Volume

//------------------------------------------------------------------------------
//
// Индикатор Volume. Copyright (c) 2019 Ilya Smirnov. All rights reserved.
//
//------------------------------------------------------------------------------
 
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Runtime.Serialization;
using System.Windows;
using System.Windows.Media;
using TigerTrade.Chart.Alerts;
using TigerTrade.Chart.Base;
using TigerTrade.Chart.Indicators.Common;
using TigerTrade.Chart.Indicators.Enums;
using TigerTrade.Dx;
 
namespace TigerTrade.Chart.Indicators.Custom
{
    [DataContract(Name = "VolumeIndicator", Namespace = "http://schemas.datacontract.org/2004/07/TigerTrade.Chart.Indicators.Custom")]
    [Indicator("X_Volume", "*Volume", false, Type = typeof(VolumeIndicator))]
    internal sealed class VolumeIndicator : IndicatorBase
    {
        private XBrush _upBackBrush;
 
        private XPen _upBackPen;
 
        private XColor _upBackColor;
 
        [DataMember(Name = "UpColor")]
        [Category("Стиль"), DisplayName("Цвет при росте")]
        public XColor UpColor
        {
            get => _upBackColor;
            set
            {
                if (value == _upBackColor)
                {
                    return;
                }
 
                _upBackColor = value;
 
                _upBackBrush = new XBrush(_upBackColor);
                _upBackPen = new XPen(_upBackBrush, 1);
 
                OnPropertyChanged();
            }
        }
 
        private XBrush _downBackBrush;
 
        private XPen _downBackPen;
 
        private XColor _downBackColor;
 
        [DataMember(Name = "DownColor")]
        [Category("Стиль"), DisplayName("Цвет при падении")]
        public XColor DownColor
        {
            get => _downBackColor;
            set
            {
                if (value == _downBackColor)
                {
                    return;
                }
 
                _downBackColor = value;
 
                _downBackBrush = new XBrush(_downBackColor);
                _downBackPen = new XPen(_downBackBrush, 1);
 
                OnPropertyChanged();
            }
        }
 
        private bool _deltaColored;
 
        [DataMember(Name = "DeltaColored")]
        [Category("Параметры"), DisplayName("Раскраска по дельте")]
        public bool DeltaColored
        {
            get => _deltaColored;
            set
            {
                if (value == _deltaColored)
                {
                    return;
                }
 
                _deltaColored = value;
 
                OnPropertyChanged();
            }
        }
 
        private IndicatorNullIntParam _maxVolumeParam;
 
        [DataMember(Name = "MaxVolumeParam")]
        public IndicatorNullIntParam MaxVolumeParam
        {
            get => _maxVolumeParam ?? (_maxVolumeParam = new IndicatorNullIntParam(null));
            set => _maxVolumeParam = value;
        }
 
        [DefaultValue(null)]
        [Category("Параметры"), DisplayName("Макс. объём")]
        public int? MaxVolume
        {
            get => MaxVolumeParam.Get(SettingsLongKey);
            set
            {
                if (!MaxVolumeParam.Set(SettingsLongKey, value, 0))
                {
                    return;
                }
 
                OnPropertyChanged();
            }
        }
 
        private IndicatorNullIntParam _filter1MinParam;
 
        [DataMember(Name = "Filter1MinParam")]
        public IndicatorNullIntParam Filter1MinParam
        {
            get => _filter1MinParam ?? (_filter1MinParam = new IndicatorNullIntParam(null));
            set => _filter1MinParam = value;
        }
 
        [DefaultValue(null)]
        [Category("Фильтр 1"), DisplayName("Минимум")]
        public int? Filter1Min
        {
            get => Filter1MinParam.Get(SettingsLongKey);
            set
            {
                if (!Filter1MinParam.Set(SettingsLongKey, value, 0))
                {
                    return;
                }
 
                OnPropertyChanged();
            }
        }
 
        private IndicatorNullIntParam _filter1MaxParam;
 
