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

namespace HeikenAshi_
{
	public class HeikenAshi: IBar2BarHandler
	{	
		public ISecurity Execute(ISecurity source)
		{
			var Bars = new List<Bar>(source.Bars.Count);
			var C = source.ClosePrices;
			var H = source.HighPrices;
			var L = source.LowPrices;
			var O = source.OpenPrices;
		    IList<Bar> HA = new List<Bar>(Bars.Count);
		    IList<double> Cn = new List<double>(C.Count);
		    IList<double> Hn = new List<double>(C.Count);
		    IList<double> Ln = new List<double>(C.Count);
		    IList<double> On = new List<double>(C.Count);
		    double Open,High,Low,Close;
			
		    for(int i=0; i<C.Count; i++)
		    {
		    	if(i<1)
		    	{
		    		Open=0;
		    		Close=0;
		    		Low=0;
		    		High=0;
		    	}
		    	else
		    	{
		    		Open=(O[i-1]+C[i-1])/2;
		    		Close=(C[i]+O[i]+L[i]+H[i])/4;
		    		Low = Math.Min(L[i],Math.Min(Open,Close));
		    		High= Math.Max(H[i],Math.Max(Open,Close));
		    	}
		    	On.Add(Open);
		    	Cn.Add(Close);
		    	Ln.Add(Low);
		    	Hn.Add(High);
		    }
		    
		    int j=0;
		    foreach(var bar in source.Bars)
		    {
		    	var hav = new Bar(bar.Color, bar.Date,
		    	                  On[j],
		    	                  Hn[j],
		    	                  Ln[j],
		    	                  Cn[j],
		    	                  bar.Volume);
		    	HA.Add(hav);
		    	j++;
		    }
		    
		    return source.CloneAndReplaceBars(HA);
		}		
		public IContext Context { get; set; }
	}
}