using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace KLHZ.Trader.Core.Math.Declisions.Utils
{
    public static class Statistics
    {

        public static decimal Mean(this CachedValue[] values)
        {
            return values.Sum(x => x.Value)/ values.Length;
        }

        private static (decimal mean, decimal std) CaclSigma(decimal[] values)
        {
            var mean = values.Sum() / values.Length;
            var data = new decimal[values.Length];
            Array.Copy(values, data, data.Length);
            for (int i = 0; i < data.Length; i++)
            {
                var v = data[i] - mean;
                data[i] = v * v;
            }
            var std = System.Math.Pow((double)(data.Sum() / (data.Length - 1)), 0.5);
            return (mean,(decimal)std);
        }

        public static decimal[] ClearNSigmaReqursive(decimal[] values, int depth = 0, int sigmasCount = 3)
        {
            if (values.Length <= 1 || depth>10) return values;
            var sigmaRes = CaclSigma(values);
            var std = sigmaRes.std;
            var mean = sigmaRes.mean;
            var forRes = new List<decimal>();
            var _3std = sigmasCount * std;
            foreach (var v in values)
            {
                if (System.Math.Abs(mean - v)< _3std)
                {
                    forRes.Add(v);
                }
            }
            if (forRes.Count != values.Length)
            {
                return ClearNSigmaReqursive(forRes.ToArray(), depth+1);
            }
            else
            {
                return forRes.ToArray();
            }
        }
    }
}