// Copyright PFSOFT LLC. © 2003-2017. All rights reserved.

using System;
using System.Collections.Generic;
using PTLRuntime.NETScript;
using System.Drawing;
using System.Linq;
using System.Text;
using PTLRuntime.NETScript.Indicators;
using System.Threading.Tasks;
using System.Threading;
using PTLRuntime.NETScript.Charts;

namespace RentTrade
{
    /// <summary>
    /// RentTrade    
    /// </summary>
    public class RT : NETIndicator
    {
        #region Parameters
        [InputParameter("TimeFrame", 0, new object[]
        {
            "1 minute", Period.Min,
            "5 minutes",Period.Min5,
            "15 minutes", Period.Min15,
            "30 minutes", Period.Min30,
            "1 hour", Period.Hour,
            "4 hours", Period.Hour4,
            "1 day", Period.Day,
            "1 week", Period.Week,
        })]
        public int TimeFrame = Period.Min15;

        [InputParameter("Up band price", 1, new object[]{
             "Close", PriceType.Close,
             "Open", PriceType.Open,
             "High", PriceType.High,
             "Low", PriceType.Low,
             "Typical", PriceType.Typical,
             "Medium", PriceType.Medium,
             "Weighted", PriceType.Weighted}
        )]
        public PriceType UpBandPrice = PriceType.Close;
        [InputParameter("Down band price", 2, new object[]{
             "Close", PriceType.Close,
             "Open", PriceType.Open,
             "High", PriceType.High,
             "Low", PriceType.Low,
             "Typical", PriceType.Typical,
             "Medium", PriceType.Medium,
             "Weighted", PriceType.Weighted}
        )]
        public PriceType DownBandPrice = PriceType.Close;
        [InputParameter("Period of Bollinger Bands", 3, 1, 9999)]
        public int BollBandPeriod = 12;
        [InputParameter("Moving average mode", 4, new object[]{
             "Simple", MAMode.SMA,
             "Exponential", MAMode.EMA,
             "Modified", MAMode.SMMA,
             "Linear Weights", MAMode.LWMA,
        })]
        public MAMode MaMode = MAMode.SMA;
        [InputParameter("Deviation", 5, 0.1, 10.0, 1, 0.1)]
        public double Deviation = 1.0;

        [InputParameter("Period of Standart Deviation", 6, 1, 9999)]
        public int DeviationPeriod = 7;

        [InputParameter("Money risk", 7, 0.1, 1.0, 1, 0.1)]
        public double MoneyRisk = 1.0;

        [InputParameter("Enable alert mode", 8)]
        public bool AlertMode = false;

        [InputParameter("Signal mode", 9, new object[]{
             "All entities",  SignalMode.AllEntities,
             "Display line", SignalMode.DisplayLine,
             "Arrows for enter", SignalMode.Arrows,
        })]
        public SignalMode SignalMode = SignalMode.AllEntities;
        [InputParameter("Up arrow color", 10)]
        public Color UpArrowColor = Color.OrangeRed;
        [InputParameter("Down arrow color", 11)]
        public Color DownArrowColor = Color.DodgerBlue;
        #endregion

        private bool _isSelectedHistDataLoaded;
        private HistoricalData _historicalData;
        private Indicator _upMA;
        private Indicator _dnMA;
        private Indicator _upStdDev;
        private Indicator _dnStdDev;
        private double upBand1;
        private double dnBand1;
        private double dnBand2;
        private double upBand2;
        private int currentTrend;
        private int prevTrend;
        private double prevUpBand1;
        private double prevDnBand1;
        private double prevDnBand2;
        private double prevUpBand2;
        private int prevIndex;
        List<Signal> signals = new List<Signal>();
        private Pen penBearish;
        private Pen penBullish;
        private bool _ChartDrawn;
        private Dictionary<int, string> _periodDict;

        public RT()
            : base()
        {
            #region Initialization
            base.Author = "";
            base.Comments = "";
            base.Company = "";
            base.Copyrights = "";
            base.DateOfCreation = "14.03.2017";
            base.ExpirationDate = 0;
            base.Version = "";
            base.Password = "66b4a6416f59370e942d353f08a9ae36";
            base.ProjectName = "RentTrade";
            #endregion

            base.SetIndicatorLine("Trend line", Color.Orange, 2, LineStyle.SimpleChart);
            base.SeparateWindow = false;

