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

namespace Correlation
{
    [HandlerName("Correlation")]
    [HandlerCategory("Indicators")]
    public class CorrelationBlock : I2Bar2DoubleHandler, IStreamHandler
    {
        [HandlerParameter(IsShown = true, Default = "1", Min = "1", Max = "1000", Name = "Depth")]
        public int Depth { get; set; }

        public IList<double> Execute(ISecurity source1, ISecurity source2)
        {
            var close1 = source1.ClosePrices;
            var close2 = source2.ClosePrices;
            var result = new List<double>();

            // some logics here

            return result;
        }

        public IContext Context { get; set; }
    }

    public interface I2Bar2DoubleHandler : ISecurityInputs, IDoubleReturns
    {
        IList<double> Execute(ISecurity source1, ISecurity source2);
    }
}