market-data 0.5.1

use crate::{Interval, Series};
use serde::{Deserialize, Serialize};
use std::collections::{HashMap, VecDeque};
use std::fmt;

use self::{
    bollinger::calculate_bollinger_bands,
    ema::{calculate_ema, calculate_ema_slice},
    macd::calculate_macd,
    rsi::calculate_rsi,
    sma::calculate_sma,
    stochastic::calculate_stochastic,
};

pub(crate) mod bollinger;
pub(crate) mod ema;
pub(crate) mod macd;
pub(crate) mod rsi;
pub(crate) mod sma;
pub(crate) mod stochastic;

/// Type alias for indicators that return three values (e.g., MACD, Bollinger Bands)
pub type TripleIndicatorData = (VecDeque<f32>, VecDeque<f32>, VecDeque<f32>);

/// Holds the MarketSeries + the calculation for the supported indicators
#[derive(Debug, Serialize, Deserialize)]
pub struct EnhancedMarketSeries {
    /// holds symbol like: "GOOGL"
    pub symbol: String,
    /// inteval from intraday to monthly
    pub interval: Interval,
    /// the original series downloaded and parsed from publishers
    pub series: Vec<Series>,
    /// the request for technical indicators
    pub asks: Vec<Ask>,
    /// calculated indicators
    pub indicators: Indicators,
}

#[derive(Debug, Serialize, Deserialize)]
pub enum Ask {
    Sma(usize),
    Ema(usize),
    Rsi(usize),
    Stochastic(usize),
    Macd(usize, usize, usize),
    Bb(usize, usize),
}

/// It is part of the EnhancedMarketSeries struct
#[derive(Debug, Default, Serialize, Deserialize)]
pub struct Indicators {
    /// Simple Moving Average
    pub sma: HashMap<String, VecDeque<f32>>,
    /// Exponential Moving Average
    pub ema: HashMap<String, VecDeque<f32>>,
    /// Relative Strength Index
    pub rsi: HashMap<String, VecDeque<f32>>,
    ///  Stochastic Oscillator
    pub stochastic: HashMap<String, VecDeque<f32>>,
    /// Moving average convergence/divergence (MACD)
    pub macd: HashMap<String, TripleIndicatorData>,
    /// Bollinger Band (BB)
    pub bb: HashMap<String, TripleIndicatorData>,
}

impl EnhancedMarketSeries {
    /// Simple Moving Average, a period must be provided over which it will be calculated
    pub fn with_sma(mut self, period: usize) -> Self {
        self.asks.push(Ask::Sma(period));
        self
    }

    /// Exponential Moving Average, a period must be provided over which it will be calculated
    pub fn with_ema(mut self, period: usize) -> Self {
        self.asks.push(Ask::Ema(period));
        self
    }

    /// Relative Strength Index, a period must be provided over which it will be calculated
    pub fn with_rsi(mut self, period: usize) -> Self {
        self.asks.push(Ask::Rsi(period));
        self
    }

    /// Stochastic Oscillator, a period must be provided over which it will be calculated
    pub fn with_stochastic(mut self, period: usize) -> Self {
        self.asks.push(Ask::Stochastic(period));
        self
    }

    /// Moving average convergence/divergence (MACD), a fast, slow & signal EMA values should be provided, default (12, 26, 9)
    pub fn with_macd(mut self, fast: usize, slow: usize, signal: usize) -> Self {
        self.asks.push(Ask::Macd(fast, slow, signal));
        self
    }

    /// Bollinger Bands (BB), the period & standard deviation values should be provided, like (20, 2)
    pub fn with_bb(mut self, period: usize, std_dev: usize) -> Self {
        self.asks.push(Ask::Bb(period, std_dev));
        self
    }

    /// Calculate the indicators and populate within the EnhancedMarketSeries struct
    pub fn calculate(mut self) -> Self {
        let series = self.series.clone();
        for ind in self.asks.iter() {
            match ind {
                Ask::Sma(period) => {
                    let calc_sma = calculate_sma(&series, *period);
                    self.indicators
                        .sma
                        .insert(format!("SMA {}", period), calc_sma);
                }