            _periodDict = new Dictionary<int, string>
            {
                { Period.Min,"1 minute" },
                { Period.Min5 , "5 minutes" },
                { Period.Min15, "15 minutes" },
                { Period.Min30, "30 minutes" },
                { Period.Hour,"1 hour" },
                { Period.Hour4,"4 hours" },
                { Period.Day, "1 day" },
                { Period.Week, "1 week" },
            };
        }
        /// <summary>
        /// This function will be called after creating
        /// </summary>
        public override void Init()
        {
            if (TimeFrame < CurrentData.Period)
                TimeFrame = CurrentData.Period;

            base.IndicatorShortName(string.Format("{0} ({1}; {2})", ProjectName, BollBandPeriod, _periodDict[TimeFrame]));

            penBearish = new Pen(DownArrowColor);
            penBearish.StartCap = System.Drawing.Drawing2D.LineCap.ArrowAnchor;

            penBullish = new Pen(UpArrowColor);
            penBullish.StartCap = System.Drawing.Drawing2D.LineCap.ArrowAnchor;

            signals.Insert(0, new Signal());

            _historicalData = GetHistoricalData(new HistoricalDataRequest(Instruments.Current, TimeFrame, CurrentData.DataType));
            _isSelectedHistDataLoaded = false;
        }
        /// <summary>
        /// Entry point. This function is called when new quote comes 
        /// </summary>
        public override void OnQuote()
        {
            if (_isSelectedHistDataLoaded)
            {
                // Calculate a position into new historicalData
                if (_historicalData.FindInterval(CurrentData.Time()) < 0)
                    return;
                var hdIndex = _historicalData.Count - _historicalData.FindInterval(CurrentData.Time()) - 1;
                var currIndex = CurrentData.FindInterval(_historicalData.Time(hdIndex));
                var counter = currIndex >= 0 ? CurrentData.Count - currIndex : 1;

                if (currIndex > prevIndex)
                {
                    MTFNextBar(); // Invoke MTFNextBar of current timeframe
                    prevIndex = currIndex;
                }
                var result = 0d;
                var signal = new Signal();
                upBand1 = _upMA.GetValue(0, hdIndex) + Deviation * _upStdDev.GetValue(0, hdIndex);
                dnBand1 = _dnMA.GetValue(0, hdIndex) - Deviation * _dnStdDev.GetValue(0, hdIndex);

                upBand2 = upBand1 + 0.5 * (MoneyRisk - 1) * (upBand1 - dnBand1);
                dnBand2 = dnBand1 - 0.5 * (MoneyRisk - 1) * (upBand1 - dnBand1);

                if (_historicalData.GetPrice(PriceType.Close, hdIndex) > prevUpBand1)
                    currentTrend = 1;
                if (_historicalData.GetPrice(PriceType.Close, hdIndex) < prevDnBand1)
                    currentTrend = -1;

                if (currentTrend > 0)
                {
                    if (dnBand1 < prevDnBand1)
                        dnBand1 = prevDnBand1;
                    if (dnBand2 < prevDnBand2)
                        dnBand2 = prevDnBand2;

                    result = dnBand2;

                    if (prevTrend < 0)
                    {
                        var value = Math.Min(dnBand2, _historicalData.GetPrice(PriceType.Low, hdIndex));
                        signal = new Signal(_historicalData.Time(hdIndex), OperationType.Buy, value);
                    }
                }
                if (currentTrend < 0)
                {
                    if (upBand1 > prevUpBand1)
                        upBand1 = prevUpBand1;
                    if (upBand2 > prevUpBand2)
                        upBand2 = prevUpBand2;

                    result = upBand2;

                    if (prevTrend > 0)
                    {
                        var value = Math.Max(upBand2, _historicalData.GetPrice(PriceType.High, hdIndex));
                        signal = new Signal(_historicalData.Time(hdIndex), OperationType.Sell, value);
                    }
                }