        [DataMember(Name = "Filter1MaxParam")]
        public IndicatorNullIntParam Filter1MaxParam
        {
            get => _filter1MaxParam ?? (_filter1MaxParam = new IndicatorNullIntParam(null));
            set => _filter1MaxParam = value;
        }
 
        [DefaultValue(null)]
        [Category("Фильтр 1"), DisplayName("Максимум")]
        public int? Filter1Max
        {
            get => Filter1MaxParam.Get(SettingsLongKey);
            set
            {
                if (!Filter1MaxParam.Set(SettingsLongKey, value, 0))
                {
                    return;
                }
 
                OnPropertyChanged();
            }
        }
 
        private XBrush _filter1Brush;
 
        private XPen _filter1Pen;
 
        private XColor _filter1Color;
 
        [DataMember(Name = "Filter1Color")]
        [Category("Фильтр 1"), DisplayName("Цвет")]
        public XColor Filter1Color
        {
            get => _filter1Color;
            set
            {
                if (value == _filter1Color)
                {
                    return;
                }
 
                _filter1Color = value;
 
                _filter1Brush = new XBrush(_filter1Color);
                _filter1Pen = new XPen(_filter1Brush, 1);
 
                OnPropertyChanged();
            }
        }
 
        private ChartAlertSettings _filter1Alert;
 
        [DataMember(Name = "Filter1Alert")]
        [Category("Фильтр 1"), DisplayName("Оповещение")]
        public ChartAlertSettings Filter1Alert
        {
            get => _filter1Alert ?? (_filter1Alert = new ChartAlertSettings());
            set
            {
                if (Equals(value, _filter1Alert))
                {
                    return;
                }
 
                _filter1Alert = value;
 
                OnPropertyChanged();
            }
        }
 
        private IndicatorNullIntParam _filter2MinParam;
 
        [DataMember(Name = "Filter2MinParam")]
        public IndicatorNullIntParam Filter2MinParam
        {
            get => _filter2MinParam ?? (_filter2MinParam = new IndicatorNullIntParam(null));
            set => _filter2MinParam = value;
        }
 
        [DefaultValue(null)]
        [Category("Фильтр 2"), DisplayName("Минимум")]
        public int? Filter2Min
        {
            get => Filter2MinParam.Get(SettingsLongKey);
            set
            {
                if (!Filter2MinParam.Set(SettingsLongKey, value, 0))
                {
                    return;
                }
 
                OnPropertyChanged();
            }
        }
 
        private IndicatorNullIntParam _filter2MaxParam;
 
        [DataMember(Name = "Filter2MaxParam")]
        public IndicatorNullIntParam Filter2MaxParam
        {
            get => _filter2MaxParam ?? (_filter2MaxParam = new IndicatorNullIntParam(null));
            set => _filter2MaxParam = value;
        }
 
        [DefaultValue(null)]
        [Category("Фильтр 2"), DisplayName("Максимум")]
        public int? Filter2Max
        {
            get => Filter2MaxParam.Get(SettingsLongKey);
            set
            {
                if (!Filter2MaxParam.Set(SettingsLongKey, value, 0))
                {
                    return;
                }
 
                OnPropertyChanged();
            }
        }
 
        private XBrush _filter2Brush;
 
        private XPen _filter2Pen;
 
        private XColor _filter2Color;
 
        [DataMember(Name = "Filter2Color")]
        [Category("Фильтр 2"), DisplayName("Цвет")]
        public XColor Filter2Color
        {
            get => _filter2Color;
            set
            {
                if (value == _filter2Color)
                {
                    return;
                }
 
                _filter2Color = value;
 
                _filter2Brush = new XBrush(_filter2Color);
                _filter2Pen = new XPen(_filter2Brush, 1);
 
                OnPropertyChanged();
            }
        }
 
        private ChartAlertSettings _filter2Alert;
 
        [DataMember(Name = "Filter2Alert")]
        [Category("Фильтр 2"), DisplayName("Оповещение")]
        public ChartAlertSettings Filter2Alert
        {
            get => _filter2Alert ?? (_filter2Alert = new ChartAlertSettings());
            set
            {
                if (Equals(value, _filter2Alert))
                {
                    return;
                }
 
