using System;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;

public class MovingAverageSlope_chart : Indicator {
	#region Parameters
	[InputParameter("MA1: Type:", 0, variants: new object[]
		{ "SMA", 0, "EMA", 1,  "WMA", 2,  "T3", 3,  "SMMA", 4,  "TRIMA", 5, "DWMA", 6,  "FWMA", 7,  "DEMA", 8,  "TEMA", 9,
			"ALMA", 10, "HMA", 11,  "HEMA", 12,  "MAMA", 13, "KAMA", 14, "ZLEMA", 15,  "JMA", 16})]
	private int MA1type = 16;

	[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
	private int MA1Period = 10;

	[InputParameter("MA1: Data source:", 2, variants: new object[]
		{ "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
			"OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
	private int MA1DataSource = 3;

	[InputParameter("MA2: Type:", 3, variants: new object[]
	{ "SMA", 0, "EMA", 1,  "WMA", 2,  "T3", 3,  "SMMA", 4,  "TRIMA", 5, "DWMA", 6,  "FWMA", 7,  "DEMA", 8,  "TEMA", 9,
			"ALMA", 10, "HMA", 11,  "HEMA", 12,  "MAMA", 13, "KAMA", 14, "ZLEMA", 15,  "JMA", 16})]
	private int MA2type = 6;

	[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
	private int MA2Period = 50;

	[InputParameter("MA2: Data source:", 5, variants: new object[]
		{ "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
			"OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
	private int MA2DataSource = 8;

	[InputParameter("Data required for slope calc:", 6, 2, 10, 1, 1)]
	private int SlopePeriod = 3;

	[InputParameter("Long trades", 7)]
	private bool LongTrades = true;

	[InputParameter("Short trades", 8)]
	private bool ShortTrades;

	#endregion Parameters

	protected HistoricalData History;
	private TBars bars;

	///////
	private TSeries MA1, MA2;
	private SLOPE_Series sMA1, sMA2;
	private CROSS_Series sig1, sig2;

	private bool inLong, inShort;
	///////

	public MovingAverageSlope_chart() {
		this.SeparateWindow = false;
		this.Name = "Slopes convergence";
		this.AddLineSeries("MA1", Color.DarkSlateGray, 2, LineStyle.Solid);
		this.AddLineSeries("MA2", Color.DarkSlateGray, 2, LineStyle.Solid);
	}

	protected override void OnInit() {
		this.bars = new();
		this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
		for (int i = this.History.Count - 1; i >= 0; i--) {
			var rec = this.History[i, SeekOriginHistory.Begin];
			bars.Add(rec.TimeLeft, rec[PriceType.Open],
			rec[PriceType.High], rec[PriceType.Low],
			rec[PriceType.Close], rec[PriceType.Volume]);
		}
		this.Name = "Slopes convergence: [ ";
		switch (MA1type) {
			case 0:
				MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"SMA";
				break;
			case 1:
				MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"EMA";
				break;
			case 2:
				MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"WMA";
				break;
			case 3:
				MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"T3";
				break;
			case 4:
				MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"SMMA";
				break;
			case 5:
				MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"TRIMA";
				break;
			case 6:
				MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"DWMA";
				break;
			case 7:
				MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
				this.Name += $"FWMA";
				break;
			case 8:
				MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"DEMA";
				break;
			case 9:
				MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"TEMA";
				break;
			case 10:
				MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"ALMA";
				break;
			case 11:
				MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"HMA";
				break;
			case 12:
				MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"HEMA";
				break;
			case 13:
				double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
				MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
				this.Name += $"MAMA";
				break;
			case 14:
				MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"KAMA";
				break;
			case 15:
				MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"ZLEMA";
				break;
			default:
				MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
				this.Name += $"JMA";
				break;
		}

		this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";

		switch (MA2type) {
			case 0:
				MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"SMA";
				break;
			case 1:
				MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"EMA";
				break;
			case 2:
				MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"WMA";
				break;
			case 3:
				MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"T3";
				break;
			case 4:
				MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"SMMA";
				break;
			case 5:
				MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"TRIMA";
				break;
			case 6:
				MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"DWMA";
				break;
			case 7:
				MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
				this.Name += $"FWMA";
				break;
			case 8:
				MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"DEMA";
				break;
			case 9:
				MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"TEMA";
				break;
			case 10:
				MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"ALMA";
				break;
			case 11:
				MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"HMA";
				break;
			case 12:
				MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"HEMA";
				break;
			case 13:
				double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
				MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
				this.Name += $"MAMA";
				break;
			case 14:
				MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"KAMA";
				break;
			case 15:
				MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"ZLEMA";
				break;
			default:
				MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
				this.Name += $"JMA";
				break;
		}
		this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";

		sMA1 = new(MA1, SlopePeriod);
		sMA2 = new(MA2, SlopePeriod);
		sig1 = new(sMA1, 0);
		sig2 = new(sMA2, 0);
	}

	protected override void OnUpdate(UpdateArgs args) {
		bool update = !(args.Reason == UpdateReason.NewBar ||
										args.Reason == UpdateReason.HistoricalBar);
		this.bars.Add(this.Time(),this.Open(), this.High(), this.Low(), this.Close(), this.Volume(), update);
		this.SetValue(this.MA1[^1].v, lineIndex: 0);
		this.SetValue(this.MA2[^1].v, lineIndex: 1);

		Color s1Color= (this.sMA1[^1].v > 0)?Color.LimeGreen:Color.OrangeRed;
		Color s2Color = (this.sMA2[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;

		this.LinesSeries[0].SetMarker(0,s1Color);
		this.LinesSeries[1].SetMarker(0,s2Color);

		if (sig1[^1].v > 0 || sig2[^1].v > 0) {
			if (sMA1[^1].v >= 0 && sMA2[^1].v >= 0 && LongTrades)
			{
				inLong = true;
				this.BeginCloud(0, 1, Color.FromArgb(127, Color.DarkGreen));
				this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v)? 0 : 1 ].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
			}
			else {
				this.EndCloud(0, 1, Color.Empty);
				if (inShort)
				{
					this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
					inShort = false;
				}
			}
		}

		if (sig1[^1].v < 0 || sig2[^1].v < 0) {
			if (sMA1[^1].v <= 0 && sMA2[^1].v <= 0 && ShortTrades) 
			{
				inShort = true;
				this.BeginCloud(0, 1, Color.FromArgb(100, Color.Red));
				this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
			}
			else {
				this.EndCloud(0, 1, Color.Empty);
				if (inLong) {
					LinesSeries[(this.MA1[^1].v > this.MA2[^1].v)?1:0].SetMarker(1, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
					inLong = false;
				}
			}
		} 
	}
	public override void OnPaintChart(PaintChartEventArgs args) {
		base.OnPaintChart(args);
		if (this.CurrentChart == null) {return;}
		Graphics graphics = args.Graphics;
		var mainWindow = this.CurrentChart.MainWindow;
		int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
		int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right))); 
/*
		int historycount = HistoricalData.Count;
		int ymax = mainWindow.ClientRectangle.Height;


		for (int i = leftIndex; i <= rightIndex; i++) {
			int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
			int width = this.CurrentChart.BarsWidth;
			int height = (int)((equity[i+historycount].v) *proportion);

			Brush bb = Brushes.DarkSlateGray;
			bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
			bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;

			graphics.FillRectangle(bb, xi, ymax - height, width, height);
		}
*/
	}
}