/*
 * Copyright (c) 2015, StrategyQuant - All rights reserved.
 *
 * Code in this file was made in a good faith that it is correct and does what it should. 
 * If you found a bug in this code OR you have an improvement suggestion OR you want to include 
 * your own code snippet into our standard library please contact us at:
 * http://tasks.strategyquant.com/projects/snippets/
 *
 * This code can be used only within StrategyQuant products. 
 * Every owner of valid (free, trial or commercial) license of any StrategyQuant product 
 * is allowed to freely use, copy, modify or make derivative work of this code without limitations,
 * to be used in all StrategyQuant products and share his/her modifications or derivative work 
 * with the StrategyQuant community.
 *  
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, 
 * INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR 
 * PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES 
 * OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 
 * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 *  
 */
package com.strategyquant.extend.StatValues;

import com.strategyquant.lib.results.SQOrder;
import com.strategyquant.lib.results.SQOrderList;
import com.strategyquant.lib.results.SQStats;
import com.strategyquant.lib.results.StatValue;
import com.strategyquant.lib.results.StatsConst;
import com.strategyquant.lib.results.StatsTypeCombination;
import com.strategyquant.lib.settings.SQSettings;
import com.strategyquant.lib.utils.SQUtils;

public class AvgBarsValues extends StatValue {
	private int barsProfits;
	private int barsLosses;
	private int barsTrades;

	@Override
	public String dependsOn() {
		return StatsConst.join(StatsConst.NUMBER_OF_PROFITS, StatsConst.NUMBER_OF_LOSSES);
	}
	
	@Override
	public void initCompute(SQStats stats, StatsTypeCombination combination, SQOrderList ordersList, SQSettings settings, SQStats statsLong, SQStats statsShort) throws Exception {
		barsProfits = 0;
		barsLosses = 0;
		barsTrades = 0;
	}

	@Override
	public void computeForOrder(SQStats stats, StatsTypeCombination combination, SQOrder order, SQSettings settings, SQStats statsLong, SQStats statsShort) throws Exception {
		if(order.PL > 0) {
			barsProfits += order.BarsInTrade;
		} else {
			barsLosses += order.BarsInTrade;
		}
		
		barsTrades += order.BarsInTrade;
	}

	@Override
	public void endCompute(SQStats stats, StatsTypeCombination combination, SQOrderList ordersList, SQSettings settings, SQStats statsLong, SQStats statsShort) throws Exception {
		int countProfits = stats.getInt(StatsConst.NUMBER_OF_PROFITS);
		int countLosses = stats.getInt(StatsConst.NUMBER_OF_LOSSES);

		double avgBarsWin = SQUtils.safeDivide(barsProfits, countProfits);
		double avgBarsLoss = SQUtils.safeDivide(barsLosses, countLosses);
		double avgBarsTrade = SQUtils.safeDivide(barsTrades, ordersList.size());
		
		stats.set(StatsConst.AVG_BARS_TRADE, SQUtils.round2(avgBarsTrade));
		stats.set(StatsConst.AVG_BARS_WIN, SQUtils.round2(avgBarsWin));
		stats.set(StatsConst.AVG_BARS_LOSS, SQUtils.round2(avgBarsLoss));		
	}
}