using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Text;
using System.Threading;
using System.Threading.Tasks;

namespace AutoSellerNS
{
	public class CybosHelper
	{
		public class STOCK_CUR_ITEM
		{
			public AutoSeller m_Listener = null;
			public CybosHelper m_CybosHelper = null;
			public string m_strCode;
			public string m_strCodeName;
			public DSCBO1Lib.StockCur m_StockCur = null;
			public DSCBO1Lib.StockJpbid m_Jpbid = null;
			public int[] m_aiBidPrice = new int[10];
			public int[] m_aiBidCount = new int[10];
			public int[] m_aiAskPrice = new int[10];
			public int[] m_aiAskCount = new int[10];

			public int m_iCurPrice = 0;
			public int m_iMaxPrice = 0;
			public int m_iCheckCount = 0;

			public int m_iTrailingCount = 0;

			// real time, price time, price
			public List<Tuple<int, int, int>> m_PriceList = new List<Tuple<int, int, int>>();
			public double m_dCheckCountLimit = 5;

			int m_iPrevTime = 0;

			public void OnRecievedPrice()
			{
				bool bReal = (m_StockCur.GetHeaderValue(19) == '2');
				m_iCurPrice = m_StockCur.GetHeaderValue(13);
				int iTime = m_StockCur.GetHeaderValue(18);
				int iConclusionCnt = m_StockCur.GetHeaderValue(17);

				int iTimeDiff = 0;
				if(m_iPrevTime > 0)
					iTimeDiff = ((iTime/10000)*60*60 + ((iTime%10000)/100)*60 + (iTime%100)) - ((m_iPrevTime/10000)*60*60 + ((m_iPrevTime%10000)/100)*60 + (m_iPrevTime%100));

				if(bReal == true)
				{
					DateTime RealTime = DateTime.Now;
					int iRealTime = RealTime.Hour * 10000 + RealTime.Minute * 100 + RealTime.Second;
					m_PriceList.Add(new Tuple<int, int, int>(iRealTime, iTime, m_iCurPrice));
					double dAverage = (float)m_PriceList.Average(s => s.Item3);
					double sumOfSquaresOfDifferences = m_PriceList.Select(val => Math.Pow((val.Item3-dAverage)/m_CybosHelper.GetUnitValue(val.Item3), 2)).Sum();
					double dStdDev = Math.Sqrt(sumOfSquaresOfDifferences / m_PriceList.Count);
					if(dStdDev >= Config.GetFastSD())
					{
						if(m_iCurPrice >= dAverage)
							m_dCheckCountLimit += Config.GetFastUp();
						else
							m_dCheckCountLimit -= Config.GetFastDown();
					}
					else if(dStdDev <= Config.GetSlowSD())
					{
						if(m_iCurPrice >= dAverage)
							m_dCheckCountLimit += Config.GetSlowUp();
						else
							m_dCheckCountLimit -= Config.GetSlowDown();
					}

					m_dCheckCountLimit -= iTimeDiff*Config.GetTimeDown();


					if(m_iCurPrice > m_iMaxPrice)
						m_iTrailingCount = 0;

					m_iMaxPrice = Math.Max(m_iCurPrice, m_iMaxPrice);

					int iAskPrice = m_StockCur.GetHeaderValue(7);
					int iBidPrice = m_StockCur.GetHeaderValue(8);

					if(m_iCurPrice*iConclusionCnt > Config.GetIgnorePrice())
					{
						if(m_iCurPrice <= iBidPrice)
							m_iCheckCount++;
						else
							m_iCheckCount = 0;
					}

					if(m_iCheckCount >= m_dCheckCountLimit && m_Listener.IsSelling() == true)
					{
						m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
						Util.Log(Util.LOG_TYPE.SELL, string.Format("[조건 완료 매도] {0} ({1}회) (현재가 {2:n0}원, 최고가 {3:n0}원)",
							m_strCodeName,
							Config.GetBidCount(),
							m_iCurPrice,
							m_iMaxPrice));
					}

					if(m_iCurPrice < (m_iMaxPrice*(100.0f-Config.GetTrailingRate())/100.0f))
						m_iTrailingCount++;
					if(m_iTrailingCount >= Config.GetTrailingCnt() && m_Listener.IsSelling() == true)
					{
						m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
						Util.Log(Util.LOG_TYPE.SELL, string.Format("[트레일링 매도] {0} ({1}% {2}회) (현재가 {3:n0}원, 최고가 {4:n0}원)",
							m_strCodeName,
							Config.GetTrailingRate(),
							Config.GetTrailingCnt(),
							m_iCurPrice,
							m_iMaxPrice));
					}

