using System;
using System.Collections.Generic;
using TSLab.DataSource;

namespace TSLab.Script.Handlers
{
    #region Base

    public abstract class MarketPositionBase : IFootPrintMaker
    {
        [HandlerParameter(true, "3", Min = "1", Max = "10", Step = "1")]
        public double ColorPower { get; set; }

        [HandlerParameter(true, "1", Min = "1", Max = "10", Step = "1")]
        public double CombineSteps { get; set; }

        private FootPrint m_fp;

        protected Trade m_lastTrade;

        public FootPrint Execute(ISecurity source)
        {
            var count = source.Bars.Count;
            m_fp = new FootPrint(source, CombineSteps, AddTick);
            for (int i = 0; i < count; i++)
            {
                var bar = m_fp[i];
                var trades = source.GetTrades(i);
                ProcessTrades(bar, trades);
            }
            for (int i = 0; i < count; i++)
            {
                var bar = m_fp[i];
                UpdateColor(bar);
            }
            return m_fp;
        }

        private void ProcessTrades(FootPrint.Bar bar, IEnumerable<Trade> trades)
        {
            foreach (var trade in trades)
            {
                ProcessTrade(bar, trade);
                m_lastTrade = trade;
            }
        }

        private void AddTick(FootPrint.Bar bar, IEnumerable<Trade> barTrades)
        {
            bar.Lines.Clear();
            ProcessTrades(bar, barTrades);
            UpdateColor(bar);
        }

        protected double ConvertPriceValue(double v)
        {
            return ColorPower <= 0 ? v : Math.Log(v, ColorPower);
        }

        protected abstract void ProcessTrade(FootPrint.Bar bar, Trade trade);

        protected abstract void UpdateColor(FootPrint.Bar bar);

        protected abstract FootPrint.Line GetLine(FootPrint.Bar bar, Trade trade);
    }

    #endregion

    #region Volume

    [HandlerName("Volume Footprint")]
    [HandlerCategory("Market Position")]
    public class VolumeMarketPosition : MarketPositionBase
    {
        public class VolumeLine : FootPrint.Line
        {
            public double Volume { get; set; }

            public override string ToString()
            {
                return Volume.ToString("F0");
            }
        }

        protected override void ProcessTrade(FootPrint.Bar bar, Trade trade)
        {
            var line = (VolumeLine)GetLine(bar, trade);
            line.Volume += trade.Quantity;
        }

        protected override void UpdateColor(FootPrint.Bar bar)
        {
            double maxVolume = 0;
            foreach (VolumeLine line in bar.Lines)
            {
                maxVolume = Math.Max(maxVolume, line.Volume);
            }
            var logMax = ConvertPriceValue(maxVolume);
            foreach (VolumeLine line in bar.Lines)
            {
                var coef = line.Volume == 0 ? 0 : ConvertPriceValue(line.Volume) / logMax;
                var intCoef = Math.Min(120, (int)(coef * 120));
                line.Color = new Color(50, 50, 255 - intCoef);
            }
        }

        protected override FootPrint.Line GetLine(FootPrint.Bar bar, Trade trade)
        {
            return bar.GetLine<VolumeLine>(trade.Price);
        }
    }

    #endregion

    #region Bid/Ask

    [HandlerName("Bid/Ask Footprint")]
    [HandlerCategory("Market Position")]
    public class BidAskMarketPosition : MarketPositionBase
    {
        public class BidAskLine : FootPrint.Line
        {
            public double AskVolume { get; set; }
            public double BidVolume { get; set; }

            public override string ToString()
            {
                return String.Format("{0:F0}x{1:F0}", AskVolume, BidVolume);
            }
        }

        #region ProcessTrade

        private bool m_lastWasAsk;

        protected override void ProcessTrade(FootPrint.Bar bar, Trade trade)
        {
            var line = (BidAskLine)GetLine(bar, trade);
            bool isProcessed = false;
            if(trade is TradeWithBidAsk)
            {
                var trd = (TradeWithBidAsk) trade;
                if(trd.AskPrice > 0)
                {
                    line.AskVolume += trade.Quantity;
                    isProcessed = true;
                }
                else if (trd.BidPrice > 0)
                {
                    line.BidVolume += trd.Quantity;
                    isProcessed = true;
                }
            }
            if(!isProcessed)
            {
                var lastPrice = m_lastTrade == null ? 0.0 : m_lastTrade.Price;
                if(trade.Price > lastPrice)
                {
                    line.AskVolume += trade.Quantity;
                    m_lastWasAsk = true;
                }
                else if (trade.Price < lastPrice)
                {
                    line.BidVolume += trade.Quantity;
                    m_lastWasAsk = false;
                }
                else
                {
                    if(m_lastWasAsk)
                    {
                        line.AskVolume += trade.Quantity;
                    }
                    else
                    {
                        line.BidVolume += trade.Quantity;
                    }
                }
            }
        }

        #endregion

        #region UpdateColor

        protected override void UpdateColor(FootPrint.Bar bar)
        {
            double maxVolume = 0;
            foreach (BidAskLine line in bar.Lines)
            {
                maxVolume = Math.Max(maxVolume, line.AskVolume);
                maxVolume = Math.Max(maxVolume, line.BidVolume);
            }
            var logMax = ConvertPriceValue(maxVolume);
            foreach (BidAskLine line in bar.Lines)
            {
                int r = 50;
                int g = 50;
                if(line.AskVolume >= line.BidVolume)
                {
                    var coef = line.AskVolume == 0 ? 0 : ConvertPriceValue(line.AskVolume) / logMax;
                    g = 255 - Math.Min(120, (int)(coef * 120));
                }
                if (line.AskVolume <= line.BidVolume)
                {
                    var coef = line.BidVolume == 0 ? 0 : ConvertPriceValue(line.BidVolume) / logMax;
                    r = 255 - Math.Min(120, (int)(coef * 120));
                }
                line.Color = new Color(r, g, 50);
            }
        }

        #endregion

        protected override FootPrint.Line GetLine(FootPrint.Bar bar, Trade trade)
        {
            return bar.GetLine<BidAskLine>(trade.Price);
        }
    }

    #endregion

    #region Delta

    [HandlerName("Delta Footprint")]
    [HandlerCategory("Market Position")]
    public class DeltaMarketPosition : BidAskMarketPosition
    {
        public class DeltaLine : BidAskLine
        {
            public override string ToString()
            {
                return String.Format("{0:F0}", AskVolume - BidVolume);
            }
        }

        protected override FootPrint.Line GetLine(FootPrint.Bar bar, Trade trade)
        {
            return bar.GetLine<DeltaLine>(trade.Price);
        }
    }

    #endregion
}