import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.util.TimeZone;

import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IIndicators.MaType;
import com.dukascopy.api.indicators.IIndicator;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.Calendar;
import java.util.GregorianCalendar;
import java.util.LinkedList;
import java.util.List;
import java.util.Vector;
import java.util.concurrent.TimeUnit;

@SuppressWarnings("unused")
public class Grids_from_StochHedging implements IStrategy {
    private ITick previousTick = null;

    @Configurable("Step pips")
    public double step = 20;

    private IEngine engine;
    private IConsole console;
    private IHistory history;
    private IIndicators indicators;
    private IAccount account;
    private int counter = 0;

    private List<IOrder> longOrders = new LinkedList<IOrder>();
    private List<IOrder> shortOrders = new LinkedList<IOrder>();

    private JFUtils utils;

    @Configurable("Max # of long orders")
    public int maxLongCount = 2;
    @Configurable("Max # of short orders")
    public int maxShortCount = 2;

    @Configurable("Instrument")
    public Instrument instrument = Instrument.EURUSD;
    @Configurable("Period")
    public Period selectedPeriod = Period.TEN_MINS;
    @Configurable("Offer side")
    public OfferSide offerSide = OfferSide.BID;
    @Configurable("Slippage")
    public double slippage = 0;
    @Configurable("Amount")
    public double amount = 0.1;

    @Override
    public void onStart(IContext context) throws JFException {
        this.console = context.getConsole();
        this.indicators = context.getIndicators();
        this.history = context.getHistory();
        this.engine = context.getEngine();

    }

    @Override
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
        if (period != this.selectedPeriod || instrument != this.instrument) {
            return;
        }

        Vector<IOrder> newOrders;
        Vector<IOrder> removeOrders;

        removeOrders = new Vector<IOrder>(maxLongCount);
        for (IOrder order : longOrders) {
            if (!isActive(order)) {
                removeOrders.add(order);
            }
        }
        longOrders.removeAll(removeOrders);

        removeOrders = new Vector<IOrder>(maxShortCount);
        for (IOrder order : shortOrders) {
            if (!isActive(order)) {
                removeOrders.add(order);
            }
        }
        shortOrders.removeAll(removeOrders);

        boolean buySign = false;
        boolean sellSign = false;

        ITick tick = history.getLastTick(instrument);
        if (previousTick == null) {
            previousTick = tick;
            return;
        }

        if (instrument == this.instrument && period == selectedPeriod) {

            if (tick.getBid() >= previousTick.getBid() + getPipPrice(step)) {
                buySign = true;
            } else if (tick.getAsk() <= previousTick.getAsk() - getPipPrice(step)) {
                sellSign = true;
            }
        }
        // PLACE ORDERS
        if (buySign) {

            if (longOrders.size() == 0) {
                longOrders.add(submitOrder(OrderCommand.BUY));

            } else {

                // for same signal direction, losing position
                // open new order and merge with it
                removeOrders = new Vector<IOrder>();
                newOrders = new Vector<IOrder>();

                for (IOrder order : longOrders) {
                    if (order.getProfitLossInPips() < 0) {
                        IOrder newOrder = submitOrder(OrderCommand.BUY);

                        IMessage message = newOrder.waitForUpdate(2, TimeUnit.SECONDS);

                        // order is FILLED on successful merge with amount > 0
                        if (newOrder.getState() == IOrder.State.FILLED) {
                            IOrder mergedOrder = engine.mergeOrders(getLabel(instrument), order, newOrder);
                            message = mergedOrder.waitForUpdate(2, TimeUnit.SECONDS);

                            // order is FILLED on successful merge with amount > 0
                            if (mergedOrder.getState() == IOrder.State.FILLED) {
                                removeOrders.add(order);
                                newOrders.add(mergedOrder);
                            }
                        }
                    }
                }
                longOrders.removeAll(removeOrders);
                longOrders.addAll(newOrders);
            }

            // for opposite signal direction, close winning positions
            removeOrders = new Vector<IOrder>();
            for (IOrder order : shortOrders) {
                if (order.getProfitLossInPips() > 0) {
                    closeOrder(order);
                    removeOrders.add(order);
                }
            }
            shortOrders.removeAll(removeOrders);

            // for opposite signal direction, open hedge position
            newOrders = new Vector<IOrder>();
            for (IOrder order : shortOrders) {
                if (order.getProfitLossInPips() <= 0) {
                    if (longOrders.size() + newOrders.size() < maxLongCount) {
                        newOrders.add(submitOrder(OrderCommand.BUY));
                    }
                }
            }
            longOrders.addAll(newOrders);

        } else if (sellSign) {

            if (shortOrders.size() == 0) {
                shortOrders.add(submitOrder(OrderCommand.SELL));

            } else {

                // for same signal direction, losing position
                // open new order and merge with it
                removeOrders = new Vector<IOrder>();
                newOrders = new Vector<IOrder>();

                for (IOrder order : shortOrders) {
                    if (order.getProfitLossInPips() < 0) {

                        IOrder newOrder = submitOrder(OrderCommand.SELL);
                        IMessage message = newOrder.waitForUpdate(2, TimeUnit.SECONDS);

                        // order is FILLED on successful merge with amount > 0
                        if (newOrder.getState() == IOrder.State.FILLED) {
                            IOrder mergedOrder = engine.mergeOrders(getLabel(instrument), order, newOrder);
                            message = mergedOrder.waitForUpdate(2, TimeUnit.SECONDS);

                            // order is FILLED on successful merge with amount > 0
                            if (mergedOrder.getState() == IOrder.State.FILLED) {
                                removeOrders.add(order);
                                newOrders.add(mergedOrder);
                            }
                        }
                    }
                }
                shortOrders.removeAll(removeOrders);
                shortOrders.addAll(newOrders);
            }

