/*
 * 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 ExpectancyValues extends StatValue {
	
	@Override
	public String dependsOn() {
		return StatsConst.join(StatsConst.AVG_LOSS, StatsConst.NET_PROFIT, StatsConst.NUMBER_OF_TRADES, StatsConst.AVG_TRADES_PER_MONTH);
	}
	
	@Override
	public void initCompute(SQStats stats, StatsTypeCombination combination, SQOrderList ordersList, SQSettings settings, SQStats statsLong, SQStats statsShort) throws Exception {

	}

	@Override
	public void computeForOrder(SQStats stats, StatsTypeCombination combination, SQOrder order, SQSettings settings, SQStats statsLong, SQStats statsShort) throws Exception {

	}

	@Override
	public void endCompute(SQStats stats, StatsTypeCombination combination, SQOrderList ordersList, SQSettings settings, SQStats statsLong, SQStats statsShort) throws Exception {
		double avgLoss = stats.getDouble(StatsConst.AVG_LOSS);
		double netProfit = stats.getDouble(StatsConst.NET_PROFIT);
		int numberOfTrades = stats.getInt(StatsConst.NUMBER_OF_TRADES);
		double avgTradesPerMonth = stats.getDouble(StatsConst.AVG_TRADES_PER_MONTH);
		
		double expectancy = SQUtils.safeDivide(netProfit, numberOfTrades);
		stats.set(StatsConst.EXPECTANCY, SQUtils.round2(expectancy));
		
		double rexpectancy = 0;
		double rexpectancyscore = 0;
		
	    if(numberOfTrades!= 0 && Math.abs(avgLoss) != 0) {
        	// R- expectancy as defined by van Tharp
        	rexpectancy = netProfit / (numberOfTrades*Math.abs(avgLoss));
        
        	// R-expectancy times number of trades per year
        	rexpectancyscore = rexpectancy * avgTradesPerMonth * 12f;
        }
	    
	    stats.set(StatsConst.R_EXPECTANCY, SQUtils.round2(rexpectancy));
	    stats.set(StatsConst.R_EXPECTANCY_SCORE, SQUtils.round2(rexpectancyscore));
	}

}