					if(iTimeDiff >= Config.GetTimeLimit() && m_Listener.IsSelling() == true)
					{
						m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
						Util.Log(Util.LOG_TYPE.SELL, string.Format("[시간제한 매도] {0} ({1}초) (현재가 {2:n0}원, 최고가 {3:n0}원)",
							m_strCodeName,
							iTimeDiff,
							m_iCurPrice,
							m_iMaxPrice));
					}
				}

				m_Listener.OnReceivedCurPrice(m_strCode, m_iCurPrice, m_iMaxPrice, m_dCheckCountLimit, m_iCheckCount, bReal);
				m_iPrevTime = iTime;
			}

			public void OnReceivedCall()
			{
				for(int i=0; i<5; i++)
				{
					m_aiBidPrice[i] = m_Jpbid.GetHeaderValue(4 + 4*i);
					m_aiBidCount[i] = m_Jpbid.GetHeaderValue(6 + 4*i);
					m_aiAskPrice[i] = m_Jpbid.GetHeaderValue(3 + 4*i);
					m_aiAskCount[i] = m_Jpbid.GetHeaderValue(5 + 4*i);
				}

				for (int i = 0; i < 5; i++)
				{
					m_aiBidPrice[i+5] = m_Jpbid.GetHeaderValue(28 + 4*i);
					m_aiBidCount[i+5] = m_Jpbid.GetHeaderValue(30 + 4*i);
					m_aiAskPrice[i+5] = m_Jpbid.GetHeaderValue(27 + 4*i);
					m_aiAskCount[i+5] = m_Jpbid.GetHeaderValue(29 + 4*i);
				}

				m_Listener.OnReceivedCall(m_strCode, 0, m_aiBidPrice, m_aiBidCount, m_aiAskPrice, m_aiAskCount);
			}
		}

		AutoSeller m_Listener = null;

		CPUTILLib.CpCybos m_CPCybos = new CPUTILLib.CpCybos();
		CPFORETRADELib.CpForeTdUtil m_CPUtil = new CPFORETRADELib.CpForeTdUtil();
		DSCBO1Lib.CpConclusion m_CpConclusion = new DSCBO1Lib.CpConclusion();

        CPTRADELib.CpTd6033 m_6033 = new CPTRADELib.CpTd6033();
		Dictionary<string, STOCK_CUR_ITEM> m_aStockCur = new Dictionary<string, STOCK_CUR_ITEM>();

		object m_NCItemLock = new object();

		public CybosHelper(AutoSeller Listener)
		{
			m_Listener = Listener;
		}

        public void InitCybos()
        {
            short iResult = m_CPUtil.TradeInit();
            switch (iResult)
            {
                case -1:
                    Util.Log(Util.LOG_TYPE.ERROR, "[TradeInit] 오류");
                    break;

                case 0:
                    Util.Log(Util.LOG_TYPE.VERVOSE, "[TradeInit] 로그인 되었습니다");
                    break;

                case 1:
                    Util.Log(Util.LOG_TYPE.ERROR, "[TradeInit] 업무 키 입력 잘못됨");
                    break;

                case 2:
                    Util.Log(Util.LOG_TYPE.ERROR, "[TradeInit] 계좌 비밀번호가 잘못되었습니다");
                    break;

                case 3:
                    Util.Log(Util.LOG_TYPE.ERROR, "[TradeInit] 취소되었습니다");
                    break;
            }

			m_Listener.SetAccountList(m_CPUtil.AccountNumber);
            m_CpConclusion.Received += CpConclusion_Received;
            m_CpConclusion.Subscribe();
        }

		public void SavePrice(STOCK_CUR_ITEM item)
		{
			if (Directory.Exists(Util.GetLogPath()) == false)
				Directory.CreateDirectory(Util.GetLogPath());

			string strToday = DateTime.Now.ToString("yyyy-MM-dd");
			string strFilePath = Util.GetLogPath() + "/price-" + strToday + item.m_strCodeName + ".txt";
			string strMessage = "";
			foreach (var pair in item.m_PriceList)
			{
				strMessage = string.Format("[{0}] {1} ({2})", pair.Item2, pair.Item3, pair.Item1);
				File.AppendAllText(strFilePath, strMessage + Environment.NewLine, new UTF8Encoding(true));
			}
		}

		public List<AutoSeller.ITEM> UpdateItems()
		{
			List<AutoSeller.ITEM> aItems = new List<AutoSeller.ITEM>();

			if (Config.GetAccount() == "")
				return aItems;

			m_6033.SetInputValue(0, Config.GetAccount());
			m_6033.SetInputValue(1, Config.GetSubAccount());
			m_6033.BlockRequest2(1);

			string strCodeList = "";

			bool bContinue = true;
			while(bContinue == true)
			{
				int iCount = m_6033.GetHeaderValue(7);
				for(int i = 0; i < iCount; i++)
				{
					AutoSeller.ITEM Item = new AutoSeller.ITEM();

