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

namespace test
{
	public class MyInd : IBar2DoubleHandler, IContextUses
	{
		[HandlerParameter]
		public int Period { get; set; }
		
		public IList<double> Execute(ISecurity source)
		{
		    
			int k;
			for (k = 0; k < Math.Pow(2, 5); k++)
			{
				int m;       //сдвиг как-то вичисляется. для примера - пусть будет так.
				m = k * 3;   //сдвиг как-то вичисляется. для примера - пусть будет так.
			    var hh = Series.Highest(Series.Shift(source.HighPrices, m), Period);
		        var ll = Series.Lowest(Series.Shift(source.LowPrices, m), Period);
			}
		    
		    var closes = source.ClosePrices;
		    IList<double> list = new List<double>(closes.Count);
		    for (int i = 0; i < closes.Count; i++)
		    {
		        var mv = (hh[i] + ll[i]) / 2;
		        list.Add(mv);
		    }
		    return list;
		}
		
		public IContext Context { get; set; }
	}
}

                                 inf.
                                    -
                         2         | |          2
          erfc(x)  =  --------     |    exp( - t  ) dt
                      sqrt(pi)   | |
                                  -
                                   x

                             x
                                    -
                          1        | |          2
           ndtr(x)  = ---------    |    exp( - t /2 ) dt
                      sqrt(2pi)  | |
                                  -
                                 -inf.

                    =  ( 1 + erf(z) ) / 2
                    =  erfc(z) / 2

        где z = x/sqrt(2)
erfc был выше, а erf это:

                                    x
                                   -
                        2         | |          2
          erf(x)  =  --------     |    exp( - t  ) dt.
                     sqrt(pi)   | |
                                 -
                                  0

    public class Profit : IPosition2Double
    {
        public double Execute(IPosition pos, int barNum)
        {
            if (pos == null)
            {
                return 0;
            }
            return pos.OpenProfit(barNum);
        }
    }

class MyClass : ISecurityInputs, IDoubleReturns, ITwoSourcesHandler, IStreamHandler
{
 public IList<double> Execute(ISecurity source1, ISecurity source2)
 {
 }
}

public class spread : ISecurityInputs, IDoubleReturns, ITwoSourcesHandler, IStreamHandler
    {
           public ISecurity Execute(ISecurity source1, ISecurity source2)
        {
            var bars = new List<Bar>(source1.Bars.Count);
            for (int i = 0; i < source1.Bars.Count; i++)
            {
            	var bar = source1.Bars[i];
            	var o1 = source2.OpenPrices[i];
            	var h1 = source2.HighPrices[i];
            	var l1 = source2.LowPrices[i];
            	var c1 = source2.ClosePrices[i];
                
               
                var newBar = new Bar(bar.Color, bar.Date,bar.Open-o1,
                                     bar.High-h1,
                                     bar.Low-l1,
                                     bar.Close-c1,
                                     bar.Volume){ Ask = bar.Ask, Bid = bar.Bid, AskQty = bar.AskQty, BidQty = bar.BidQty };
            	bars.Add(newBar);
            }
            return source1.CloneAndReplaceBars(bars);
        }
    }

namespace spr1
{	  
	  public class spreadkR : ISecurityInputs, ISecurityReturns, ITwoSourcesHandler, IStreamHandler
	  {
	  	[HandlerParameter(true, "", NotOptimized = true)]
		 public double k1 { get; set; }
		 [HandlerParameter(true, "", NotOptimized = true)]
		 public double k2 { get; set; }
		 
		
		 public ISecurity Execute(ISecurity source1, ISecurity source2)
		{
			var Bars = new List<Bar>(source1.Bars.Count);
			var C1 = source1.ClosePrices;
			var H1 = source1.HighPrices;
			var L1 = source1.LowPrices;
			var O1 = source1.OpenPrices;
			var C2 = source2.ClosePrices;
			var H2 = source2.HighPrices;
			var L2 = source2.LowPrices;
			var O2 = source2.OpenPrices;			
		    IList<Bar> NC = new List<Bar>(Bars.Count);
		    IList<double> op = new List<double>(C1.Count);
		    IList<double> hi = new List<double>(C1.Count);
		    IList<double> lo = new List<double>(C1.Count);
		    IList<double> cl = new List<double>(C1.Count);		    
		    
		    double Open,High,Low,Close,L,H;
			
		    for(int i=0; i<C1.Count; i++)
		    {		    	
		    	    Open=k1*O1[i]-k2*O2[i];
		    		Close=k1*C1[i]-k2*C2[i];
		    		L = k1*L1[i]-k2*L2[i];
		    		H = k1*H1[i]-k2*H2[i];
		    		Low = Math.Min(Math.Min(L,H),Math.Min(Open,Close));
		    		High= Math.Max(Math.Max(L,H),Math.Max(Open,Close));
		    	
		    	op.Add(Open);
		    	hi.Add(High);
		    	lo.Add(Low);
		    	cl.Add(Close);
		    }
		    
		    int j=0;
		    foreach(var bar in source1.Bars)
		    {
		    	var hav = new Bar(bar.Color, bar.Date,
		    	                  op[j],
		    	                  hi[j],
		    	                  lo[j],
		    	                  cl[j],
		    	                  bar.Volume);
		    	NC.Add(hav);
		    	j++;
		    }
		    
		    return source1.CloneAndReplaceBars(NC);
		}		
		public IContext Context { get; set; }
	}	  
}