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

namespace ExeCute_rts_complex
{
    public class RTS_Complex : IExternalScript
    {
        bool bBuy, bSell, bShort, bCover;
        IPosition LongPos, ShortPos;

        MFI mfi = new MFI();
        Divergence div = new Divergence();

        public OptimProperty XTParam = new OptimProperty(0, 0, 100, 1);

        public OptimProperty LMFIPeriodParam = new OptimProperty(24, 2, 100, 1);
        public OptimProperty LDivPctParam = new OptimProperty(.0, .0, 100.0, .1);

        public OptimProperty SMFIPeriodParam = new OptimProperty(24, 2, 100, 1);
        public OptimProperty SDivPctParam = new OptimProperty(.0, .0, 100.0, .1);

        public virtual void Execute(IContext ctx,ISecurity source)
        {
            int startBar = 0;

            #region Variables
            int XT;

            int LMFIPeriod;
            double LDivPct;

            int SMFIPeriod;
            double SDivPct;
            #endregion

            #region Obtain params
            XT = XTParam;

            LMFIPeriod = LMFIPeriodParam;
            mfi.Period = LMFIPeriod;
            mfi.Context = ctx;
            LDivPct = LDivPctParam;
            div.PercentDiv = LDivPct;
            div.Context = ctx;

            IList<double> nLMFI = ctx.GetData("LMFI",
                new[] { LMFIPeriod.ToString() },
                delegate { return mfi.Execute(source); });
            IList<double> nLDiv = ctx.GetData("LDiv",
                new[] { LDivPct.ToString() },
                delegate { return div.Execute(source, nLMFI); });

            SMFIPeriod = SMFIPeriodParam;
            mfi.Period = SMFIPeriod;
            SDivPct = SDivPctParam;
            div.PercentDiv = SDivPct;

            IList<double> nSMFI = ctx.GetData("SMFI",
                new[] { SMFIPeriod.ToString() },
                delegate { return mfi.Execute(source); });
            IList<double> nSDiv = ctx.GetData("SDiv",
                new[] { SDivPct.ToString() },
                delegate { return div.Execute(source, nSMFI); });

            startBar = LMFIPeriod;
            if (startBar < SMFIPeriod) startBar = SMFIPeriod;
            #endregion

            #region Main cycle
            for (int bar = startBar; bar < source.Bars.Count - 1; bar++)
            {
                #region Generate signals
                bBuy = bSell = bShort = bCover = false;
                LongPos = source.Positions.GetLastActiveForSignal("LN");
                ShortPos = source.Positions.GetLastActiveForSignal("SN");

                //Входа
                if (nLDiv[bar] < 0.0)
                    bBuy = true;

                if (nSDiv[bar] > 0.0)
                    bShort = true;

                //Выхода
                if (LongPos != null)
                {
                    if (bar >= LongPos.EntryBarNum + XT)
                        bSell = true;
                }

                if (ShortPos != null)
                {
                    if (bar >= ShortPos.EntryBarNum + XT)
                        bCover = true;
                }
                #endregion

                #region Execute signals
                if (LongPos == null)
                {
                    if (bBuy)
                        source.Positions.BuyAtMarket(bar + 1, 1, "LN");
                }
                else
                {
                    if (bSell)
                        LongPos.CloseAtMarket(bar, "LX");
                }

                if (ShortPos == null)
                {
                    //if (bShort)
                    //    source.Positions.SellAtMarket(bar + 1, 1, "SN");
                }
                else
                {
                    if (bCover)
                        ShortPos.CloseAtMarket(bar, "SX");
                }
                #endregion
            }
            #endregion

            #region Charts
            IPane MFIPane = ctx.CreatePane("MFI", 20.0, false, false);
            MFIPane.AddList("MFI", nLMFI, ListStyles.LINE, 0xD5713F, LineStyles.SOLID, PaneSides.RIGHT);
            MFIPane.AddList("k", new ConstGen() { Value = 50.0 }.Execute(ctx), ListStyles.LINE, 0x00ff00, LineStyles.SOLID, PaneSides.RIGHT);

            IPane DivPane = ctx.CreatePane("Div", 20.0, false, false);
            DivPane.AddList("Div", nLDiv, ListStyles.HISTOHRAM, 0xF4C430, LineStyles.SOLID, PaneSides.RIGHT);
            #endregion
        }
    }
}