					Item.m_strCodeName = m_6033.GetDataValue(0, i);
					if(Item.m_strCodeName != "")
					{
						Item.m_strCode = m_6033.GetDataValue(12, i);
						Item.m_iItemCnt = m_6033.GetDataValue(7, i);
						Item.m_iAssessedValue = m_6033.GetDataValue(9, i);
						Item.m_iValuationGains = m_6033.GetDataValue(10, i);
						Item.m_dYield = m_6033.GetDataValue(11, i);
						Item.m_iAvailableQuantity = m_6033.GetDataValue(15, i);
						Item.m_dBookUnitPrice = m_6033.GetDataValue(17, i);
						Item.m_iProfitUnitPrice = m_6033.GetDataValue(18, i);

						if(strCodeList.Length > 0)
							strCodeList += ",";
						strCodeList += Item.m_strCode;

						aItems.Add(Item);
					}
				}

				bContinue = (m_6033.Continue != 0);
				if(bContinue == true)
					m_6033.BlockRequest2(1);
			}

			if (strCodeList.Length > 0)
			{
				DSCBO1Lib.StockMst2 StockMst = new DSCBO1Lib.StockMst2();
				StockMst.SetInputValue(0, strCodeList);
				StockMst.BlockRequest2(1);
				int iCnt = StockMst.GetHeaderValue(0);
				for (int i = 0; i < iCnt; i++)
				{
					string strCode = StockMst.GetDataValue(0, i);
					int iPrice = StockMst.GetDataValue(3, i);
					AutoSeller.ITEM Item = aItems.FirstOrDefault(s => s.m_strCode == strCode);
					if (Item != default(AutoSeller.ITEM))
						Item.m_iCurPrice = iPrice;
				}
			}

			// sync
			List<string> aRemoveKeys = new List<string>();
			foreach(var Item in m_aStockCur)
			{
				if(aItems.Any(s => s.m_strCode == Item.Key) == false)
					aRemoveKeys.Add(Item.Key);
			}

			foreach(var Key in aRemoveKeys)
			{
				m_aStockCur[Key].m_StockCur.Unsubscribe();
				m_aStockCur[Key].m_Jpbid.Unsubscribe();
				SavePrice(m_aStockCur[Key]);
				m_aStockCur.Remove(Key);
			}

			return aItems;
		}

		static int iUpdateNCIdx = 1;
		public List<AutoSeller.NCITEM> UpdateNC()
		{
			int iIdx = iUpdateNCIdx++;
			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("UpdateNC Start ({0}, {1}, {2}, {3})", iIdx, 
				GetLimitRemainCountRQ(), GetLimitRemainCountSB(), GetLimitRemainCountTrade()
				));

			while(GetLimitRemainCountTrade() < 1)
				Thread.Sleep(500);

			List<AutoSeller.NCITEM> NCItems = new List<AutoSeller.NCITEM>();

			CPTRADELib.CpTd5339 CP5339 = new CPTRADELib.CpTd5339();
			CP5339.SetInputValue(0, Config.GetAccount());
			CP5339.SetInputValue(1, Config.GetSubAccount());
			CP5339.BlockRequest2(1);

			bool bContinue = true;
			while(bContinue)
			{
				int iCnt = CP5339.GetHeaderValue(5);
				Console.WriteLine("icnt : {0}", iCnt);

				for(int i = 0; i<iCnt; i++)
				{
					AutoSeller.NCITEM Item = new AutoSeller.NCITEM();

					Item.m_strCode = CP5339.GetDataValue(3, i);
					Item.m_strCodeName = CP5339.GetDataValue(4, i);
					Item.m_strDesc = CP5339.GetDataValue(5, i);
					Item.m_iOrderPrice = CP5339.GetDataValue(7, i);
					Item.m_iRemainCnt = CP5339.GetDataValue(11, i);
					Item.m_bAsk = (CP5339.GetDataValue(13, i) == "1");
					Item.m_iOrgOrderNo = CP5339.GetDataValue(2, i);
					if(Item.m_iOrgOrderNo == 0)
						Item.m_iOrgOrderNo = CP5339.GetDataValue(1, i);

