/*
 * Copyright (c) 2004-2011 Marco Maccaferri and others.
 * All rights reserved. This program and the accompanying materials
 * are made available under the terms of the Eclipse Public License v1.0
 * which accompanies this distribution, and is available at
 * http://www.eclipse.org/legal/epl-v10.html
 *
 * Contributors:
 *     Marco Maccaferri - initial API and implementation
 */

package org.eclipsetrader.core.feed;

import java.util.Calendar;
import java.util.Date;
import java.util.Observable;

/**
 * General purpose bar generator.
 *
 * @since 1.0
 */
public class BarGenerator extends Observable {

    private TimeSpan timeSpan;

    Date dateOpen;
    Double open;
    Double high;
    Double low;
    Double close;
    Long volume;

    Date dateClose;
    private Calendar calendar = Calendar.getInstance();

    /**
     * Constructs a new instance of the generator using the given time span to aggregate trades.
     *
     * @param timeSpan the aggregation time span.
     */
    public BarGenerator(TimeSpan timeSpan) {
        this.timeSpan = timeSpan;
    }

    /**
     * Adds a new trade to the current bar.
     * <p>If the new trade causes a pending bar to close (the trade time is past the expected close time)
     * the method returns the closed bar, otherwise it returns <code>null</code>.</p>
     *
     * @param trade the trade to add.
     */
    public void addTrade(ITrade trade) {
        if (trade.getTime() == null) {
            return;
        }

        calendar.setTime(trade.getTime());
        calendar.set(Calendar.SECOND, 0);
        calendar.set(Calendar.MILLISECOND, 0);

        if (dateOpen != null && dateClose != null) {
            Date time = calendar.getTime();

            if (!time.before(dateOpen) && time.before(dateClose)) {
                if (high == null || trade.getPrice() > high) {
                    high = trade.getPrice();
                }
                if (low == null || trade.getPrice() < low) {
                    low = trade.getPrice();
                }
                close = trade.getPrice();

                if (trade.getSize() != null) {
                    volume = volume != null ? volume + trade.getSize() : trade.getSize();
                }
            }

            if (!time.before(dateClose)) {
                setChanged();
                notifyObservers(new Bar(dateOpen, timeSpan, open, high, low, close, volume));
                dateOpen = null;
            }
        }

        if (dateOpen == null) {
            int round = calendar.get(Calendar.MINUTE) % timeSpan.getLength();
            calendar.add(Calendar.MINUTE, -round);
            dateOpen = calendar.getTime();
            calendar.add(Calendar.MINUTE, timeSpan.getLength());
            dateClose = calendar.getTime();

            open = trade.getPrice();
            high = trade.getPrice();
            low = trade.getPrice();
            close = trade.getPrice();
            volume = trade.getSize();

            setChanged();
            notifyObservers(new BarOpen(dateOpen, timeSpan, open));
        }
    }

    /**
     * Forces the current pending bar to close.
     */
    public void forceBarClose() {
        if (dateOpen == null) {
            return;
        }

        setChanged();
        notifyObservers(new Bar(dateOpen, timeSpan, open, high, low, close, volume));

        dateOpen = null;
    }

    /**
     * Gets if the there is a pending bar that is expired (current time is past the expected
     * close time).
     *
     * @return <code>true</code> if there is a pending expired bar.
     */
    public boolean isBarExpired() {
        if (dateOpen == null || dateClose == null) {
            return false;
        }
        return new Date().after(dateClose);
    }
}