import pandas as pd
import numpy as np
from feature_extractors.utils import get_close_low_high


def feature_debug_future_lookahead(df: pd.DataFrame, period: int) -> pd.Series:
    return (
        df["returns"]
        .rolling(window=pd.api.indexers.FixedForwardWindowIndexer(window_size=period))
        .sum()
    )


def feature_lag(df: pd.DataFrame, period: int) -> pd.Series:
    assert period > 0
    return df["returns"].shift(period)


def feature_expanding_zscore(df: pd.DataFrame, period: int) -> pd.Series:
    close = df["close"]
    return (close - close.expanding(period).mean()) / close.expanding(period).std()


def feature_day_of_week(df: pd.DataFrame, period: int) -> pd.DataFrame:
    return pd.get_dummies(
        pd.DatetimeIndex(df.index).dayofweek, drop_first=True, prefix="date_day_week"
    ).set_index(df.index)


def feature_day_of_month(df: pd.DataFrame, period: int) -> pd.DataFrame:
    return pd.get_dummies(
        pd.DatetimeIndex(df.index).day, drop_first=True, prefix="date_day_month"
    ).set_index(df.index)


def feature_month(df: pd.DataFrame, period: int) -> pd.DataFrame:
    return pd.get_dummies(
        pd.DatetimeIndex(df.index).month, drop_first=True, prefix="date_month"
    ).set_index(df.index)


def feature_vol(df: pd.DataFrame, period: int) -> pd.Series:
    return df["returns"].rolling(period).std() * (252**0.5)


def feature_mom(df: pd.DataFrame, period: int) -> pd.Series:
    return np.log(df["close"]).diff(period)


def feature_STOK(df: pd.DataFrame, period: int) -> pd.Series:
    close, low, high = get_close_low_high(df)

    STOK = (
        (close - low.rolling(period).min())
        / (high.rolling(period).max() - low.rolling(period).min())
    ) * 100
    return STOK


def feature_STOD(df: pd.DataFrame, period: int) -> pd.Series:
    stok = feature_STOK(df, period)
    return stok.rolling(3).mean()


def feature_RSI(df: pd.DataFrame, period: int) -> pd.Series:
    returns = df["returns"]
    delta = returns.diff().dropna()
    u = delta * 0
    d = u.copy()
    u[delta > 0] = delta[delta > 0]
    d[delta < 0] = -delta[delta < 0]
    u[u.index[period - 1]] = np.mean(
        u[:period]
    )  # first value is sum of avg gains u = u.drop(u.index[:(period-1)])
    d[d.index[period - 1]] = np.mean(
        d[:period]
    )  # first value is sum of avg losses d = d.drop(d.index[:(period-1)])
    rs = (
        u.ewm(com=period - 1, adjust=False).mean()
        / d.ewm(com=period - 1, adjust=False).mean()
    )
    return 100 - 100 / (1 + rs)


def feature_ROC(df: pd.DataFrame, period: int) -> pd.Series:
    returns = df["returns"]
    M = returns.diff(period - 1)
    N = returns.shift(period - 1)
    roc = pd.Series(((M / N) * 100), name="ROC_" + str(period))
    return roc
