using System;
using System.Collections.Generic;

using Ecng.Common;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Turtle Trader strategy based on EMA crossover with RSI confirmation.
/// </summary>
public class TurtleTraderV1Strategy : Strategy
{
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _hasPrev;

	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public TurtleTraderV1Strategy()
	{
		_fastPeriod = Param(nameof(FastPeriod), 10)
			.SetGreaterThanZero()
			.SetDisplay("Fast MA", "Fast EMA period", "General");
		_slowPeriod = Param(nameof(SlowPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("Slow MA", "Slow EMA period", "General");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candle type", "Data");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
		=> [(Security, CandleType)];

	protected override void OnReseted()
	{
		base.OnReseted();
		_prevFast = 0;
		_prevSlow = 0;
		_hasPrev = false;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };

		SubscribeCandles(CandleType)
			.Bind(fast, slow, ProcessCandle)
			.Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal fastVal, decimal slowVal)
	{
		if (candle.State != CandleStates.Finished) return;

		if (!_hasPrev)
		{
			_prevFast = fastVal;
			_prevSlow = slowVal;
			_hasPrev = true;
			return;
		}

		var crossUp = _prevFast <= _prevSlow && fastVal > slowVal;
		var crossDown = _prevFast >= _prevSlow && fastVal < slowVal;

		if (crossUp && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
		}
		else if (crossDown && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
		}

		_prevFast = fastVal;
		_prevSlow = slowVal;
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


class turtle_trader_v1_strategy(Strategy):
    def __init__(self):
        super(turtle_trader_v1_strategy, self).__init__()
        self._fast_period = self.Param("FastPeriod", 10)             .SetDisplay("Fast MA", "Fast EMA period", "General")
        self._slow_period = self.Param("SlowPeriod", 50)             .SetDisplay("Slow MA", "Slow EMA period", "General")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4)))             .SetDisplay("Candle Type", "Candle type", "General")
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

    @property
    def fast_period(self):
        return self._fast_period.Value

    @property
    def slow_period(self):
        return self._slow_period.Value

    @property
    def candle_type(self):
        return self._candle_type.Value

    def OnReseted(self):
        super(turtle_trader_v1_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(turtle_trader_v1_strategy, self).OnStarted2(time)
        fast = ExponentialMovingAverage()
        fast.Length = self.fast_period
        slow = ExponentialMovingAverage()
        slow.Length = self.slow_period
        self.SubscribeCandles(self.candle_type).Bind(fast, slow, self.process_candle).Start()

    def process_candle(self, candle, fast_val, slow_val):
        if candle.State != CandleStates.Finished:
            return
        fv = float(fast_val)
        sv = float(slow_val)
        if not self._has_prev:
            self._prev_fast = fv
            self._prev_slow = sv
            self._has_prev = True
            return
        cross_up = self._prev_fast <= self._prev_slow and fv > sv
        cross_down = self._prev_fast >= self._prev_slow and fv < sv
        if cross_up and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif cross_down and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_fast = fv
        self._prev_slow = sv

    def CreateClone(self):
        return turtle_trader_v1_strategy()