#include "ConfirmedCrossing.h"

#include "../data_framework/NormalVolumeBreakBars.h"
#include "../data_framework/GenericTosData.h"
#include "../alert_framework/AlertBase.h"
#include "../misc_framework/CsvFileDataNodes.h"

class ConfirmedCrossing : public Alert
{
private:
  enum { wPrice, wBar };
  GenericDataNode *_priceLevelDataNode;
  NormalVolumeBreakBars *_barData;
  std::string _introString;
  bool _reportAbove;

  bool _recentPricesValid;
  AboveOrBelow _currentState;
  double _lowestRecentPrice;
  double _highestRecentPrice;
  double _lastPrice;  // Cache this strictly for performance reasons.
  void newPriceLevel();
  void updateRecentPriceLevels();
  void newBarData();
  void onWakeup(int msgId);

  ConfirmedCrossing(DataNodeArgument const &args);
  friend class GenericDataNodeFactory;
};

ConfirmedCrossing::ConfirmedCrossing(DataNodeArgument const &args) :
  _recentPricesValid(false),
  _currentState(ccEqual)
{
  DataNodeArgumentVector const &argList = args.getListValue();
  assert(argList.size() == 4);  // (Symbol, PriceLevelFactory, PriceLevelName, ReportAbove)
  const std::string symbol = argList[0].getStringValue();
  DataNodeArgument const &factory = argList[1];
  const std::string priceLevelName = argList[2].getStringValue();
  _reportAbove = argList[3].getBooleanValue();

  _introString = "Price crossed ";
  if (_reportAbove)
    _introString += "above";
  else
    _introString += "below";
  _introString += ' ';
  _introString += priceLevelName;
  _introString += " (";

  addAutoLink(GenericDataNodeFactory::replaceAndFind
	      (factory, this, wPrice, _priceLevelDataNode,
	       symbolPlaceholder, symbol));
  addAutoLink(NormalVolumeBreakBars::find(this, wBar, _barData, symbol));
  newPriceLevel();
  newBarData();
}

void ConfirmedCrossing::newPriceLevel()
{
  bool currentlyValid;
  _priceLevelDataNode->getDouble(currentlyValid, _lastPrice);
  if (currentlyValid)
    if (_recentPricesValid)
      {
	_lowestRecentPrice = std::min(_lowestRecentPrice, _lastPrice);
	_highestRecentPrice = std::max(_highestRecentPrice, _lastPrice);
      }
    else
      {
	_lowestRecentPrice = _lastPrice;
	_highestRecentPrice = _lastPrice;
	_recentPricesValid = true;
      }
  else
    {
      _recentPricesValid = false;
      _currentState = ccEqual;
    }
}

void ConfirmedCrossing::updateRecentPriceLevels()
{
  _priceLevelDataNode->getDouble(_recentPricesValid, _lastPrice);
  if (_recentPricesValid)
    {
      _lowestRecentPrice = _lastPrice;
      _highestRecentPrice = _lastPrice;
    }
}

static const std::string finalString = ").  Confirmed by volume.";

void ConfirmedCrossing::newBarData()
{
  if (!_recentPricesValid)
    _currentState = ccEqual;
  else
    {
      AboveOrBelow newState = ccEqual;
      if (int barCount = _barData->getBlockCount())
	{
	  VolumeBlock const &lastBar = _barData->getBlocks()[barCount - 1];
	  if (lastBar.low > _highestRecentPrice)
	    newState = ccAbove;
	  else if (lastBar.low < _lowestRecentPrice)
	    newState = ccBelow;
	}
      if ((_reportAbove && (newState == ccAbove) && (_currentState == ccBelow))
	  || ((!_reportAbove) 
	      && (newState == ccBelow) && (_currentState == ccAbove)))
	{
	  std::string lastPrice = priceToString(_lastPrice);
	  report(_introString + lastPrice + finalString, "lp=" + lastPrice);
	}
      if (newState != ccEqual)
	_currentState = newState;
    }
  updateRecentPriceLevels();
}

void ConfirmedCrossing::onWakeup(int msgId)
{
  switch (msgId)
    {
    case wPrice:
      newPriceLevel();
      break;
    case wBar:
      newBarData();
      break;
    }
}

void initializeConfirmedCrossing()
{
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedAboveVWAP", symbolPlaceholderObject, 
     GenericDataNodeFactory::findFactory("VWAP"),
     "VWAP", true);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedBelowVWAP", symbolPlaceholderObject, 
     GenericDataNodeFactory::findFactory("VWAP"),
     "VWAP", false);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedAbove200Day", symbolPlaceholderObject, 
     makeCsvFactory("TC_OvernightData.csv", "200 Day SMA", 
		    symbolPlaceholderObject),
     "200 day SMA", true);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedBelow200Day", symbolPlaceholderObject, 
     makeCsvFactory("TC_OvernightData.csv", "200 Day SMA", 
		    symbolPlaceholderObject),
     "200 day SMA", false);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedAbove50Day", symbolPlaceholderObject, 
     makeCsvFactory("TC_OvernightData.csv", "50 Day SMA", 
		    symbolPlaceholderObject),
     "50 day SMA", true);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedBelow50Day", symbolPlaceholderObject, 
     makeCsvFactory("TC_OvernightData.csv", "50 Day SMA", 
		    symbolPlaceholderObject),
     "50 day SMA", false);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedAbove20Day", symbolPlaceholderObject, 
     makeCsvFactory("TC_OvernightData.csv", "20 Day SMA", 
		    symbolPlaceholderObject),
     "20 day SMA", true);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedBelow20Day", symbolPlaceholderObject, 
     makeCsvFactory("TC_OvernightData.csv", "20 Day SMA", 
		    symbolPlaceholderObject),
     "20 day SMA", false);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedAboveCloseConfirmed", symbolPlaceholderObject,
     GenericDataNodeFactory::findFactory("MostRecentClose"),
     "close", true);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedBelowCloseConfirmed", symbolPlaceholderObject,
     GenericDataNodeFactory::findFactory("MostRecentClose"),
     "close", false);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedAboveOpenConfirmed", symbolPlaceholderObject,
     GenericDataNodeFactory::findFactory("OpenPrice"),
     "open", true);
  GenericDataNodeFactory::sf< ConfirmedCrossing >
    ("CrossedBelowOpenConfirmed", symbolPlaceholderObject,
     GenericDataNodeFactory::findFactory("OpenPrice"),
     "open", false);
}