using StockSharp.Quik;

namespace SampleHistoryTesting
{
	using System.Linq;
	using System.Collections.Generic;

	using Ecng.Common;
	using Ecng.Xaml;

	using StockSharp.Algo;
	using StockSharp.Algo.Candles;
	using StockSharp.Algo.Indicators;
	using StockSharp.Algo.Indicators.Trend;
	using StockSharp.Algo.Strategies;
	using StockSharp.Algo.Strategies.Quoting;
	using StockSharp.Logging;
	using StockSharp.BusinessEntities;
	using StockSharp.Messages;
	using StockSharp.Xaml.Charting;

	class SmaStrategy : Strategy
	{
		private readonly Chart _chart;
		private readonly ChartCandleElement _candlesElem;
		private readonly ChartTradeElement _tradesElem;
		private readonly ChartIndicatorElement _shortElem;
		private readonly ChartIndicatorElement _longElem;
		private readonly List<MyTrade> _myTrades = new List<MyTrade>();
		private readonly CandleSeries _series;
		private bool _isShortLessThenLong;

		private Order _lastBuyStopOrder;
		private Order _lastSellStopOrder;

		public SmaStrategy(Chart chart, ChartCandleElement candlesElem,
			ChartTradeElement tradesElem, ChartIndicatorElement shortElem, ChartIndicatorElement longElem,
			CandleSeries series)
		{
			_chart = chart;
			_candlesElem = candlesElem;
			_tradesElem = tradesElem;
			_shortElem = shortElem;
			_longElem = longElem;
			
			_series = series;

			LongSma = (SimpleMovingAverage)longElem.Indicator;
			ShortSma = (SimpleMovingAverage)shortElem.Indicator;
		}

		public SimpleMovingAverage LongSma { get; private set; }
		public SimpleMovingAverage ShortSma { get; private set; }

		protected override void OnStarted()
		{
			_series
				.WhenCandlesFinished()
				.Do(ProcessCandle)
				.Apply(this);

			this
				.WhenNewMyTrades()
				.Do(trades => _myTrades.AddRange(trades))
				.Apply(this);

			// запоминаем текущее положение относительно друг друга
			_isShortLessThenLong = ShortSma.GetCurrentValue() < LongSma.GetCurrentValue();

			base.OnStarted();
		}

		protected override void OnPositionsChanged(IEnumerable<Position> positions)
		{
			foreach (var position in positions)
			{
				if (position.Security == Security)
				{
					
				}
			}
			base.OnPositionsChanged(positions);
		}

		protected override void OnNewMyTrades(IEnumerable<MyTrade> trades)
		{
			foreach (var trade in trades)
			{
				if (trade.Order.Security == Security)
				{

				}
			}
			base.OnNewMyTrades(trades);
		}

		private void ProcessCandle(Candle candle)
		{
			// если наша стратегия в процессе остановки
			if (ProcessState == ProcessStates.Stopping)
			{
				// отменяем активные заявки
				CancelActiveOrders();
				return;
			}

			this.AddInfoLog("Новая свеча {0}: {1};{2};{3};{4}; объем {5}".Put(candle.OpenTime, candle.OpenPrice, candle.HighPrice, candle.LowPrice, candle.ClosePrice, candle.TotalVolume));

			// снимаем ранее выставленные стопы, если они не были исполнены
			if (_lastBuyStopOrder != null) if (_lastBuyStopOrder.State == OrderStates.Active || _lastBuyStopOrder.State == OrderStates.Pending) CancelOrder(_lastBuyStopOrder);
			if (_lastSellStopOrder != null) if (_lastSellStopOrder.State == OrderStates.Active || _lastSellStopOrder.State == OrderStates.Pending) CancelOrder(_lastSellStopOrder);

			// добавляем стоп по candle.HighPrice
			var buyStop = new Order
			{
				Connector = Connector,
				Type = OrderTypes.Conditional,
				Portfolio = Portfolio,
				Security = Security,
				Direction = Sides.Buy,
				Price = Security.MaxPrice,
				Volume = Volume,
				Condition = new QuikOrderCondition
				{
					Type = QuikOrderConditionTypes.StopLimit,
					StopPrice = candle.HighPrice,
				}
			};
			RegisterOrder(buyStop);
			_lastBuyStopOrder = buyStop;

			// добавляем стоп по candle.LowPrice
			var sellStop = new Order
			{
				Connector = Connector,
				Type = OrderTypes.Conditional,
				Portfolio = Portfolio,
				Security = Security,
				Direction = Sides.Sell,
				Price = Security.MaxPrice,
				Volume = Volume,
				Condition = new QuikOrderCondition
				{
					Type = QuikOrderConditionTypes.StopLimit,
					StopPrice = candle.LowPrice,
				}
			};
			RegisterOrder(sellStop);
			_lastSellStopOrder = sellStop;

			var trade = _myTrades.FirstOrDefault();
			_myTrades.Clear();

			var dict = new Dictionary<IChartElement, object>
			{
				{ _candlesElem, candle },
				{ _tradesElem, trade }
			};

			_chart.GuiAsync(() => _chart.ProcessValues(candle.OpenTime, dict));
		}
	}
}