#ifndef __StochasticFormula_h_
#define __StochasticFormula_h_

/* This is the formula for stochastics.  This should be easy to insert into a
 * data node, or into another environmnet without data nodes.  This formula
 * makes very few assumptions or includes.
 *
 * We have two basic operations.  You can add a day.  (A.k.a. a period or a
 * bar.)  Or you can delete some number of days off of the end.  That way we
 * can do a decent amount of caching.  We don't recompute the entire thing
 * each time you add a single day.  If the last day is constantly changing
 * (because you are computing the formula before the day ends) just delete
 * the last day from this object, and add a new value for it.
 *
 * This was originally designed to work with IntradayStochastic.C.  However,
 * this could easily be adjusted to work with daily stochastics or the
 * stochastic RSI formula.
 */

#include <vector>

class StochasticFormula
{
private:
  int _rangeCount, _pKSmaCount, _pDSmaCount;
  bool _inputsAreValid;

  // List of partial results.  These can contain NAN for missing values.
  struct Row
  {
    double high;
    double low;
    double positionInRange;
    double firstSma;
  };
  std::vector< Row > _data;

  // Cache the last instance of the second SMA.  We could compute and store it
  // for every row, but that would be wasteful.
  mutable double _secondSma;  // This can be NAN, like most items in a row.
  mutable bool _secondSmaValid;  // This means that the cache is valid and does not need to be recomputed.  The value might or might not be NAN.

public:
  StochasticFormula();
  StochasticFormula(int rangeCount, int pKSmaCount, int pDSmaCount);
  // Ideally these would be set in the constructor.  However that's not always
  // possible.  setParams() automatically calls reset().
  void setParams(int rangeCount, int pKSmaCount, int pDSmaCount);
  bool inputsAreValid() const { return _inputsAreValid; }

  int getDayCount() const;  // How much history do we have.
  void limitDayCount(int days);  // Possibly cut days, but never add them.
  void reset() { limitDayCount(0); }  // Return to start.
  void addDay(double high, double low, double close);
  void getValues(bool &valid, double &pK, double &pD) const;
};

#endif