kestrel-chartkit 0.11.3

use std::collections::HashMap;

use crate::model::Bar;

use super::divergence::SlopeDivergence;
use super::smoothing::{crossed_over, crossed_under, ExtremeWindow, Rma, Sma};
use super::{Indicator, IndicatorAlert, IndicatorOutput};

/// Stochastic RSI with a smoothed %K and a %D signal.
///
/// The raw Wilder RSI over `rsi_len` changes — not the smoothed line of [`super::rsi::Rsi`] — is
/// placed in the range of its last `stoch_len` values, `100 * (rsi - min) / (max - min)`, `50` for a
/// flat range. `value` is `%K`, an `SMA(k_len)` of that; `extra["signal"]` is `%D`, an
/// `SMA(d_len)` of `%K`; both clamped to `0..=100`. A context line over longer windows serves the
/// divergence alerts.
///
/// First output: with the `rsi_len + stoch_len + k_len - 1`-th bar. [`Indicator::reset`] clears all
/// state.
pub struct StochRsi {
    mid_line: f64,
    oversold: f64,
    overbought: f64,
    require_extreme_zone: bool,

    prev_close: Option<f64>,
    avg_gain: Rma,
    avg_loss: Rma,
    stoch_window: ExtremeWindow,
    k_avg: Sma,
    signal_avg: Sma,
    extreme_window: ExtremeWindow,
    prev_k_line: Option<f64>,
    prev_signal: Option<f64>,
    bars_seen: usize,
    warmup_period: usize,

    ctx_avg_gain: Rma,
    ctx_avg_loss: Rma,
    ctx_stoch_window: ExtremeWindow,
    ctx_k_avg: Sma,
    ctx_bars_seen: usize,
    ctx_warmup_period: usize,
    divergence: SlopeDivergence,

    alerts: StochRsiAlerts,
}

#[derive(Debug, Clone, Copy, PartialEq, Default)]
pub struct StochRsiAlerts {
    pub bull_extreme: bool,
    pub bear_extreme: bool,
    pub bull_mid_cross: bool,
    pub bear_mid_cross: bool,
    pub bull_divergence: bool,
    pub bear_divergence: bool,
    pub extreme_strength: f64,
    pub divergence_strength: f64,
}

impl StochRsi {
    #[allow(clippy::too_many_arguments)]
    pub fn new(
        rsi_len: usize,
        stoch_len: usize,
        k_len: usize,
        d_len: usize,
        mid_line: f64,
        overbought: f64,
        oversold: f64,
        lookback_extreme: usize,
        require_extreme_zone: bool,
        ctx_rsi_len: usize,
        ctx_stoch_len: usize,
        div_len: usize,
        div_min: f64,
    ) -> Self {
        Self {
            mid_line,
            oversold,
            overbought,
            require_extreme_zone,
            prev_close: None,
            avg_gain: Rma::new(rsi_len),
            avg_loss: Rma::new(rsi_len),
            stoch_window: ExtremeWindow::new(stoch_len),
            k_avg: Sma::new(k_len),
            signal_avg: Sma::new(d_len),
            extreme_window: ExtremeWindow::new(lookback_extreme),
            prev_k_line: None,
            prev_signal: None,
            bars_seen: 0,
            warmup_period: rsi_len + 1 + stoch_len.saturating_sub(1) + k_len.saturating_sub(1),
            ctx_avg_gain: Rma::new(ctx_rsi_len),
            ctx_avg_loss: Rma::new(ctx_rsi_len),
            ctx_stoch_window: ExtremeWindow::new(ctx_stoch_len),
            ctx_k_avg: Sma::new(k_len),
            ctx_bars_seen: 0,
            ctx_warmup_period: ctx_rsi_len
                + 1
                + ctx_stoch_len.saturating_sub(1)
                + k_len.saturating_sub(1),
            divergence: SlopeDivergence::new(div_len, div_min),
            alerts: StochRsiAlerts::default(),
        }
    }

    pub fn with_defaults() -> Self {
        Self::new(14, 14, 3, 3, 50.0, 80.0, 20.0, 5, true, 50, 50, 4, 10.0)
    }
}

impl Indicator for StochRsi {
    fn name(&self) -> &str {
        "stoch_rsi"
    }

    fn warmup_period(&self) -> usize {
        self.warmup_period.max(self.ctx_warmup_period)
    }

    fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput> {
        self.alerts = StochRsiAlerts::default();
        self.bars_seen += 1;

        let close = bar.close;
        let prev_close = match self.prev_close {
            None => {
                self.prev_close = Some(close);
                return None;
            }
            Some(p) => p,
        };
        self.prev_close = Some(close);

        let change = close - prev_close;
        let gain = change.max(0.0);
        let loss = (-change).max(0.0);

        self.ctx_bars_seen += 1;
        let ctx_line = match (
            self.ctx_avg_gain.update(gain),
            self.ctx_avg_loss.update(loss),
        ) {
            (Some(ctx_avg_gain), Some(ctx_avg_loss)) => {
                let ctx_rsi = if ctx_avg_gain == 0.0 && ctx_avg_loss == 0.0 {
                    50.0
                } else if ctx_avg_loss == 0.0 {
                    100.0
                } else if ctx_avg_gain == 0.0 {
                    0.0
                } else {
                    100.0 - 100.0 / (1.0 + ctx_avg_gain / ctx_avg_loss)
                };
                self.ctx_stoch_window.push(ctx_rsi).and_then(|(low, high)| {
                    let ctx_stoch_raw = if high > low {
                        100.0 * (ctx_rsi - low) / (high - low)
                    } else {
                        50.0
                    };
                    self.ctx_k_avg.update(ctx_stoch_raw)
                })
            }
            _ => None,
        };

