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

namespace my_first_project.Properties
{

	public class Ind1 : IBar2DoubleHandler, IContextUses
	{
		[HandlerParameter(true, "5", Min = "1", Max = "20", Step = "1")]
		public int Period { get; set; }
		
	
		public IList<double> Execute(ISecurity source)
		{
		    var HH = Context.GetData("Highest", new[] { Period.ToString() },
		                               () => Series.Highest(source.HighPrices, Period));
		    var LL = Context.GetData("Lowest", new[] { Period.ToString() },
		                               () => Series.Lowest(source.LowPrices, Period));
		    var C = source.ClosePrices;
		  
		    IList<double> Ind = new List<double>(C.Count);
		    IList<double> Ind1 = new List<double>(C.Count);
		    
		    double per1 = 0;
		    double per2 = 0;		   
		    				    	
		    for (int i = 0; i < C.Count; i++)
		    {
		    	var znach = 0.5 * ((((HH[i]+LL[i]) / 2) - LL[i]) / (HH[i]-LL[i]) - 0.5) + 0.5 * per1;
		    	znach = Math.Min(Math.Max(znach, -0.999), 0.999);
		    	var buf = Math.Log((znach + 1.0) / (1 - znach)) / 2.0 + per2 / 2.0;
		    	per1 = znach;
		    	per2 = buf;
		    }
			
		    double buf2 = 0;
		    double buf1 = 0;
		    double cur = 0;
		    double fut = 0;
		    double itog = 0;
		   
		    bool up = true;
		    for (int i = C.Count - 2; i >=0; i--)
		    {
		    	cur = buf[i];
		    	fut = buf[i+1];
		    	
		    	if ((cur < 0 && fut > 0) || cur < 0) up = false;
		    	if ((cur > 0 && fut < 0) || cur > 0) up = true;
		    	if (!up)
		    	{
		    		buf2 = cur;
		    		buf1 = 0;		    		
		    	} 
		    	  	else
		    	{
		    		buf1 = cur;
		    		buf2 = 0;
		    	}
		    	
		    	Ind.Add(buf1);
		    	Ind1.Add(buf2);
		    }
		    return Ind1;
		}
	public IContext Context { get; set; }
	}
		
}