                _filter2Alert = value;
 
                OnPropertyChanged();
            }
        }
 
        private IndicatorNullIntParam _filter3MinParam;
 
        [DataMember(Name = "Filter3MinParam")]
        public IndicatorNullIntParam Filter3MinParam
        {
            get => _filter3MinParam ?? (_filter3MinParam = new IndicatorNullIntParam(null));
            set => _filter3MinParam = value;
        }
 
        [DefaultValue(null)]
        [Category("Фильтр 3"), DisplayName("Минимум")]
        public int? Filter3Min
        {
            get => Filter3MinParam.Get(SettingsLongKey);
            set
            {
                if (!Filter3MinParam.Set(SettingsLongKey, value, 0))
                {
                    return;
                }
 
                OnPropertyChanged();
            }
        }
 
        private IndicatorNullIntParam _filter3MaxParam;
 
        [DataMember(Name = "Filter3MaxParam")]
        public IndicatorNullIntParam Filter3MaxParam
        {
            get => _filter3MaxParam ?? (_filter3MaxParam = new IndicatorNullIntParam(null));
            set => _filter3MaxParam = value;
        }
 
        [DefaultValue(null)]
        [Category("Фильтр 3"), DisplayName("Максимум")]
        public int? Filter3Max
        {
            get => Filter3MaxParam.Get(SettingsLongKey);
            set
            {
                if (!Filter3MaxParam.Set(SettingsLongKey, value, 0))
                {
                    return;
                }
 
                OnPropertyChanged();
            }
        }
 
        private XBrush _filter3Brush;
 
        private XPen _filter3Pen;
 
        private XColor _filter3Color;
 
        [DataMember(Name = "Filter3Color")]
        [Category("Фильтр 3"), DisplayName("Цвет")]
        public XColor Filter3Color
        {
            get => _filter3Color;
            set
            {
                if (value == _filter3Color)
                {
                    return;
                }
 
                _filter3Color = value;
 
                _filter3Brush = new XBrush(_filter3Color);
                _filter3Pen = new XPen(_filter3Brush, 1);
 
                OnPropertyChanged();
            }
        }
 
        private ChartAlertSettings _filter3Alert;
 
        [DataMember(Name = "Filter3Alert")]
        [Category("Фильтр 3"), DisplayName("Оповещение")]
        public ChartAlertSettings Filter3Alert
        {
            get => _filter3Alert ?? (_filter3Alert = new ChartAlertSettings());
            set
            {
                if (Equals(value, _filter3Alert))
                {
                    return;
                }
 
                _filter3Alert = value;
 
                OnPropertyChanged();
            }
        }
 
        [Browsable(false)]
        public override IndicatorCalculation Calculation => IndicatorCalculation.OnEachTick;
 
        public override bool IntegerValues => true;
 
        private int _filter1SignalIndex;
        private int _filter2SignalIndex;
        private int _filter3SignalIndex;
 
        private double _max;
 
        public VolumeIndicator()
        {
            UpColor = Color.FromArgb(255, 30, 144, 255);
            DownColor = Color.FromArgb(255, 178, 34, 34);
 
            DeltaColored = false;
 
            Filter1Color = Colors.Orange;
            Filter2Color = Colors.Orange;
            Filter3Color = Colors.Orange;
 
            _filter1SignalIndex = -1;
            _filter2SignalIndex = -1;
            _filter3SignalIndex = -1;
        }
 
        protected override void Execute()
        {
            if (ClearData)
            {
                _filter1SignalIndex = -1;
                _filter2SignalIndex = -1;
                _filter3SignalIndex = -1;
            }
 
            var index = DataProvider.Count;
 
            var cluster = DataProvider.GetCluster(index - 1);
 
            if (cluster == null)
            {
                return;
            }
 
            var volume = cluster.Volume;
 
            if (Filter1Alert.IsActive && _filter1SignalIndex < index)
            {
                var min = Filter1Min ?? -1;
                var max = Filter1Max ?? -1;
 
                if (min >= 0 && volume >= min && (max < 0 || volume <= max))
                {
                    _filter1SignalIndex = index;
 