					NCItems.Add(Item);
				}

				bContinue = (CP5339.Continue != 0);
				if(bContinue)
					CP5339.BlockRequest2(1);
			}

			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("UpdateNC End ({0})", iIdx));

			return NCItems;
		}

		private void CpConclusion_Received()
		{
			string strType = m_CpConclusion.GetHeaderValue(14);
			int iType = 0;
			int.TryParse(strType, out iType);
			bool bBid = (m_CpConclusion.GetHeaderValue(12) == "2");

			string strCode = m_CpConclusion.GetHeaderValue(9);
			string strCodeName = m_CpConclusion.GetHeaderValue(2);
			int iConclusionCnt = m_CpConclusion.GetHeaderValue(3);
			int iPrice = m_CpConclusion.GetHeaderValue(4);
			int iOrderNumber = m_CpConclusion.GetHeaderValue(5);
			int iOrgOrderNumber = m_CpConclusion.GetHeaderValue(6);
			string strCancel = m_CpConclusion.GetHeaderValue(16);
			string strOrderCondition = m_CpConclusion.GetHeaderValue(19);
			int iBookValue = m_CpConclusion.GetHeaderValue(21);
			int iRemainCnt = m_CpConclusion.GetHeaderValue(23);
			string strBidOrAsk = bBid ? "매수" : "매도";

			if (strOrderCondition == "0")
				strOrderCondition = "없음";
			else if (strOrderCondition == "1")
				strOrderCondition = "IOC";
			else if (strOrderCondition == "2")
				strOrderCondition = "FOK";

			switch (iType)
			{
				case 1: // 체결
					m_Listener.UpdateItem(strCode, strCodeName, bBid, iConclusionCnt, iRemainCnt, iBookValue);
					m_Listener.UpdateNCItem();
					Util.Log(bBid?Util.LOG_TYPE.BUY:Util.LOG_TYPE.SELL, string.Format("{0}:{1} {2} 체결 ({3:n0}원 {4}주) - {5}", strCodeName, strCode, strBidOrAsk, iPrice, iConclusionCnt, strOrderCondition));
					break;

				case 2: // 확인
					Util.Log(Util.LOG_TYPE.VERVOSE, string.Format("{0}:{1} {2} 확인 - {3} ({4}:{5})", strCodeName, strCode, strBidOrAsk, strOrderCondition, iOrderNumber, iOrgOrderNumber));
					break;

				case 3: // 거부
					Util.Log(Util.LOG_TYPE.VERVOSE, string.Format("{0}:{1} {2} 거부", strCodeName, strCode, strBidOrAsk));
					break;

				case 4: // 접수
					m_Listener.UpdateNCItem();
					Util.Log(bBid ? Util.LOG_TYPE.BUY : Util.LOG_TYPE.SELL, string.Format("{0}:{1} {2} 접수 ({3:n0}원 {4}주) - {5}", strCodeName, strCode, strBidOrAsk, iPrice, iConclusionCnt, strOrderCondition));
					if (bBid == true)
						SimulationHelper.InsertSimulationLog(strCode, strCodeName, iPrice);
					break;
			}
		}

		public int GetLimitRemainCountTrade()
		{
			return m_CPCybos.GetLimitRemainCount(CPUTILLib.LIMIT_TYPE.LT_TRADE_REQUEST);
		}

		public int GetLimitRemainCountRQ()
		{
			return m_CPCybos.GetLimitRemainCount(CPUTILLib.LIMIT_TYPE.LT_NONTRADE_REQUEST);
		}

		public int GetLimitRemainCountSB()
		{
			return m_CPCybos.GetLimitRemainCount(CPUTILLib.LIMIT_TYPE.LT_SUBSCRIBE);
		}

		public bool IsConnected()
		{
			return (m_CPCybos.IsConnect==1);
		}

		public STOCK_CUR_ITEM GetItem(string strCode)
		{
			if (m_aStockCur.ContainsKey(strCode) == false)
				return null;

			return m_aStockCur[strCode];
		}

		public void Subscribe(AutoSeller.ITEM Item)
		{
			if(m_aStockCur.Any(s => s.Key == Item.m_strCode) == false)
			{
				STOCK_CUR_ITEM StockCur = new STOCK_CUR_ITEM();
				StockCur.m_Listener = m_Listener;
				StockCur.m_CybosHelper = this;
				StockCur.m_strCode = Item.m_strCode;
				StockCur.m_strCodeName = Item.m_strCodeName;

