module HQuant.Technical where

import Data.List 
--import Data.Time.Calendar (Day)
import HQuant.History
import Data.Maybe
--import Control.Arrow
--import Control.Monad
--import Data.Graph.Inductive.Query.Monad

-- http://www.cs.ou.edu/cs1323h/handouts/suppliedSoftware/NumericUtilities.lhs
-- standardDeviation :: Doubleing num => [num] -> num
-- standardDeviation samples =
--   (sqrt . average . map deviationSquared) samples
--   where
--   mu = average samples 
--   deviationSquared x = abs(x - mu)^2

-- bollingerBand h l c =
--   (up, mid, low) 
--   where
--     tp = typicalPrice  h l c
--     mid = smaDouble 20 tp
--     up = mid + standardDeviation 
--     low = mid + standardDeviation 
     
--pday :: Period -> Day
--pday (PDay d) = d
--typicalPrice h l c = (h+l+c)/3
assertForwardHistory :: [HistoryLine] -> [HistoryLine]
assertForwardHistory  hs = hs
--assertForwardHistory hs = if 
--assert False x = error "assertion failed!"

simpleMovingAverage ::  Int -> [HistoryLine] -> [PlotPoint]
simpleMovingAverage nperiods hs = reverse $ catMaybes $ mapPlot (hsSma nperiods) $ reverse hs

hsSma :: Int -> [HistoryLine] -> Maybe PlotPoint
hsSma n hs = if length hs >= n then Just $ averagePlotPoints n (hClosePlotN n hs) else Nothing

historyPeriod :: HistoryLine -> Period
historyPeriod h = PDay (HQuant.History.hdate h)

mapPlot :: ([HistoryLine] -> Maybe PlotPoint) ->  [HistoryLine] -> [Maybe PlotPoint]
mapPlot _  []               =  []
mapPlot f hs            =  f hs : mapPlot f (tail hs)

mapPlot2 :: ([HistoryLine] -> Maybe PlotPoint) ->  [HistoryLine] -> [Maybe PlotPoint]
mapPlot2 _  []               =  []
mapPlot2 f hs            =  f hs : mapPlot2 f (tail hs)

foldPlot :: (Double -> Double -> Double) -> Double -> [PlotPoint] ->  Double
foldPlot _ z []     =  z                 -- if the list is empty, the result is the initial value
foldPlot f z (x:xs) = foldPlot f (f z (plotPrice x)) xs -- if not, we recurse immediately, making the new initial value the result

averagePlotPoints :: Int -> [PlotPoint] -> PlotPoint
averagePlotPoints n fs = PlotPoint (plotPeriod $ head fs) ((*) (1.0/(fromIntegral n)) ( foldPlot (+) 0 fs) )

hClosePlotN :: Int -> [HistoryLine] -> [PlotPoint]
hClosePlotN n hs = map (\h -> PlotPoint (historyPeriod h) (close h)) $ take n hs