#include <math.h>

#include "StochasticFormula.h"

StochasticFormula::StochasticFormula() :
  _inputsAreValid(false),
  _secondSmaValid(false)
{
}

StochasticFormula::StochasticFormula(int rangeCount, 
				     int pKSmaCount, 
				     int pDSmaCount)
{
  setParams(rangeCount, pKSmaCount, pDSmaCount);
}

void StochasticFormula::setParams(int rangeCount, 
				  int pKSmaCount, 
				  int pDSmaCount)
{
  reset();
  if ((rangeCount > 0) && (pKSmaCount > 0) && (pDSmaCount > 0))
    {
      _inputsAreValid = true;
      _rangeCount = rangeCount;
      _pKSmaCount = pKSmaCount;
      _pDSmaCount = pDSmaCount;
    }
  else
    _inputsAreValid = false;
}

int StochasticFormula::getDayCount() const
{
  return _data.size();
}

void StochasticFormula::limitDayCount(int days)
{
  if (days < getDayCount())
    {
      _data.resize(days);
      _secondSmaValid = false;
    }
}

void StochasticFormula::addDay(double high, double low, double close)
{
  if (!_inputsAreValid)
    // Note:  This means that addDay() does not always increment getDayCount().
    // One proposed way to use this class is to create a loop which calls
    // addDay() unilt getDayCount() is big enough.  If you tried that, and the
    // inputs were wrong, you'd see an infinite loop.
    return;
  {
    Row row;
    row.high = high;
    row.low = low;
    row.positionInRange = NAN;
    row.firstSma = NAN;
    _data.push_back(row);
  }
  Row &newRow = _data[_data.size() - 1];
  if (getDayCount() >= _rangeCount)
    {
      double highestHigh = high;
      double lowestLow = low;
      for (std::vector< Row >::const_iterator it = _data.end() - _rangeCount;
	   it != _data.end(); 
	   it++)
	{ // Look at _rangeCount items.  That's the current row, plus
	  // (_rangeCount - 1) items from history.  setParams ensures that 
	  // _rangeCount is at least one, so that makes this algorithm a little
	  // simpler.
	  highestHigh = std::max(highestHigh, it->high);
	  lowestLow = std::min(lowestLow, it->low);
	}
      newRow.positionInRange = 
	(close - lowestLow) / (highestHigh - lowestLow) * 100.0;
    }
  if (getDayCount() >= _pKSmaCount)
    {
      double total = 0.0;
      for (std::vector< Row >::const_iterator it = _data.end() - _pKSmaCount;
	  it != _data.end();
	  it++)
	total += it->positionInRange;
      newRow.firstSma = total / _pKSmaCount;
    }
  // We compute a lot of stuff here because we know we'll need it one way or
  // another.  But we defer on this last item because we often won't need it.
  // This saves both memory and time, because we only save the last one.
  _secondSmaValid = false;
}

void StochasticFormula::getValues(bool &valid, double &pK, double &pD) const
{
  valid = false;
  if (!_inputsAreValid) 
    return;
  if (getDayCount() < _pDSmaCount)
    return;
  pK = _data[getDayCount() - 1].firstSma;
  if (!isfinite(pK))
    return;
  if (!_secondSmaValid)
    {
      double total = 0.0;
      for (std::vector< Row >::const_iterator it = _data.end() - _pDSmaCount;
	   it != _data.end();
	   it++)
	total += it->firstSma;
      _secondSma = total / _pDSmaCount;
      _secondSmaValid = true;
    }
  pD = _secondSma;
  if (!isfinite(pD))
    return;
  valid = true;
}