				DSCBO1Lib.StockJpbid2 JpBid = new DSCBO1Lib.StockJpbid2();
				JpBid.SetInputValue(0, Item.m_strCode);
				JpBid.BlockRequest2(1);
				for(int i=0; i<10; i++)
				{
					StockCur.m_aiAskPrice[i] = JpBid.GetDataValue(0, i);
					StockCur.m_aiAskCount[i] = JpBid.GetDataValue(2, i);
					StockCur.m_aiBidPrice[i] = JpBid.GetDataValue(1, i);
					StockCur.m_aiBidCount[i] = JpBid.GetDataValue(3, i);
				}

				StockCur.m_StockCur = new DSCBO1Lib.StockCur();
				StockCur.m_StockCur.SetInputValue(0, Item.m_strCode);
				StockCur.m_StockCur.Received += StockCur.OnRecievedPrice;
				StockCur.m_StockCur.Subscribe();
				StockCur.m_Jpbid = new DSCBO1Lib.StockJpbid();
				StockCur.m_Jpbid.SetInputValue(0, Item.m_strCode);
				StockCur.m_Jpbid.Received += StockCur.OnReceivedCall;
				StockCur.m_Jpbid.SubscribeLatest();
				StockCur.m_iCurPrice = Item.m_iCurPrice;
				StockCur.m_iMaxPrice = Item.m_iCurPrice;
				m_aStockCur.Add(Item.m_strCode, StockCur);
			}
		}

		public int GetUnitValue(int iValue)
		{
			int iUnit = 1;
			if(iValue < 1000)
				iUnit = 1;
			else if(iValue < 5000)
				iUnit = 5;
			else if(iValue < 10000)
				iUnit = 10;
			else if(iValue < 50000)
				iUnit = 50;
			else if(iValue < 100000)
				iUnit = 100;
			else if(iValue < 500000)
				iUnit = 500;
			else
				iUnit = 1000;

			return iUnit;
		}

		int GetCallUnitValue(int iValue)
		{
			int iUnit = GetUnitValue(iValue);
			return (iValue/iUnit)*iUnit;
		}

		static int iSellIdx = 1;
		public void SellItem(string strCode, int iCnt, int iAskPrice)
		{
			int iIdx = iSellIdx++;
			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("SellItem Start ({0})", iIdx));

			int iSellPrice = iAskPrice-GetUnitValue(iAskPrice);

			CPTRADELib.CpTd0311 Td0311 = new CPTRADELib.CpTd0311();
			Td0311.SetInputValue(0, "1");
			Td0311.SetInputValue(1, Config.GetAccount());
			Td0311.SetInputValue(2, Config.GetSubAccount());
			Td0311.SetInputValue(3, strCode);
			Td0311.SetInputValue(4, iCnt);
			Td0311.SetInputValue(5, iSellPrice);
			Td0311.SetInputValue(8, "01");
			Td0311.BlockRequest2(1);

			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("SellItem End ({0})", iIdx));
		}

		static int iCancelIdx = 1;
		public void CancelItem(string strCode, int iOrgOrderNo)
		{
			int iIdx = iCancelIdx++;
			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("CancelItem Start ({0})", iIdx));

			CPTRADELib.CpTd0314 Td0314 = new CPTRADELib.CpTd0314();
			Td0314.SetInputValue(1, iOrgOrderNo);
			Td0314.SetInputValue(2, Config.GetAccount());
			Td0314.SetInputValue(3, Config.GetSubAccount());
			Td0314.SetInputValue(4, strCode);
			Td0314.SetInputValue(5, 0);
			Td0314.BlockRequest2(1);

			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("CancelItem End ({0})", iIdx));
		}

		static int iCorrectIdx = 1;
		public void CorrectionItem(string strCode, int iOrgOrderNo, int iCnt, int iAskPrice)
		{
			int iIdx = iCorrectIdx++;
			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("CorrectionItem Start ({0})", iIdx));

			int iSellPrice = iAskPrice-GetUnitValue(iAskPrice);

			//CancelItem(strCode, iOrgOrderNo);
			//Thread.Sleep(1000);
			//SellItem(strCode, iCnt, iAskPrice);

			CPTRADELib.CpTd0313 Td0313 = new CPTRADELib.CpTd0313();
			Td0313.SetInputValue(1, iOrgOrderNo);
			Td0313.SetInputValue(2, Config.GetAccount());
			Td0313.SetInputValue(3, Config.GetSubAccount());
			Td0313.SetInputValue(4, strCode);
			Td0313.SetInputValue(5, 0);
			Td0313.SetInputValue(6, iSellPrice);
			Td0313.BlockRequest2(1);

			Util.Log(Util.LOG_TYPE.DEBUG, string.Format("CorrectionItem End ({0})", iIdx));
		}
	}
}