            // for opposite signal direction, close winning positions
            removeOrders = new Vector<IOrder>();
            for (IOrder order : longOrders) {
                if (order.getProfitLossInPips() > 0) {
                    closeOrder(order);
                    removeOrders.add(order);
                }
            }
            longOrders.removeAll(removeOrders);

            // for opposite signal direction, open hedge position
            newOrders = new Vector<IOrder>();
            for (IOrder order : longOrders) {
                if (order.getProfitLossInPips() <= 0) {
                    if (shortOrders.size() + newOrders.size() < maxShortCount) {
                        newOrders.add(submitOrder(OrderCommand.SELL));
                    }
                }
            }
            shortOrders.addAll(newOrders);

        }

    }

    public void onTick(Instrument instrument, ITick tick) throws JFException {
        if (instrument != this.instrument) {
            return;
        }

    }

    private IOrder submitOrder(OrderCommand orderCmd) throws JFException {
        return engine.submitOrder(getLabel(instrument), instrument, orderCmd, amount, 0, slippage, 0, 0);
    }

    private void closeOrder(IOrder order) throws JFException {
        if (order != null && isActive(order)) {
            order.close();
        }
    }

    private boolean isActive(IOrder order) throws JFException {
        if (order != null && order.getState() != IOrder.State.CLOSED && order.getState() != IOrder.State.CREATED
                && order.getState() != IOrder.State.CANCELED) {
            return true;
        }
        return false;
    }

    private double getPipPrice(double pips) {
        return pips * this.instrument.getPipValue();
    }

    private String getLabel(Instrument instrument) {
        String label = instrument.name();
        label = label + (counter++);
        label = label.toUpperCase();
        return label;
    }

    private double getRoundedPrice(double price) {
        BigDecimal bd = new BigDecimal(price);
        bd = bd.setScale(instrument.getPipScale() + 1, RoundingMode.HALF_UP);
        return bd.doubleValue();
    }

    private double getRoundedPips(double pips) {
        BigDecimal bd = new BigDecimal(pips);
        bd = bd.setScale(1, RoundingMode.HALF_UP);
        return bd.doubleValue();
    }

    public void onMessage(IMessage message) throws JFException {
    }

    public void onAccount(IAccount account) throws JFException {
    }

    public void onStop() throws JFException {
    }

    /**************** debug print functions ***********************/
    private void print(Object... o) {
        for (Object ob : o) {
            // console.getOut().print(ob + " ");
            if (ob instanceof Double) {
                print2(toStr((Double) ob));
            } else if (ob instanceof double[]) {
                print((double[]) ob);
            } else if (ob instanceof double[]) {
                print((double[][]) ob);
            } else if (ob instanceof Long) {
                print2(toStr((Long) ob));
            } else if (ob instanceof IBar) {
                print2(toStr((IBar) ob));
            } else {
                print2(ob);
            }
            print2(" ");
        }
        console.getOut().println();
    }

    private void print(Object o) {
        console.getOut().println(o);
    }

    private void print2(Object o) {
        console.getOut().print(o);
    }

    private void print(double d) {
        print(toStr(d));
    }

    private void print(double[] arr) {
        print(toStr(arr));
    }

    private void print(double[][] arr) {
        print(toStr(arr));
    }

    private void print(IBar bar) {
        print(toStr(bar));
    }

    private void printIndicatorInfos(IIndicator ind) {
        for (int i = 0; i < ind.getIndicatorInfo().getNumberOfInputs(); i++) {
            print(ind.getIndicatorInfo().getName() + " Input " + ind.getInputParameterInfo(i).getName() + " "
                    + ind.getInputParameterInfo(i).getType());
        }
        for (int i = 0; i < ind.getIndicatorInfo().getNumberOfOptionalInputs(); i++) {
            print(ind.getIndicatorInfo().getName() + " Opt Input " + ind.getOptInputParameterInfo(i).getName() + " "
                    + ind.getOptInputParameterInfo(i).getType());
        }
        for (int i = 0; i < ind.getIndicatorInfo().getNumberOfOutputs(); i++) {
            print(ind.getIndicatorInfo().getName() + " Output " + ind.getOutputParameterInfo(i).getName() + " "
                    + ind.getOutputParameterInfo(i).getType());
        }
        console.getOut().println();
    }

    public static String toStr(double[] arr) {
        String str = "";
        for (int r = 0; r < arr.length; r++) {
            str += "[" + r + "] " + (new DecimalFormat("#.#######")).format(arr[r]) + "; ";
        }
        return str;
    }

    public static String toStr(double[][] arr) {
        String str = "";
        if (arr == null) {
            return "null";
        }
        for (int r = 0; r < arr.length; r++) {
            for (int c = 0; c < arr[r].length; c++) {
                str += "[" + r + "][" + c + "] " + (new DecimalFormat("#.#######")).format(arr[r][c]);
            }
            str += "; ";
        }
        return str;
    }

    public String toStr(double d) {
        return (new DecimalFormat("#.#######")).format(d);
    }

    public String toStr(Long time) {
        SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss") {

            private static final long serialVersionUID = 1L;

            {
                setTimeZone(TimeZone.getTimeZone("GMT"));
            }
        };
        return sdf.format(time);
    }

    private String toStr(IBar bar) {
        return toStr(bar.getTime()) + "  O:" + bar.getOpen() + " C:" + bar.getClose() + " H:" + bar.getHigh() + " L:"
                + bar.getLow();
    }

    private void printTime(Long time) {
        console.getOut().println(toStr(time));
    }

}