                // Display Alert
                if (_ChartDrawn && signal.Operation != OperationType.None && signals[0].Operation == OperationType.None && AlertMode)
                    Alert(string.Format("{0} signal. StopLoss value is {1}.", signal.Operation, result));

                signals[0] = signal; // Rewrite the active (zero index) signal object

                // Redraw "whole" bar (on big timeframes)
                if (SignalMode != SignalMode.Arrows)
                {

                    for (int i = 0; i < counter; i++)
                        SetValue(0, i, result);
                }
            }
        }
        private void MTFNextBar()
        {
            prevDnBand1 = dnBand1;
            prevDnBand2 = dnBand2;
            prevUpBand1 = upBand1;
            prevUpBand2 = upBand2;
            prevTrend = currentTrend;

            if (signals[0].Operation != OperationType.None)
                signals.Insert(0, new Signal()); // Paste the empty signal for rewriting in the OnQuote()
        }
        public override void NextBar()
        {
            // Load a new historicaData
            if (!_isSelectedHistDataLoaded)
            {
                var task = Task.Run(() => Initialize());
                _isSelectedHistDataLoaded = task.Result;
            }

            _ChartDrawn = IsHistoryLoaded();
        }
        /// <summary>
        /// This function will be called before removing
        /// </summary>
        public override void Complete()
        {
            _dnStdDev.Dispose();
            _upStdDev.Dispose();
            _upMA.Dispose();
            _dnMA.Dispose();

            _historicalData = null;
            _dnMA = null;
            _dnStdDev = null;
            _upStdDev = null;
            _upMA = null;
        }
        public override void OnPaintChart(object sender, PaintChartEventArgs args)
        {
            if (SignalMode != SignalMode.DisplayLine)
            {
                args.Graphics.SetClip(args.Rectangle);
                var barWidth = CurrentChart.GetChartPoint(CurrentData.Time(), 0).X - CurrentChart.GetChartPoint(CurrentData.Time(TimeFrame / CurrentData.Period), 0).X;
                var selectedSignals = signals.Where(s => s.BarTime >= CurrentChart.GetTimePrice(0, 0).Time && s.BarTime <= CurrentChart.GetTimePrice(args.Rectangle.Width, 0).Time);
                foreach (Signal signal in selectedSignals)
                {
                    var point = CurrentChart.GetChartPoint(signal.BarTime, signal.Value);

                    switch (signal.Operation)
                    {
                        case OperationType.Buy:
                            penBearish.Color = DownArrowColor;
                            penBearish.Width = barWidth / 2;
                            args.Graphics.DrawLine(penBearish, new PointF(point.X + barWidth / 2, point.Y + barWidth), new PointF(point.X + barWidth / 2, point.Y + barWidth * 2));
                            break;
                        case OperationType.Sell:
                            penBullish.Color = UpArrowColor;
                            penBullish.Width = barWidth / 2;
                            args.Graphics.DrawLine(penBullish, new PointF(point.X + barWidth / 2, point.Y - barWidth), new PointF(point.X + barWidth / 2, point.Y - barWidth * 2));
                            break;
                    }
                }
            }

            base.OnPaintChart(sender, args);
        }

        #region Misc  

        private bool IsHistoryLoaded()
        {
            var dt = DateTime.UtcNow;
            var totalSecondsOfCurrentDateTime = dt.TimeOfDay.TotalSeconds;
            var BarTimeSeconds = CurrentData.Time().TimeOfDay.TotalSeconds;
            var i = Period.Second == CurrentData.Period ? 0 : 60;
            return CurrentData.Time().Date == dt.Date && BarTimeSeconds + CurrentData.Period * i > totalSecondsOfCurrentDateTime;
        }
        private bool Initialize()
        {
            var date = CurrentData.Time(CurrentData.Count - 1);
            _upMA = Indicators.iMA(_historicalData, BollBandPeriod, MaMode, 0, UpBandPrice);
            _dnMA = Indicators.iMA(_historicalData, BollBandPeriod, MaMode, 0, DownBandPrice);
            _upStdDev = Indicators.iStdDev(_historicalData, DeviationPeriod, MaMode, UpBandPrice);
            _dnStdDev = Indicators.iStdDev(_historicalData, DeviationPeriod, MaMode, UpBandPrice);
            _historicalData.Load(date);
            return true;
        }

        #endregion
    }
    public enum SignalMode
    {
        AllEntities,
        DisplayLine,
        Arrows
    }
    enum OperationType
    {
        None,
        Buy,
        Sell
    }
    class Signal
    {
        public DateTime BarTime { get; private set; }
        public OperationType Operation { get; private set; }
        public double Value { get; private set; }

        public Signal(DateTime time, OperationType operation, double value)
        {
            BarTime = time;
            Operation = operation;
            Value = value;
        }
        public Signal()
        {
            BarTime = new DateTime();
            Operation = OperationType.None;
            Value = 0;
        }
    }
}