        let (avg_gain, avg_loss) = match (self.avg_gain.update(gain), self.avg_loss.update(loss)) {
            (Some(g), Some(l)) => (g, l),
            _ => return None,
        };

        let rsi = if avg_gain == 0.0 && avg_loss == 0.0 {
            50.0
        } else if avg_loss == 0.0 {
            100.0
        } else if avg_gain == 0.0 {
            0.0
        } else {
            100.0 - 100.0 / (1.0 + avg_gain / avg_loss)
        };

        let (low, high) = self.stoch_window.push(rsi)?;
        let stoch_raw = if high > low {
            (100.0 * (rsi - low) / (high - low)).clamp(0.0, 100.0)
        } else {
            50.0
        };

        let k_line = self.k_avg.update(stoch_raw)?.clamp(0.0, 100.0);
        let signal = self.signal_avg.update(k_line)?.clamp(0.0, 100.0);

        let extreme = self.extreme_window.push(k_line);
        let was_oversold = extreme
            .map(|(low, _)| low <= self.oversold)
            .unwrap_or(false);
        let was_overbought = extreme
            .map(|(_, high)| high >= self.overbought)
            .unwrap_or(false);

        if let (Some(prev_k), Some(prev_sig)) = (self.prev_k_line, self.prev_signal) {
            let bull_cross = crossed_over(prev_k, prev_sig, k_line, signal);
            let bear_cross = crossed_under(prev_k, prev_sig, k_line, signal);
            self.alerts.bull_extreme = bull_cross && (!self.require_extreme_zone || was_oversold);
            self.alerts.bear_extreme = bear_cross && (!self.require_extreme_zone || was_overbought);
            self.alerts.bull_mid_cross = crossed_over(prev_k, self.mid_line, k_line, self.mid_line);
            self.alerts.bear_mid_cross =
                crossed_under(prev_k, self.mid_line, k_line, self.mid_line);

            self.alerts.extreme_strength = if self.alerts.bull_extreme {
                let lowest = extreme.map(|(low, _)| low).unwrap_or(k_line);
                ((self.oversold - lowest) / self.oversold.abs()).clamp(0.0, 1.0)
            } else if self.alerts.bear_extreme {
                let highest = extreme.map(|(_, high)| high).unwrap_or(k_line);
                ((highest - self.overbought) / self.overbought.abs()).clamp(0.0, 1.0)
            } else {
                0.0
            };
        }
        self.prev_k_line = Some(k_line);
        self.prev_signal = Some(signal);

        let mut extra = HashMap::new();
        extra.insert("signal".to_string(), signal);
        if let Some(ctx_line) = ctx_line {
            let div = self.divergence.update(k_line, ctx_line);
            self.alerts.bull_divergence = div.bull;
            self.alerts.bear_divergence = div.bear;
            self.alerts.divergence_strength = if div.bull || div.bear {
                ((div.fast_dir.abs() - self.divergence.div_min()) / self.divergence.div_min())
                    .clamp(0.0, 1.0)
            } else {
                0.0
            };
            extra.insert("ctx".to_string(), ctx_line);
        }

        Some(IndicatorOutput::with_extra(k_line, extra))
    }

    fn reset(&mut self) {
        self.prev_close = None;
        self.avg_gain.reset();
        self.avg_loss.reset();
        self.stoch_window.reset();
        self.k_avg.reset();
        self.signal_avg.reset();
        self.extreme_window.reset();
        self.prev_k_line = None;
        self.prev_signal = None;
        self.bars_seen = 0;
        self.ctx_avg_gain.reset();
        self.ctx_avg_loss.reset();
        self.ctx_stoch_window.reset();
        self.ctx_k_avg.reset();
        self.ctx_bars_seen = 0;
        self.divergence.reset();
        self.alerts = StochRsiAlerts::default();
    }

    fn alerts(&self) -> Vec<IndicatorAlert> {
        let a = self.alerts;
        let mut out = Vec::new();
        if a.bull_extreme {
            out.push(IndicatorAlert {
                kind: "bull_extreme".to_string(),
                note: "SRSI · BULL CROSS OVERSOLD".to_string(),
                strength: a.extreme_strength,
            });
        }
        if a.bear_extreme {
            out.push(IndicatorAlert {
                kind: "bear_extreme".to_string(),
                note: "SRSI · BEAR CROSS OVERBOUGHT".to_string(),
                strength: a.extreme_strength,
            });
        }
        if a.bull_mid_cross {
            out.push(IndicatorAlert {
                kind: "bull_mid_cross".to_string(),
                note: "SRSI · CROSS ABOVE 50".to_string(),
                strength: 1.0,
            });
        }
        if a.bear_mid_cross {
            out.push(IndicatorAlert {
                kind: "bear_mid_cross".to_string(),
                note: "SRSI · CROSS BELOW 50".to_string(),
                strength: 1.0,
            });
        }
        if a.bull_divergence {
            out.push(IndicatorAlert {
                kind: "bull_divergence".to_string(),
                note: "STOCH RSI · BULL DIVERGENCE".to_string(),
                strength: a.divergence_strength,
            });
        }
        if a.bear_divergence {
            out.push(IndicatorAlert {
                kind: "bear_divergence".to_string(),
                note: "STOCH RSI · BEAR DIVERGENCE".to_string(),
                strength: a.divergence_strength,
            });
        }
        out
    }
}