                    AddAlert(Filter1Alert,
                        $"Volume: фильтр 1, значение {DataProvider.Symbol.FormatSizeFull(volume)}.");
                }
            }
 
            if (Filter2Alert.IsActive && _filter2SignalIndex < index)
            {
                var min = Filter2Min ?? -1;
                var max = Filter2Max ?? -1;
 
                if (min >= 0 && volume >= min && (max < 0 || volume <= max))
                {
                    _filter2SignalIndex = index;
 
                    AddAlert(Filter2Alert,
                        $"Volume: фильтр 2, значение {DataProvider.Symbol.FormatSizeFull(volume)}.");
                }
            }
 
            if (Filter3Alert.IsActive && _filter3SignalIndex < index)
            {
                var min = Filter3Min ?? -1;
                var max = Filter3Max ?? -1;
 
                if (min >= 0 && volume >= min && (max < 0 || volume <= max))
                {
                    _filter3SignalIndex = index;
 
                    AddAlert(Filter3Alert,
                        $"Volume: фильтр 3, значение {DataProvider.Symbol.FormatSizeFull(volume)}.");
                }
            }
        }
 
        public override bool GetMinMax(out double min, out double max)
        {
            min = 0.0;
            max = 0.0;
 
            if (Canvas.IsStock)
            {
                return false;
            }
 
            for (var i = 0; i < Canvas.Count; i++)
            {
                var index = Canvas.GetIndex(i);
 
                var cluster = DataProvider.GetCluster(index);
 
                if (cluster == null)
                {
                    continue;
                }
 
                var volume = (double) cluster.Volume;
 
                if (max < volume)
                {
                    max = volume;
                }
            }
 
            var maxVolume = MaxVolume ?? -1;
 
            if (maxVolume >= 0 && max > maxVolume)
            {
                max = maxVolume;
            }
 
            return true;
        }
 
        private double GetMax()
        {
            var max = 0.0;
 
            for (var i = 0; i < Canvas.Count; i++)
            {
                var index = Canvas.GetIndex(i);
 
                var cluster = DataProvider.GetCluster(index);
 
                if (cluster == null)
                {
                    continue;
                }
 
                var volume = (double)cluster.Volume;
 
                if (max < volume)
                {
                    max = volume;
                }
            }
 
            var maxVolume = MaxVolume ?? -1;
 
            if (maxVolume >= 0 && max > maxVolume)
            {
                max = maxVolume;
            }
 
            return max;
        }
 
        public override void Render(DxVisualQueue visual)
        {
            if (Canvas.IsStock)
            {
                RenderOnMain(visual);
 
                return;
            }
 
            var min1 = Filter1Min ?? -1;
            var max1 = Filter1Max ?? -1;
            var min2 = Filter2Min ?? -1;
            var max2 = Filter2Max ?? -1;
            var min3 = Filter3Min ?? -1;
            var max3 = Filter3Max ?? -1;
 
            var maxVolume = MaxVolume ?? -1;
            var maxPoint = GetY((double)maxVolume);
 
            var zeroPoint = GetY(0.0);
 
            var width = Math.Max(Canvas.ColumnWidth - 1, 1);
 
            for (var i = 0; i < Canvas.Count; i++)
            {
                var index = Canvas.GetIndex(i);
 
                var cluster = DataProvider.GetCluster(index);
 
                if (cluster == null)
                {
                    continue;
                }
 
                var x = Canvas.GetX(index);
                var y = GetY(cluster.Volume);
 
                if (maxVolume >= 0)
                {
                    y = Math.Max(y, maxPoint);
                }
 
                var h = (int) zeroPoint - (int) y;
 
                if (h < 0)
                {
                    continue;
                }
 
                if (h < 1)
                {
                    y = (int)zeroPoint - 1;
                    h = 1;
                }
 
                var isUp = DeltaColored ? cluster.Delta > 0 : cluster.IsUp;
 
