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

namespace MySystem0 {
  public class MySystem0 : IExternalScript {
    public OptimProperty CompressInterval = new OptimProperty(7, 1, 1440, 1);
    public OptimProperty Period1 = new OptimProperty(9, 1, 24, 1);
    public OptimProperty Period2 = new OptimProperty(56, 24, 96, 4);
    public OptimProperty TrailEnable = new OptimProperty(0.5, 0.1, 2, 0.1);
    public OptimProperty TrailLoss = new OptimProperty(1, 0.1, 2, 0.1);
    public OptimProperty StopLoss = new OptimProperty(1, 0.1, 2, 0.1);

    readonly TrailStop _trail = new TrailStop();

    public virtual void Execute(IContext context, ISecurity security) {
      //var days = security.CompressTo(new Interval(1, DataIntervals.DAYS));
      //var days = security.CompressTo(CompressInterval);
      var days = security.CompressTo(new Interval(CompressInterval, security.IntervalBase));
      if (days == null || days.Bars.Count <= 1)
        return;
      //var oneDay = new TimeSpan(1, 0, 0, 0);
      TimeSpan oneDay;
      switch (security.IntervalBase) {
        case DataIntervals.DAYS:
          oneDay = new TimeSpan(CompressInterval, 0, 0, 0);
          break;
        case DataIntervals.MINUTE:
          oneDay = new TimeSpan(0, 0, CompressInterval, 0);
          break;
        case DataIntervals.SECONDS:
        case DataIntervals.TICK:
        default:
          oneDay = new TimeSpan(0, 0, 0, CompressInterval);
          break;
      }

      _trail.StopLoss = StopLoss;
      _trail.TrailEnable = TrailEnable;
      _trail.TrailLoss = TrailLoss;

      var ma1 = context.GetData("SMA", new[] { Period1.ToString() }, () => Series.SMA(days.ClosePrices, Period1));
      var ma2 = context.GetData("SMA", new[] { Period2.ToString() }, () => Series.SMA(days.ClosePrices, Period2));

      int maSign = 0;
      int iDay = 1;
      int barsCount = security.Bars.Count;
      for (int i = context.TradeFromBar; i < barsCount; i++) {
        var bar = security.Bars[i];
        var dayBar = days.Bars[iDay];

        if (bar.Date < dayBar.Date)
          continue;
        while (bar.Date >= dayBar.Date + oneDay)
          dayBar = days.Bars[++iDay];

        // Your system here
        bool signal;
        int s = Math.Sign(ma1[iDay-1] - ma2[iDay-1]);
        if (s != 0 && maSign != s) {
          maSign = s;
          signal = true;
        } else
          signal = false;
        
        IPosition position = security.Positions.GetLastActiveForSignal("E");
        if (position != null)
          position.CloseAtStop(i + 1, _trail.Execute(position, i), "X");
        else if (signal)
          if (maSign > 0)
            security.Positions.BuyAtMarket(i + 1, 1, "E");
          else
            security.Positions.SellAtMarket(i + 1, 1, "E");
      }
      if (context.IsOptimization)
        return;

      // Visual
      IPane mainPane = context.First;
      ma1 = days.Decompress(ma1, DecompressMethodWithDef.Method3);
      ma2 = days.Decompress(ma2, DecompressMethodWithDef.Method3);
      mainPane.AddList("sma." + Period1, ma1, ListStyles.LINE_WO_ZERO, 0x00aa00, LineStyles.SOLID, PaneSides.RIGHT);
      mainPane.AddList("sma." + Period2, ma2, ListStyles.LINE_WO_ZERO, 0xaa0000, LineStyles.SOLID, PaneSides.RIGHT);
      mainPane.UpdatePrecision(PaneSides.RIGHT, security.Decimals);
    }
  }
}