/**
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at

 * http://www.apache.org/licenses/LICENSE-2.0

 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

import type TViewData from '../../common/TViewData';
import {
  type Indicator,
  type IndicatorTemplate,
} from '../../component/Indicator';

interface Dmi {
  pdi?: number;
  mdi?: number;
  adx?: number;
  adxr?: number;
}

/**
 * DMI
 *
 * MTR:=EXPMEMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N)
 * HD :=HIGH-REF(HIGH,1);
 * LD :=REF(LOW,1)-LOW;
 * DMP:=EXPMEMA(IF(HD>0&&HD>LD,HD,0),N);
 * DMM:=EXPMEMA(IF(LD>0&&LD>HD,LD,0),N);
 *
 * PDI: DMP*100/MTR;
 * MDI: DMM*100/MTR;
 * ADX: EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,MM);
 * ADXR:EXPMEMA(ADX,MM);
 * 公式含义：
 * MTR赋值:最高价-最低价和最高价-昨收的绝对值的较大值和昨收-最低价的绝对值的较大值的N日指数平滑移动平均
 * HD赋值:最高价-昨日最高价
 * LD赋值:昨日最低价-最低价
 * DMP赋值:如果HD>0并且HD>LD,返回HD,否则返回0的N日指数平滑移动平均
 * DMM赋值:如果LD>0并且LD>HD,返回LD,否则返回0的N日指数平滑移动平均
 * 输出PDI:DMP*100/MTR
 * 输出MDI:DMM*100/MTR
 * 输出ADX:MDI-PDI的绝对值/(MDI+PDI)*100的MM日指数平滑移动平均
 * 输出ADXR:ADX的MM日指数平滑移动平均
 *
 */
const directionalMovementIndex: IndicatorTemplate<Dmi> = {
  name: 'DMI',
  shortName: 'DMI',
  calcParams: [14, 6],
  figures: [
    { key: 'pdi', title: 'PDI: ', type: 'line' },
    { key: 'mdi', title: 'MDI: ', type: 'line' },
    { key: 'adx', title: 'ADX: ', type: 'line' },
    { key: 'adxr', title: 'ADXR: ', type: 'line' },
  ],
  calc: (dataList: TViewData[], indicator: Indicator<Dmi>) => {
    const params = indicator.calcParams as number[];
    let trSum = 0;
    let hSum = 0;
    let lSum = 0;
    let mtr = 0;
    let dmp = 0;
    let dmm = 0;
    let dxSum = 0;
    let adx = 0;
    const result: Dmi[] = [];
    dataList.forEach((TViewData: TViewData, i: number) => {
      const dmi: Dmi = {};
      const prevTViewData = dataList[i - 1] ?? TViewData;
      const preClose = prevTViewData.close;
      const high = TViewData.high;
      const low = TViewData.low;
      const hl = high - low;
      const hcy = Math.abs(high - preClose);
      const lcy = Math.abs(preClose - low);
      const hhy = high - prevTViewData.high;
      const lyl = prevTViewData.low - low;
      const tr = Math.max(Math.max(hl, hcy), lcy);
      const h = hhy > 0 && hhy > lyl ? hhy : 0;
      const l = lyl > 0 && lyl > hhy ? lyl : 0;
      trSum += tr;
      hSum += h;
      lSum += l;
      if (i >= params[0] - 1) {
        if (i > params[0] - 1) {
          mtr = mtr - mtr / params[0] + tr;
          dmp = dmp - dmp / params[0] + h;
          dmm = dmm - dmm / params[0] + l;
        } else {
          mtr = trSum;
          dmp = hSum;
          dmm = lSum;
        }
        let pdi = 0;
        let mdi = 0;
        if (mtr !== 0) {
          pdi = (dmp * 100) / mtr;
          mdi = (dmm * 100) / mtr;
        }
        dmi.pdi = pdi;
        dmi.mdi = mdi;
        let dx = 0;
        if (mdi + pdi !== 0) {
          dx = (Math.abs(mdi - pdi) / (mdi + pdi)) * 100;
        }
        dxSum += dx;
        if (i >= params[0] * 2 - 2) {
          if (i > params[0] * 2 - 2) {
            adx = (adx * (params[0] - 1) + dx) / params[0];
          } else {
            adx = dxSum / params[0];
          }
          dmi.adx = adx;
          if (i >= params[0] * 2 + params[1] - 3) {
            dmi.adxr = ((result[i - (params[1] - 1)].adx ?? 0) + adx) / 2;
          }
        }
      }
      result.push(dmi);
    });
    return result;
  },
};

export default directionalMovementIndex;