from backtesting import Strategy
from signal_helper import *


class StrategyIndicator(Strategy):
    use_indicators = None
    indicators_data = None
    cal_data = None

    # Stop Profit/Loss
    up_target = None
    down_target = None

    data_len = None

    def init(self):
        self.data_len = len(self.data.Close)
        self.indicators_data = pd.DataFrame()

        for p in self.use_indicators:
            indicator, values = list(p.items())[0]

            if type(values) == int:
                indicator_info = indicator +"_"+ str(values)
            elif type(values) == list:
                indicator_info = indicator+"_"+"_".join(map(str, values))

            self.indicators_data[indicator_info] = self.cal_data[indicator_info]

    def next(self):
        idx = (self._broker._i) - 1
        row_data = list(self.indicators_data.iloc[idx])
        prev_row_data = list(self.indicators_data.iloc[idx-1])

        price = self.data.Close[-1]
        sl = 0
        tp = 0

        # 배열 동시 시그널 매매
        if len(row_data) == len(self.use_indicators) and prev_row_data:
            if not (None in row_data):
                if all(row_data):
                    if self.down_target > 0:
                        sl = price - (price * self.down_target)
                    if self.up_target > 0:
                        tp = price + (price * self.up_target)

                    # only short test
                    # if not self.orders.is_short:
                    #     self.position.close()

                    # Only Long
                    if len(self.use_indicators) is 1:  # 단일 지표일 경우
                        if not self.orders.is_long and not any(prev_row_data):
                            if sl != 0 and tp != 0:
                                self.buy(sl=sl, tp=tp)
                            elif sl != 0:
                                self.buy(sl=sl)
                            elif tp != 0:
                                self.buy(tp=tp)
                            else:
                                self.buy()

                    elif len(self.use_indicators) > 1:  # 여러 지표일 경우
                        if not self.orders.is_long:
                            if sl != 0 and tp != 0:
                                self.buy(sl=sl, tp=tp)
                            elif sl != 0:
                                self.buy(sl=sl)
                            elif tp != 0:
                                self.buy(tp=tp)
                            else:
                                self.buy()

                elif not any(row_data):
                    # short test
                    # if self.orders.is_long is None or self.orders.is_short is False:
                    #     self.sell(sl=r_sl, tp=sl)

                    # only long test
                    if self.orders.is_long:
                        self.position.close()

        # 시뮬레이터 종료 시 포지션 종료
        if idx == self.data_len - 2:
            self.position.close()