/*
 * 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.MonteCarloMethods;

import java.util.Iterator;

import com.strategyquant.lib.language.L;
import com.strategyquant.lib.random.Probability;
import com.strategyquant.lib.results.SQOrder;
import com.strategyquant.lib.results.SQOrderList;
import com.strategyquant.lib.snippets.MonteCarloSim.MonteCarloMethod;

public class SkipTradesRandomly extends MonteCarloMethod {

	public SkipTradesRandomly() {
		setName(L.t("Randomly skip trades"));
		
		addIntParameter("Probability", L.t("Probability"), 1, 1, 100, 1);
        
        // set name of this method that will be displayed with parameter
		setFormatedName(L.t("Randomly skip trades with {Probability} % probability"));
	}

	/**
    * Function receives list of all orders sorted by open time and it could manipulate
    * the list and/or each order in any way to create new simulation case.
    * To skip the trade you have to remove them from the list.
    *
    * Order structure is available in the documentation here:
    * http://www.strategyquant.com/doc/api/com/strategyquant/lib/results/SQOrder.html
    *
    * @param originalOrders - list of original orders.
	 */
	@Override
	public void compute(SQOrderList originalOrders) throws Exception {
		int probability = getIntParameterValue("Probability");
		
		Probability skipTradeProbability = new Probability((probability)/ 100.0d);
				
		for(Iterator<SQOrder> i = originalOrders.listIterator(); i.hasNext();) {
			i.next();
			
			if(skipTradeProbability.nextEvent()) { 
                //skip this trade
				i.remove();
			}
		}	
	}
}