → cross below 30 → buy)
"""

import pandas as pd

from backtest.base import BaseStrategy
from backtest.signal import factor_to_threshold_signal


class FactorCrossStrategy(BaseStrategy):
    """
    因子阈值交叉策略。

    适用场景：
    - 均线偏离度上穿 0 → 买入（趋势转多）
    - 波动率下穿阈值 → 买入（波动收敛后突破）
    """

    category = "trend"

    def __init__(
        self,
        factor_column: str,
        buy_threshold: float,  # 因子大于此值买
        sell_threshold: float | None = None,
        cross_direction: str = "up",
    ):
        self.factor_column = factor_column
        self.buy_threshold = buy_threshold
        self.sell_threshold = sell_threshold
        self.cross_direction = cross_direction
        self.name = f"factor_cross_{factor_column}"

    def generate_signals(self, factor_df: pd.DataFrame) -> pd.Series:
        if self.factor_column not in factor_df.columns:
            raise ValueError(f"factor_df 缺少 '{self.factor_column}' 列")

        factor = factor_df[self.factor_column]
        return factor_to_threshold_signal(
            factor,
            buy_threshold=self.buy_threshold,
            sell_threshold=self.sell_threshold,
            cross_direction=self.cross_direction,
        )