#ifndef __ProcessData_h_
#define __ProcessData_h_


#include "../../shared/TwoDLookup.h"

#include "TwoDArrayWriter.h"
#include "DataFormats.h"
#include "DumpCandles.h"
#include <vector>

class ProcessData
{
private:
  enum TrendType { TREND_OPEN, TREND_CLOSE, TREND_HIGH, TREND_LOW, TREND_GREEN_BAR };
  const int periods;
  const double minAcceptableR2;
  const double dailyWeight;
  
  std::vector< std::pair< std::string, BarList > > possibleCorrelations;
  BarList _futuresDailyData;

  std::string _dump_candles_db;
  std::string _chartsDirectory;
  
  DumpCandles *dumpCandles;
  TwoDArrayWriter *outputData;
  TwoDArrayWriter *volumeData;
  TwoDArrayWriter *TCData;
  TwoDArrayWriter *volumeBlocks;
  TwoDArrayWriter *standardCandles;
  TwoDArrayWriter *fundamentalData;
  TwoDArrayWriter *pristineData;
  TwoDArrayWriter *additionalData;
  
  TwoDArray _standardCandlesInput;
  
  void processSymbolData1Day(const std::string &symbol, BarList const &data1Day, unsigned int &averageDailyVolume);
  void processSymbolData1Min(const std::string &symbol, BarList const &data1Min, const unsigned int averageDailyVolume);
  void processSymbolFundamental(const std::string &symbol,const FundamentalData &dataFundamental);
  void processSymbolMisc(const std::string &symbol, BarList const &data1Day, const FundamentalData &dataFundamental);
  
  void previousDay(const std::string &symbol, const BarList &bars);
  void volatility(const std::string &symbol, const BarList &bars, const unsigned int &days);
  void brightVolatility(const std::string &symbol, const BarList &bars);
  double commonVolatility(const BarList &bars, const unsigned int &days);
  double commonVolatilityMonths(const BarList &bars, const unsigned int &months);
  double range(const BarList &bars, const unsigned int &daysFromEnd);
  void rangeContraction(const std::string &symbol, const BarList &bars);
  void bollingerStdDev(const std::string &symbol, const BarList &bars, const unsigned int &days);
  void SMA(const std::string &symbol, const BarList &bars, const unsigned int &days);
  void highsAndLows(const std::string &symbol, const BarList &bars);
  void lastPrice(const std::string &symbol, const BarList &bars);
  void averageVol(const std::string &symbol, const BarList &bars, unsigned int &averageDailyVolume);
  int trend(const std::string &symbol, const BarList &bars, TrendType trendType, const unsigned int &offset);
  void upDays(const std::string &symbol, const BarList &bars);
  void correlation(const std::string &symbol, const BarList &bars);
  void consolidation(const std::string &symbol, const BarList &bars);
  void averageTrueRange(const std::string &symbol, const BarList &bars, const unsigned int &days);
  void nDayRange(const std::string &symbol, const BarList &bars, const unsigned int &days);
  void RSI(const std::string &symbol, const BarList &bars, const unsigned int &days);
  void pristineLists(const std::string &symbol, const BarList &bars);
  
  void makeVolumeCandles(int64_t volumeBreak, const BarList &bars);
  BarList extractFrom1MinuteBars(const int minutesPerBar, const BarList &oneMinuteBars);
  void breakAtMissingBar(BarList &bars, const int minutesPerCandle);
  void saveStandardCandles(const std::string &symbol, const BarList &bars);
  void makeVolumeCandles(const std::string &symbol, 
			 const int64_t volumeBreak, 
			 const BarList &bars);
  void findBunnies(const std::string &symbol, const BarList &bars, const int &minutesPerBar);
  void sharesPerPrint(const std::string &symbol, const BarList &bars);
  
  void doOpenCloseCorrelation(const BarList &listX,
                                         const BarList &listY, 
                                         bool &success,
                                         double &M, double &R2);
  void doCloseCloseCorrelation(const BarList &listX,
                               const BarList &listY, 
                               bool &success,
                               double &M,
                               double &R2);
                               
  void findBestCorrelation(const std::string &symbol,
                           const BarList &data1Day, 
                           bool &success,
                           std::string &matchesSymbol,
                           double &M, double &R2);
                           
  void buildCharts(const std::string &symbol, const BarList &data1Day);

public:
  ProcessData();
  ~ProcessData();
  
  void processAllData(const std::string &symbol, BarList const &data1Min,BarList const &data1Day, 
                      const CorporateActions &corporateActions, const FundamentalData &fundamentalData);
  void setOutputFiles(std::string baseName);
  void loadStandardCandles(const std::string &filename);
  void flushOutputFiles();
  void addFuturesCorrelation(const BarList &data1Day);
  void addPossibleCorrelation(const std::string &symbol, const BarList &data1Day);
  void setDumpCandles(std::string db_name, int daysOfHistory) 
  { 
    assert(_dump_candles_db.empty() && dumpCandles == NULL);
    _dump_candles_db = db_name;
    dumpCandles = new DumpCandles(db_name, daysOfHistory);
  }
  bool skipDumpCandles() { return _dump_candles_db.empty(); }
  void setChartsDirectory(std::string chartsDirectory)
  {
    _chartsDirectory = chartsDirectory;
  }
  
};

#endif