using Xunit;
using System;
using QuanTAlib;
using Python.Runtime;
using Python.Included;

namespace Validations;
public class PandasTA : IDisposable
{
  private readonly GBM_Feed bars;
  private readonly Random rnd = new();
  private readonly int period;
  private readonly string OStype;
  private readonly dynamic np;
  private readonly dynamic ta;
  private readonly dynamic df;

  public PandasTA()
  {
    bars = new(5000);
    period = rnd.Next(28) + 3;

    // Checking the host OS and setting PythonDLL accordingly
    OStype = Environment.OSVersion.ToString();
    if (OStype == "Unix 13.1.0")
    {
	    OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
    }
    else
    {
	    OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
    }

    Installer.InstallPath = Path.GetFullPath(".");
    Installer.SetupPython().Wait();
    Installer.TryInstallPip();
    Installer.PipInstallModule("pandas-ta");
    //alternative: git+https://github.com/twopirllc/pandas-ta

    Runtime.PythonDLL = OStype;
    PythonEngine.Initialize();
    np = Py.Import("numpy");
    ta = Py.Import("pandas_ta");

    string[] cols = { "open", "high", "low", "close", "volume" };
    double[,] ary = new double[bars.Count, 5];
    for (int i = 0; i < bars.Count; i++)
    {
      ary[i, 0] = bars.Open[i].v;
      ary[i, 1] = bars.High[i].v;
      ary[i, 2] = bars.Low[i].v;
      ary[i, 3] = bars.Close[i].v;
      ary[i, 4] = bars.Volume[i].v;
    }
    df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
  }

  public void Dispose()
  {
    PythonEngine.Shutdown();
		GC.SuppressFinalize(this);
	}

  [Fact]
  void HL2()
  {
    var pta = df.ta.hl2(high: df.high, low: df.low);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HL2.Last().v, 4));
  }

  [Fact]
  void HLC3()
  {
    var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HLC3.Last().v, 4));
  }

  [Fact]
  void OHLC4()
  {
    var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.OHLC4.Last().v, 4));
  }

	[Fact]
	void MEDIAN()
	{
		MEDIAN_Series QL = new(bars.Close, period);
		var pta = df.ta.median(close: df.close, length: period);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void VARIANCE()
	{
		VAR_Series QL = new(bars.Close, period);
		var pta = df.ta.variance(close: df.close, length: period, ddof:0);
		Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
	}

	[Fact]
	void SVARIANCE()
	{
		SVAR_Series QL = new(bars.Close, period);
		var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
		Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
	}

	[Fact]
	void ADL()
	{
		ADL_Series QL = new(bars);
		var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void ADOSC()
	{
		ADOSC_Series QL = new(bars);
		var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void TR()
	{
		TR_Series QL = new(bars);
		var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

    [Fact]
    void OBV()
    {
        OBV_Series QL = new(bars);
        var pta = df.ta.obv(close: df.close, volume: df.volume);
        Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
    }

    [Fact]
	void ATR()
	{
		ATR_Series QL = new(bars, period);
		var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void RSI()
	{
		RSI_Series QL = new(bars.Close, period);
		var pta = df.ta.rsi(close: df.close, length: period);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void TRIMA()
	{
    // TODO: return length to variable length (period) when Pandas-TA fixes trima
		TRIMA_Series QL = new(bars.Close, 11);
		var pta = df.ta.trima(close: df.close, length: 11);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

    [Fact]
    void KAMA()
    {
        KAMA_Series QL = new(bars.Close, period);
        var pta = df.ta.kama(close: df.close, length: period);
        Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
    }

    [Fact]
  void HMA()
  {
    HMA_Series QL = new(bars.Close, period, false);
    var pta = df.ta.hma(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

	[Fact]
  void SMA()
  {
    SMA_Series QL = new(bars.Close, period, false);
    var pta = df.ta.sma(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

  [Fact]
  void EMA()
  {
    EMA_Series QL = new(bars.Close, period, false);
    var pta = df.ta.ema(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

  [Fact]
  void TEMA()
  {
    TEMA_Series QL = new(bars.Close, period, false);
    var pta = df.ta.tema(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
  }

	[Fact]
	void SDEV()
	{
		SDEV_Series QL = new(bars.Close, period, useNaN: false);
		var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void SSDEV()
	{
		SSDEV_Series QL = new(bars.Close, period, useNaN: false);
		var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void ZSCORE()
	{
		ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
		var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
  void ENTROPY()
  {
    ENTROPY_Series QL = new(bars.Close, period, useNaN: false);
    var pta = df.ta.entropy(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

  [Fact]
  void WMA()
  {
    WMA_Series QL = new(bars.Close, period, false);
    var pta = df.ta.wma(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

	[Fact]
	void RMA()
	{
		RMA_Series QL = new(bars.Close, period, false);
		var pta = df.ta.rma(close: df.close, length: period);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
	void ZLEMA()
	{
		ZLEMA_Series QL = new(bars.Close, period, false);
		var pta = df.ta.zlma(close: df.close, length: period);
		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
	}

	[Fact]
  void DEMA()
  {
    DEMA_Series QL = new(bars.Close, period, false);
    var pta = df.ta.dema(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

  [Fact]
  void BIAS()
  {
    BIAS_Series QL = new(bars.Close, period, false);
    var pta = df.ta.bias(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

  [Fact]
  void KURTOSIS()
  {
    KURTOSIS_Series QL = new(bars.Close, period, useNaN: false);
    var pta = df.ta.kurtosis(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }

  [Fact]
  void MAD()
  {
    MAD_Series QL = new(bars.Close, period, useNaN: false);
    var pta = df.ta.mad(close: df.close, length: period);
    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
  }
}