// Copyright (c) 2009 Dukascopy (Suisse) SA. All Rights Reserved.
package jforex.strategies.indicators;

import java.text.DecimalFormat;

import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IIndicators;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.Period;
import com.dukascopy.api.IIndicators.MaType;
import com.dukascopy.api.indicators.IIndicator;

/**
 カスタムプライス配列のフラクタルインジケータ算出例です
 */
public class FractalsOnArray implements IStrategy {
    
    IIndicators indicators;
    IIndicator fractIndicator;
    IConsole console;
    
    public static DecimalFormat df = new DecimalFormat("0.00000");

    @Override
    public void onStart(IContext context) throws JFException {
        console        = context.getConsole();
        indicators     = context.getIndicators();
        fractIndicator = indicators.getIndicator("FRACTAL");
        
        // オプション入力設定(number of bars = 2)
        fractIndicator.setOptInputParameter(0, 2);
        
        // 入力設定( double[][]に変換している事に注目)
        double [] priceArr = new double [] { 0.1, 0.2, 0.3, 0.1, 0.1, 0.2, 0.3, 0.4, 0.2, 0.1 }; 
        double [][] arr    = new double[5][priceArr.length];
        for (int i = 0; i < priceArr.length; i++) {
            // open=0, close=1, high=2, low=3, volume=4
            // 全プライスにインプット配列と同じプライスを設定(唯一利用可能な値なので)
            arr[0][i] = priceArr[i];
            arr[1][i] = priceArr[i];
            arr[2][i] = priceArr[i];
            arr[3][i] = priceArr[i];
            arr[4][i] = 0;
        }
        
        fractIndicator.setInputParameter(0, arr);
        
        // 出力設定
        double [] resultArrMax = new double [priceArr.length];
        double [] resultArrMin = new double [priceArr.length];
        fractIndicator.setOutputParameter(0, resultArrMax);
        fractIndicator.setOutputParameter(1, resultArrMin);
        
        // 算出
        fractIndicator.calculate(0, priceArr.length - 1);
        
        // 結果をログ出力
        console.getOut().println("max: " + arrayToString(resultArrMax));
        console.getOut().println("min: " + arrayToString(resultArrMin));
        
        context.stop();
    }
    
    public static String arrayToString(double[] arr) {
        String str = "";
        for (int r = 0; r < arr.length; r++) {
            str += "[" + r + "] " + df.format(arr[r]) + "; ";
        }
        return str;
    }

    @Override
    public void onTick(Instrument instrument, ITick tick) throws JFException {}
    @Override
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}
    @Override
    public void onMessage(IMessage message) throws JFException {}
    @Override
    public void onAccount(IAccount account) throws JFException {}
    @Override
    public void onStop() throws JFException {}
}