                XBrush filterBrush = null;
                XPen filterPen = null;
 
                if (min1 >= 0 && cluster.Volume >= min1 && (max1 < 0 || cluster.Volume <= max1))
                {
                    filterBrush = _filter1Brush;
                    filterPen = _filter1Pen;
                }
                else if (min2 >= 0 && cluster.Volume >= min2 && (max2 < 0 || cluster.Volume <= max2))
                {
                    filterBrush = _filter2Brush;
                    filterPen = _filter2Pen;
                }
                else if (min3 >= 0 && cluster.Volume >= min3 && (max3 < 0 || cluster.Volume <= max3))
                {
                    filterBrush = _filter3Brush;
                    filterPen = _filter3Pen;
                }
 
                if (width > 1)
                {
                    if (filterBrush != null)
                    {
                        visual.FillRectangle(filterBrush, new Rect(x - width / 2.0, y, width, h));
                    }
                    else
                    {
                        visual.FillRectangle(isUp
                            ? _upBackBrush
                            : _downBackBrush, new Rect(x - width / 2.0, y, width, h));
                    }
                }
                else
                {
                    if (filterPen != null)
                    {
                        visual.DrawLine(filterPen, new Point(x, y), new Point(x, y + h));
                    }
                    else
                    {
                        visual.DrawLine(isUp
                            ? _upBackPen
                            : _downBackPen, new Point(x, y), new Point(x, y + h));
                    }
                }
            }
        }
 
        public void RenderOnMain(DxVisualQueue visual)
        {
            var min1 = Filter1Min ?? -1;
            var max1 = Filter1Max ?? -1;
            var min2 = Filter2Min ?? -1;
            var max2 = Filter2Max ?? -1;
            var min3 = Filter3Min ?? -1;
            var max3 = Filter3Max ?? -1;
 
            var maxVolume = MaxVolume ?? -1;
 
            var height = Canvas.Rect.Height * 0.2;
            var minPoint = Canvas.Rect.Bottom - 2;
            var maxPoint = minPoint - height;
 
            var width = Math.Max(Canvas.ColumnWidth - 1, 1);
 
            _max = GetMax();
 
            for (var i = 0; i < Canvas.Count; i++)
            {
                var index = Canvas.GetIndex(i);
 
                var cluster = DataProvider.GetCluster(index);
 
                if (cluster == null)
                {
                    continue;
                }
 
                var x = Canvas.GetX(index);
                var y = minPoint - height * (double)cluster.Volume / _max;
 
                if (maxVolume >= 0)
                {
                    y = Math.Max(y, maxPoint);
                }
 
                var h = (int)minPoint - (int)y;
 
                if (h < 0)
                {
                    continue;
                }
 
                var isUp = DeltaColored ? cluster.Delta > 0 : cluster.IsUp;
 
                XBrush filterBrush = null;
                XPen filterPen = null;
 
                if (min1 >= 0 && cluster.Volume >= min1 && (max1 < 0 || cluster.Volume <= max1))
                {
                    filterBrush = _filter1Brush;
                    filterPen = _filter1Pen;
                }
                else if (min2 >= 0 && cluster.Volume >= min2 && (max2 < 0 || cluster.Volume <= max2))
                {
                    filterBrush = _filter2Brush;
                    filterPen = _filter2Pen;
                }
                else if (min3 >= 0 && cluster.Volume >= min3 && (max3 < 0 || cluster.Volume <= max3))
                {
                    filterBrush = _filter3Brush;
                    filterPen = _filter3Pen;
                }
 
                if (width > 1)
                {
                    if (filterBrush != null)
                    {
                        visual.FillRectangle(filterBrush, new Rect(x - width / 2.0, y, width, h));
                    }
                    else
                    {
                        visual.FillRectangle(isUp
                            ? _upBackBrush
                            : _downBackBrush, new Rect(x - width / 2.0, y, width, h));
                    }
                }
                else
                {
                    if (filterPen != null)
                    {
                        visual.DrawLine(filterPen, new Point(x, y), new Point(x, y + h));
                    }
                    else
                    {
                        visual.DrawLine(isUp
                            ? _upBackPen
                            : _downBackPen, new Point(x, y), new Point(x, y + h));
                    }
                }
            }
        }
 
