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

namespace TSLab.NRMA
{
	
	public class NRMA :  BasePeriodIndicatorHandler, IDouble2DoubleHandler
	{
		// функция вычисления индикатора NRMA (последовательность значений)
		// kShift - коэффициент смещения
		// kSharp - степень для усиления выраженности индикатора (2-3)
		public IList<double> GenNRMA(ISecurity source, double kShift, double kSharp)
		{
			#region Variables
			int Dir; // нарпавление индикатора NRTR (+1 вверх, -1 вниз)
			int MinPeriod;
			double MaxPrice, MinPrice, UpPrice, DownPrice;
			double vNRTR, vRatio, vNRMA;
			double vOSC, vOSC1, vOSC2; 

			IList<double> nNRMA = new List<double>(source.Bars.Count);
 			#endregion
			//--------------------------------------------------------------------------------
			#region Init vars
			Dir = 0;
			MinPeriod = 2;
			
			vOSC = 0;
			vOSC1 = 0;
			vOSC2 = 0;
			vNRMA = 0;
			#endregion
			//--------------------------------------------------------------------------------
			#region 
			MaxPrice = source.HighPrices[0];	
			MinPrice = source.LowPrices[0];	
			UpPrice = MinPrice * (1 + kShift / 100);
			DownPrice = MaxPrice * (1 - kShift / 100);
			#endregion

			for (int bar = 0; bar < source.Bars.Count-1; bar++)
			{
				//--------------------------------------------------------------------------------
				#region calculate values
				int NewDir = Dir;
				double NewUpPrice = source.LowPrices[bar] * (1 + kShift / 100);
				double NewDownPrice = source.HighPrices[bar] * (1 - kShift / 100);
				
				if (Dir > -1)
				{
					if (source.LowPrices[bar] < DownPrice)
					{
						NewDir = -1;	
						UpPrice = NewUpPrice;
					}	
				}
				
				if (Dir < 1)
				{
					if (source.HighPrices[bar] > UpPrice)
					{
						NewDir = 1;	
						DownPrice = NewDownPrice;
					}	
				}
				Dir = NewDir;
				
				if ((Dir > -1) && (NewDownPrice > DownPrice)) DownPrice = NewDownPrice;
				if ((Dir < 1) && (NewUpPrice < UpPrice)) UpPrice = NewUpPrice;
			
				vNRTR = DownPrice;
				if (Dir < 1) vNRTR = UpPrice;

				
				vOSC2 = vOSC1;
				vOSC1 = vOSC;
				vOSC = (100 * Math.Abs(source.ClosePrices[bar] - vNRTR) / source.ClosePrices[bar]) / kShift;
				if (bar == 0)
				{
					vOSC1 = vOSC;
					vOSC2 = vOSC;
					vNRMA = source.ClosePrices[bar];
				}
				vRatio = Math.Pow((vOSC + vOSC1 + vOSC2) / 3, kSharp);
			
				
				double Factor = 2.0 / (1 + MinPeriod);
				vNRMA = vNRMA + vRatio * Factor * (source.ClosePrices[bar] - vNRMA);
				
				#endregion
				//--------------------------------------------------------------------------------
				nNRMA.Add(vNRMA);
			}
			return nNRMA;