                Ask::Ema(period) => {
                    let calc_ema = calculate_ema(&series, *period);
                    self.indicators
                        .ema
                        .insert(format!("EMA {}", period), calc_ema);
                }

                Ask::Rsi(period) => {
                    let calc_rsi = calculate_rsi(&series, *period);
                    self.indicators
                        .rsi
                        .insert(format!("RSI {}", period), calc_rsi);
                }

                Ask::Stochastic(period) => {
                    let calc_stoch = calculate_stochastic(&series, *period);
                    self.indicators
                        .stochastic
                        .insert(format!("STO {}", period), calc_stoch);
                }

                Ask::Macd(fast, slow, signal) => {
                    let (calc_macd, calc_signal, calc_histogram) =
                        calculate_macd(&series, *fast, *slow, *signal);

                    self.indicators.macd.insert(
                        format!("MACD ({}, {}, {})", fast, slow, signal),
                        (calc_macd, calc_signal, calc_histogram),
                    );
                }
                Ask::Bb(period, std_dev) => {
                    let (upper_band, mid_band, lower_band) =
                        calculate_bollinger_bands(&series, *period, *std_dev);

                    self.indicators.bb.insert(
                        format!("BB ({}, {})", period, std_dev),
                        (upper_band, mid_band, lower_band),
                    );
                }
            }
        }

        self
    }
}

impl fmt::Display for Ask {
    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
        match self {
            Ask::Sma(period) => write!(f, "SMA({})", period),
            Ask::Ema(period) => write!(f, "EMA({})", period),
            Ask::Rsi(period) => write!(f, "RSI({})", period),
            Ask::Macd(fast, slow, signal) => write!(f, "MACD({}, {}, {})", fast, slow, signal),
            Ask::Stochastic(period) => write!(f, "STO({})", period),
            Ask::Bb(period, std_dev) => write!(f, "BB({}, {})", period, std_dev),
        }
    }
}

impl fmt::Display for EnhancedMarketSeries {
    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
        writeln!(
            f,
            "EnhancedMarketSeries: Symbol = {}, Interval = {}, Requested Indicators: {:?}",
            self.symbol, self.interval, self.asks
        )?;
        writeln!(f, "{:-<120}", "")?;

        for (i, series) in self.series.iter().enumerate() {
            let mut row = format!(
                "DateTime: {}, O: {:.2}, C: {:.2}, H: {:.2}, L: {:.2}, V: {:.0}",
                series.datetime, series.open, series.close, series.high, series.low, series.volume
            );

            // Add SMA values
            for (name, values) in &self.indicators.sma {
                if let Some(val) = values.get(i) {
                    row.push_str(&format!(" | {}: {:.2}", name, val));
                }
            }

            // Add EMA values
            for (name, values) in &self.indicators.ema {
                if let Some(val) = values.get(i) {
                    row.push_str(&format!(" | {}: {:.2}", name, val));
                }
            }

            // Add RSI values
            for (name, values) in &self.indicators.rsi {
                if let Some(val) = values.get(i) {
                    row.push_str(&format!(" | {}: {:.2}", name, val));
                }
            }

            // Add Stochastic values
            for (name, values) in &self.indicators.stochastic {
                if let Some(val) = values.get(i) {
                    row.push_str(&format!(" | {}: {:.2}", name, val));
                }
            }

            // Add MACD values
            for (name, (m, s, h)) in &self.indicators.macd {
                if let (Some(mv), Some(sv), Some(hv)) = (m.get(i), s.get(i), h.get(i)) {
                    row.push_str(&format!(" | {}: {:.2}/{:.2}/{:.2}", name, mv, sv, hv));
                }
            }

            // Add Bollinger Band values
            for (name, (u, m, l)) in &self.indicators.bb {
                if let (Some(uv), Some(mv), Some(lv)) = (u.get(i), m.get(i), l.get(i)) {
                    row.push_str(&format!(" | {}: {:.2}/{:.2}/{:.2}", name, uv, mv, lv));
                }
            }

            writeln!(f, "{}", row)?;
        }

        Ok(())
    }
}