using System;
using System.Collections.Generic;
using TSLab.Script;
using TSLab.Script.Handlers;
using TSLab.Script.Helpers;
using TSLab.Script.Optimization;

namespace RTS_Sber
{
    public class Class1 : IExternalScript2
    {

        // Создаем 2 объекта кубиков, Объемы, АТР
        public VolumeCube.Volume VolumeCube_h = new VolumeCube.Volume();
        public ATRCube.ATRCube ATRCube_h = new ATRCube.ATRCube();
        // Оптимизируемые параметры
        public OptimProperty VolumeCube_dayPercent = new OptimProperty(0.2, 0.1, 0.5, 0.1);

        public OptimProperty VolumeCube_monthPercent = new OptimProperty(0.2, 0.1, 0.5, 0.1);

        public OptimProperty ATRCube_periodATR = new OptimProperty(5, 3, 10, 1);


        public void Execute(IContext ctx, ISecurity sec, ISecurity sec2)
        {
            // Инициализируем объекты и кэшируем по названию и параметрам
            VolumeCube_h.dayPercent = VolumeCube_dayPercent;
            VolumeCube_h.monthPercent = VolumeCube_monthPercent;
            IList<double> VolumeCube = ctx.GetData("VolumeCube", new string[] {
                VolumeCube_h.dayPercent.ToString(),
                VolumeCube_h.monthPercent.ToString(),
                "Источник1"
            }, delegate {
                return VolumeCube_h.Execute(sec);
            });

            ATRCube_h.periodATR = ATRCube_periodATR;
            IList<double> ATRCube = ctx.GetData("ATRCube", new string[] {
                ATRCube_h.periodATR.ToString(),
                "Источник1"
            }, delegate {
                return ATRCube_h.Execute(sec);

            });


            DateTime count = sec.Bars[0].Date.AddDays(1);
            double high = sec.Bars[0].High;
            double low = sec.Bars[0].Low;
            double highM = sec2.Bars[0].High;
            double lowM = sec2.Bars[0].Low;
            double sstopL = 0;
            double sstopS = 0;
            for (int i = 1; i < sec.Bars.Count; i++)
            {
                if (sec.Bars[i].Date > count)
                {
                    count = sec.Bars[i].Date.AddDays(1);
                    high = sec.HighPrices[i];
                    low = sec.LowPrices[i];
                    highM = sec2.HighPrices[i];
                    lowM = sec2.LowPrices[i];
                }
                else
                {
                    var le = sec.Positions.GetLastActiveForSignal("LE", i);
                    var se = sec.Positions.GetLastActiveForSignal("SE", i);
                    // Если РТС пробивает хай, а Сбер нет, то заходим в лонг
                    if (sec.HighPrices[i] > high)
                    {
                        if(sec2.HighPrices[i] < highM)
                        {
                            sec.Positions.BuyAtMarket(i + 1, 1, "LE");
                            high = sec.HighPrices[i];
                            sstopL = sec.Bars[i].Close - ATRCube[i]*0.3;
                        }
                        else
                        {
                            high = sec.HighPrices[i];
                        }
                    }
                    if (le != null)
                    {
                        sstopL -= 15;
                        le.CloseAtStop(i + 1, sstopL, "LXS");
                    }
                    // Если РТС пробивает лоу, заходим в шорт
                    if (sec.LowPrices[i] < low)
                    {
                        if(sec2.LowPrices[i] > lowM)
                        {
                            sec.Positions.SellAtMarket(i + 1, 1, "SE");
                            low = sec.LowPrices[i];
                            sstopS = sec.Bars[i].Close + ATRCube[i]*0.3;
                        }
                        else
                        {
                            low = sec.LowPrices[i];
                        }
                    }
                    if (se != null)
                    {
                        sstopS -= 15;
                        se.CloseAtStop(i + 1, sstopS, "SXS");
                    }
                    if (sec2.HighPrices[i] > highM)
                        highM = sec2.HighPrices[i];
                    if (sec2.LowPrices[i] < lowM)
                        lowM = sec.LowPrices[i];
                }
            }

            if (ctx.IsOptimization)
                return;

            var pane = ctx.CreatePane("RTS", 50, false);
            var color = new Color(System.Drawing.Color.Black.ToArgb());
            var lst = pane.AddList(sec.ToString(), sec, CandleStyles.BAR_CANDLE, color, PaneSides.RIGHT);

            pane = ctx.CreatePane("Sber", 50, false);
            color = new Color(System.Drawing.Color.Black.ToArgb());
            lst = pane.AddList(sec2.ToString(), sec2, CandleStyles.BAR_CANDLE, color, PaneSides.RIGHT);
        }
    }
}