import numpy as np
from scipy.signal import stft
from datetime import datetime, timedelta
from typing import Optional, Any, List, Dict

from src.core_data import Bar, Order
from src.indicators.base_indicators import Indicator
from src.indicators.indicators import Empty, NormalizedATR, AtrVolatility
from src.strategies.base_strategy import Strategy


# =============================================================================
#  策略实现 (SpectralTrendStrategy)
# =============================================================================

class TestConnectionStrategy(Strategy):
    """
    频域能量相变策略 - 捕获肥尾趋势

    核心哲学:
    1. 显式傅里叶变换: 直接分离低频(趋势)、高频(噪音)能量
    2. 相变临界点: 仅当低频能量占比 > 阈值时入场
    3. 低频交易: 每月仅2-5次信号，持仓数日捕获肥尾
    4. 完全参数化: 无硬编码，适配任何市场时间结构

    参数说明:
    - bars_per_day: 市场每日K线数量 (e.g., 23 for 15min US markets)
    - low_freq_days: 低频定义下限 (天), 默认2.0
    - high_freq_days: 高频定义上限 (天), 默认1.0
    """

    def __init__(
            self,
            context: Any,
            main_symbol: str,
            enable_log: bool,
    ):
        super().__init__(context, main_symbol, enable_log)
        # --- 内部状态变量 ---
        self.main_symbol = main_symbol


    def on_open_bar(self, open_price: float, symbol: str):
        self.log(f'on open bar: {symbol}')

    def on_init(self):
        super().on_init()


    def on_rollover(self, old_symbol: str, new_symbol: str):
        super().on_rollover(old_symbol, new_symbol)