using System.Linq;

using TSLab.Script;
using TSLab.Script.Handlers;
using TSLab.Script.Helpers;
using TSLab.Script.Optimization;

using static TSLab.Script.ScriptColors;

namespace GanovCubes
{
    public class TemplateNew : IExternalScript
    {
        #region Fields
        private readonly ScriptData sd;
        private int _firstUsedBar = 1;
        private readonly int lots = 1;

        private const string nameSignalLE = "LEMK";
        private const string nameSignalSE = "SEMK";
        #endregion

        #region OptimParams
        // CommonParams
        public StringOptimProperty _TradeName = new("BaseScriptName");
        public OptimProperty _ComIterInitilazer = new(1, 1, 1000, 1);
        public BoolOptimProperty _WriteLog = new(true);
        public IntOptimProperty _CompressRatioMinutes = new(5, 5, 60, 5);

        // TradeParams
        public OptimProperty SMAShort_Period = new(10, 10, 160, 25, 0);
        public OptimProperty SMALong_Period = new(20, 20, 350, 30, 0);
        #endregion

        public TemplateNew() => sd = new ScriptData(this) { WriteLog = _WriteLog };

        public void Execute(IContext ctx, ISecurity sec)
        {
            sd.Execute(ctx, sec, _CompressRatioMinutes);

            #region AdditionalCubes
            var crossUp = new CrossUnder() { Context = ctx };
            var crossDown = new CrossOver() { Context = ctx };

            #endregion

            #region Indicators
            // Индикаторы инициализация

            // Индикаторы расчет
            var smaShortCompr = ctx.GetData("smaShort", new string[] { SMAShort_Period.ToString() },
                                                    () => Series.SMA(sd.SecCompressed.ClosePrices, SMAShort_Period));
            var smaShortBase = sd.SecCompressed.Decompress(smaShortCompr);

            var smaLongCompr = ctx.GetData("smaLong", new string[] { SMALong_Period.ToString() },
                                                    () => Series.SMA(sd.SecCompressed.ClosePrices, SMALong_Period));
            var smaLongBase = sd.SecCompressed.Decompress(smaLongCompr);

            var crossUpCondCompr = ctx.GetData("CrossUp", new string[] { SMAShort_Period.ToString(), SMALong_Period.ToString() },
                                                    () => crossUp.Execute(smaLongCompr, smaShortCompr));
            var crossDownCondCompr = ctx.GetData("CrossDown", new string[] { SMAShort_Period.ToString(), SMALong_Period.ToString() },
                                        () => crossUp.Execute(smaShortCompr, smaLongCompr));
            var crossUpCondBase = sd.SecCompressed.Decompress(crossUpCondCompr, TSLab.DataSource.DecompressMethodWithDef.Default);
            var crossDownCondBase = sd.SecCompressed.Decompress(crossDownCondCompr, TSLab.DataSource.DecompressMethodWithDef.Default);


            // Устанавливаем первый бар для торговли
            var indicatorsPeriods = new int[]
                                            {
                                                SMAShort_Period*_CompressRatioMinutes,
                                                SMALong_Period*_CompressRatioMinutes,
                                            };
            _firstUsedBar = indicatorsPeriods.Max();
            #endregion

            // TODO: в случае если появился сигнал на выход, то сохраняем его пока фактически не произошло выхода
            // то есть между пересчетами также сохраняем

            for (int bar = _firstUsedBar; bar <= sd.LastBarNum; bar++)
            {
                sd.ExecuteOnBar(bar);

                #region TradeLogic
                var posLE = sec.Positions.GetLastActiveForSignal(nameSignalLE, bar);
                var posSE = sec.Positions.GetLastActiveForSignal(nameSignalSE, bar);

                // Long
                if (posLE == null)
                {
                    var signalLE = crossUpCondBase[bar];

                    // Фильтры
                    var filterContrPos = posSE != null;

                    // signalLE &= filterContrPos;

                    if (signalLE) sec.Positions.BuyAtMarket(bar + 1, lots, nameSignalLE);
                }
                else
                {
                    var signalLX = crossDownCondBase[bar];

                    if (signalLX) posLE.CloseAtMarket(bar + 1, "LXMK");
                }

                // Short
                if (posSE == null)
                {
                    var signalSE = crossDownCondBase[bar];

                    var filterContrPos = posLE != null;

                    // signalSE &= filterContrPos;

                    if (signalSE) sec.Positions.SellAtMarket(bar + 1, lots, nameSignalSE);
                }
                else
                {
                    var signalSX = crossUpCondBase[bar];

                    if (signalSX) posSE.CloseAtMarket(bar + 1, "SXMK");
                }
                #endregion
            }

            #region Graphs
            if (!ctx.IsOptimization)
            {
                var secPane = ctx.GetSecPane(sec, sd.SecCompressed, 255, "base");

                // Индикаторы
                secPane.AddList(smaShortCompr.GetHashCode().ToString(), "smaShort", smaShortBase, ListStyles.LINE, Red, LineStyles.SOLID, PaneSides.RIGHT);
                secPane.AddList(smaLongCompr.GetHashCode().ToString(), "smaLong", smaLongBase, ListStyles.LINE, DarkBlue, LineStyles.SOLID, PaneSides.RIGHT);

                var crossUpCondBaseList = secPane.AddList(crossUpCondBase.GetHashCode().ToString(), "crossUpCondBase", crossUpCondBase, ListStyles.HISTOHRAM, DarkGreen, LineStyles.SOLID, PaneSides.LEFT);
                crossUpCondBaseList.Opacity = 200;
                var crossDownCondBaseList = secPane.AddList(crossDownCondBase.GetHashCode().ToString(), "crossDownCondBase", crossDownCondBase, ListStyles.HISTOHRAM, DarkRed, LineStyles.SOLID, PaneSides.LEFT);
                crossDownCondBaseList.Opacity = 200;
            }
            #endregion
        }
    }
}