from pathlib import Path
import indicator as ind
import download as dl
import signals as si
import datetime

#/Users/apple/Desktop/uci/ics32 /API_KEY.txt
#https://www.alphavantage.co
#TR <1.5 >0.5

'''
/Users/apple/Desktop/uci/ics32 /API_KEY.txt
https://www.alphavantage.co
MSFT
2019-12-01
2019-12-25
MP 10'''

def read_api_path() -> str:

    input_path = input()
    api_path = Path(input_path)

    with open(api_path, 'r') as f1:
        contents = f1.read()
        f1.close()
    return contents


def input_url() -> str:
    url = input()
    return url

def input_symbol() -> str:
    symbol = input()
    return symbol


def get_time_range(start,end) -> int:

    date1 = datetime.date.fromisoformat(start)
    date2 = datetime.date.fromisoformat(end)

    daydiff = date2.weekday() - date1.weekday()

    days = int(((date2 - date1).days - daydiff) / 7 * 5 + min(daydiff, 5) - (max(date2.weekday() - 4, 0) % 5))
    return days


def print_result(sym,day_range,strategy):
    print(sym)
    print(day_range)
    print(strategy)
    print('Date\tOpen\tHigh\tLow\tClose\tVolume\tIndicator\tBuy?\tSell?')

def truerange_ind(info,smaller,bigger):
    list_indicator = []
    list_indicator.append('')
    for i in range(1,len(info)):
        high = float(info[i].high)
        low = float(info[i].low)
        close = float(info[i-1].close)

        a = ind.TrueRange(high,low,close)
        tr = a.indicator()
        info[i].setIndicator(tr)
        list_indicator.append(tr)
    return list_indicator


def truerange_sig(list_ind,smaller,bigger):
    list_signals = ['']
    for i in list_ind[1:]:
        b = si.TrueRange(i,smaller,bigger)
        list = b.signal
        list_signals.append(list)
    return list_signals


def Mp_ind(info,days):
    cur_day_close = []
    previous_day_close = []
    pre1_close = []
    pre1_avg_close = []
    for i in range(len(info)):
        if i >= int(days) - 1:
            for x in range(i - int(days) + 1):
                close = float(info[x].close)
                c = ind.MP(info,days)
                avg_close = c.indicator()
                info[x].setIndicator(avg_close)
                cur_day_close.append(close)
                previous_day_close.append(avg_close)
                #for x in range(i - int(days)):
                #close1 = float(info[x].close)
                #c = ind.MP(info,days)
                #avg_close1 = c.indicator()
                #info[x].setIndicator(avg_close1)
                #pre1_avg_close.append(avg_close1)
                #pre1_close.append(close1)
    list1 = [cur_day_close , previous_day_close]
    return list1


def Mp_sig(list):
    list_signals = []
    for i in list:
        d = si.MP(list)
        list = d.signal()
        list_signals.append(list)
    return list_signals




def print_board(info,ind,sigs):
    for i in range(len(info)):
        date = info[i].date
        open = info[i].open
        high = info[i].high
        low = info[i].low
        close = info[i].close
        volume = info[i].volume
        ind1 = str(ind[i])
        if len(sigs[i]) == 0:
            signal = ''
        elif len(sigs[i]) == 1 and sigs[i][0] == 'BUY':
            signal = 'BUY' + '\t'
        elif len(sigs[i]) == 1 and sigs[i][0] == 'SELL':
            signal = '\t' + 'SELL'
        elif len(sigs[i]) == 2:
            signal = 'BUY' + '\t' + 'SELL'
        print(f'{date}\t{open}\t{high}\t{low}\t{close}\t{volume}\t{ind1}\t{signal}')

if __name__ == '__main__':
    apikey = read_api_path()
    partial_url = input_url()
    symbol = input_symbol()
    start_date = input()
    end_date = input()
    time_range = get_time_range(start_date, end_date) + 1

    ind_strategy = input()
    full_url = dl.build_search_url(apikey,partial_url,symbol,ind_strategy)
    jason_return = dl.get_result(full_url)
    info = dl.process_info(jason_return,start_date,end_date)
    print(info)

    command = ind_strategy[0:2]
    if command == 'TR':
        command1, smaller, bigger = ind_strategy.split(' ')
        list_tr = truerange_ind(info,smaller,bigger)
        signals = truerange_sig(list_tr,float(smaller[1:]),float(bigger[1:]))
        print_result(symbol, time_range, ind_strategy)
        print_board(info,list_tr,signals)

    elif command == 'MP':
        command1, day_num = ind_strategy.split(' ')
        list_mp = Mp_ind(info,day_num)
        signals = Mp_sig(list_mp)
        print(signals)
        print_result(symbol, time_range, ind_strategy)
        print_board(info,list_mp,signals)

    elif command == 'DP':
        command1, days , buy, sell = ind_strategy.split(' ')