namespace QuanTAlib;
using System;
using System.Collections.Generic;

/* <summary>
TRIMA: Triangular Moving Average
    A weighted moving average where the shape of the weights are triangular and the greatest
    weight is in the middle of the period,

Sources:
    https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/triangular-moving-average-trima/

Remark:
    trima = sma(sma(signal, n/2), n/2)

</summary> */

public class TRIMA_Series : TSeries {
    private readonly int _p1a, _p1b;
    private readonly SMA_Series sma, trima;
    protected readonly int _period;
    protected readonly bool _NaN;
    protected readonly TSeries _data;

    //core constructors
    public TRIMA_Series(int period, bool useNaN) {
        _period = period;
        _NaN = useNaN;
        Name = $"xMA({period})";
        _p1a = (int)Math.Floor((period * 0.5) + 1);
        _p1b = (int)Math.Ceiling(0.5 * period);
        sma = new(_p1a);
        trima = new(_p1b);

    }
    public TRIMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
        _data = source;
        Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
        _data.Pub += Sub;
        Add(_data);
    }
    public TRIMA_Series() : this(period: 0, useNaN: false) { }
    public TRIMA_Series(int period) : this(period: period, useNaN: false) { }
    public TRIMA_Series(TBars source) : this(source.Close, 0, false) { }
    public TRIMA_Series(TBars source, int period) : this(source.Close, period, false) { }
    public TRIMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
    public TRIMA_Series(TSeries source) : this(source, 0, false) { }
    public TRIMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }

    //////////////////
    // core Add() algo
    public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
        if (double.IsNaN(TValue.v)) {
            return base.Add((TValue.t, Double.NaN), update);
        }

        var _sma = sma.Add(TValue, update);
        var _trima = trima.Add(_sma, update);

        var res = (_trima.t, Count < _period - 1 && _NaN ? double.NaN : _trima.v);
        return base.Add(res, update);
    }

    public override (DateTime t, double v) Add(TSeries data) {
        if (data == null) { return (DateTime.Today, Double.NaN); }
        foreach (var item in data) { Add(item, false); }
        return _data.Last;
    }
    public (DateTime t, double v) Add(bool update) {
        return this.Add(TValue: _data.Last, update: update);
    }
    public (DateTime t, double v) Add() {
        return Add(TValue: _data.Last, update: false);
    }
    private new void Sub(object source, TSeriesEventArgs e) {
        Add(TValue: _data.Last, update: e.update);
    }

    //reset calculation
    public override void Reset() {
        sma.Reset();
        trima.Reset();
    }
}