using System;
using System.Collections.Generic;
using System.Linq;
using TSLab.Script;
using TSLab.Script.Handlers;

namespace ATRcube
{
    [HandlerCategory("RusAlgo")]
    [HandlerName("ATRCube")]
    [HandlerDecimals(3)]
    public class Class1 : IBar2DoubleHandler
    {
        DateTime count = new DateTime();
        List<double> dayATRs = new List<double>();
        List<double> allATR = new List<double>();
        double ATR = 0;
        double minPrice = 0;
        double maxPrice = 0;
        public IList<double> Execute(ISecurity sec)
        {
            count = sec.Bars[0].Date.Add(new TimeSpan(1, 0, 0, 0));
            allATR.Add(0);
            maxPrice = sec.Bars[0].High;
            minPrice = sec.Bars[0].Low;
            for (int i = 1; i < sec.Bars.Count; i++)
            {
                
                if (sec.Bars[i].Date > count)
                {
                    dayATRs.Add(Math.Abs(maxPrice - minPrice));
                    minPrice = sec.LowPrices[i];
                    maxPrice = sec.HighPrices[i];
                    if (dayATRs.Count > 5)
                    {
                        dayATRs.RemoveAt(0);
                    }
                    if (dayATRs.Count < 5)
                    {
                        count = count.Add(new TimeSpan(1, 0, 0, 0));
                        continue;
                    }
                    ATR = Math.Round(dayATRs.Sum() / dayATRs.Count, 0);
                    count = count.Add(new TimeSpan(1, 0, 0, 0));
                    allATR.Add(ATR);
                    
                }
                else
                {
                    allATR.Add(allATR[allATR.Count - 1]);
                }
                if (sec.HighPrices[i] > maxPrice)
                {
                    maxPrice = sec.HighPrices[i];
                }
                if (sec.LowPrices[i] < minPrice)
                {
                    minPrice = sec.LowPrices[i];
                }
            }
            return allATR;
        }
    }
}