using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
using KLHZ.Trader.Core.Declisions.Utils;

namespace KLHZ.Trader.Core.Declisions.Services
{
    public class TradingEventsDetector : ITradingEventsDetector
    {
        public async ValueTask<TradingEventsDto> Detect(IPriceHistoryCacheUnit data)
        {
            await Task.Delay(0);
            float meanfullDiff;
            if (data.Figi == "BBG004730N88")
            {
                meanfullDiff = 0.05f;
            }
            else if (data.Figi == "FUTIMOEXF000")
            {
                meanfullDiff = 1f;
            }
            else
            {
                return TradingEventsDto.Empty;
            }

            //var downtrendStarts = data.CheckDowntrendStarting(TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(7), meanfullDiff);
            var uptrendStarts = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), meanfullDiff, 8, 3);
            var uptrendStarts2 = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), meanfullDiff, 15, 2);
            var downtrendEnds = data.CheckLongOpen(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), meanfullDiff, 15, 5);
            uptrendStarts |= downtrendEnds;
            uptrendStarts |= uptrendStarts2;
            //var downtrendEnds = data.CheckDowntrendEnding(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(15), meanfullDiff);

            var uptrendEnds = data.CheckLongClose(TimeSpan.FromSeconds(15), TimeSpan.FromSeconds(20), meanfullDiff * 1.5f, 8, 8);
            var uptrendEnds2 = data.CheckLongClose(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(30), meanfullDiff, 15, 8);
            uptrendEnds |= uptrendEnds2;

            return new TradingEventsDto(uptrendEnds, uptrendStarts);
        }
    }
}