        public override List<IndicatorValueInfo> GetValues(int cursorPos)
        {
            var info = new List<IndicatorValueInfo>();
 
            var cluster = DataProvider.GetCluster(cursorPos);
 
            if (cluster == null)
            {
                return info;
            }
 
            var s = Canvas.FormatValue((double)cluster.Volume);
 
            if (Canvas.IsStock)
            {
                s = DataProvider.Symbol.FormatSizeShort(cluster.Volume);
            }
 
            info.Add(new IndicatorValueInfo(s,
                new XBrush(cluster.IsUp ? _upBackColor : _downBackColor)));
 
            return info;
        }
 
        public override void GetLabels(ref List<IndicatorLabelInfo> labels)
        {
            if (DataProvider.Count <= Canvas.Start)
            {
                return;
            }
 
            var cluster = DataProvider.GetCluster(DataProvider.Count - 1 - Canvas.Start);
 
            if (cluster == null)
            {
                return;
            }
 
            double? position = null;
 
            if (Canvas.IsStock)
            {
                position = Canvas.Rect.Bottom -
                           Canvas.Rect.Height * 0.2 * (double)cluster.Volume / _max;
            }
 
            labels.Add(new IndicatorLabelInfo((double)cluster.Volume,
                cluster.IsUp ? _upBackColor : _downBackColor, position));
        }
 
        public override bool CheckAlert(double value, int distance, ref int lastIndex, ref double lastValue)
        {
            if (Canvas == null || Canvas.IsStock)
            {
                return false;
            }
 
            if (DataProvider.Count == lastIndex && value == lastValue)
            {
                return false;
            }
 
            var cluster = DataProvider.GetCluster(DataProvider.Count - 1);
 
            if (cluster == null)
            {
                return false;
            }
 
            if ((double)cluster.Volume < value - distance)
            {
                return false;
            }
 
            lastIndex = DataProvider.Count;
            lastValue = value;
 
            return true;
        }
 
        public override void ApplyColors(IChartTheme theme)
        {
            UpColor = theme.PaletteColor6;
            DownColor = theme.PaletteColor7;
 
            base.ApplyColors(theme);
        }
 
        public override void CopyTemplate(IndicatorBase indicator, bool style)
        {
            var i = (VolumeIndicator)indicator;
 
            UpColor = i.UpColor;
            DownColor = i.DownColor;
 
            DeltaColored = i.DeltaColored;
 
            MaxVolumeParam.Copy(i.MaxVolumeParam);
 
            Filter1MinParam.Copy(i.Filter1MinParam);
            Filter1MaxParam.Copy(i.Filter1MaxParam);
 
            OnPropertyChanged(nameof(Filter1Min));
            OnPropertyChanged(nameof(Filter1Max));
 
            Filter1Color = i.Filter1Color;
 
            Filter1Alert.Copy(i.Filter1Alert, !style);
 
            OnPropertyChanged(nameof(Filter1Alert));
 
            Filter2MinParam.Copy(i.Filter2MinParam);
            Filter2MaxParam.Copy(i.Filter2MaxParam);
 
            OnPropertyChanged(nameof(Filter2Min));
            OnPropertyChanged(nameof(Filter2Max));
 
            Filter2Color = i.Filter2Color;
 
            Filter2Alert.Copy(i.Filter2Alert, !style);
 
            OnPropertyChanged(nameof(Filter2Alert));
 
            Filter3MinParam.Copy(i.Filter3MinParam);
            Filter3MaxParam.Copy(i.Filter3MaxParam);
 
            OnPropertyChanged(nameof(Filter3Min));
            OnPropertyChanged(nameof(Filter3Max));
 
            Filter3Color = i.Filter3Color;
 
            Filter3Alert.Copy(i.Filter3Alert, !style);
 
            OnPropertyChanged(nameof(Filter3Alert));
 
            base.CopyTemplate(indicator, style);
        }
    }
}