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/*
  The MIT License (MIT)

  Copyright (c) 2014-2017 Marc de Verdelhan & respective authors (see AUTHORS)

  Permission is hereby granted, free of charge, to any person obtaining a copy of
  this software and associated documentation files (the "Software"), to deal in
  the Software without restriction, including without limitation the rights to
  use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
  the Software, and to permit persons to whom the Software is furnished to do so,
  subject to the following conditions:

  The above copyright notice and this permission notice shall be included in all
  copies or substantial portions of the Software.

  THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
  IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
  FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
  COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
  IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
  CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 */
package ta4jexamples.analysis;

import org.jfree.chart.ChartFactory;
import org.jfree.chart.ChartPanel;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.DateAxis;
import org.jfree.chart.axis.NumberAxis;
import org.jfree.chart.plot.XYPlot;
import org.jfree.chart.renderer.xy.StandardXYItemRenderer;
import org.jfree.data.time.Minute;
import org.jfree.data.time.TimeSeriesCollection;
import org.jfree.ui.ApplicationFrame;
import org.jfree.ui.RefineryUtilities;
import org.ta4j.core.*;
import org.ta4j.core.analysis.CashFlow;
import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
import ta4jexamples.loaders.CsvTradesLoader;
import ta4jexamples.strategies.MovingMomentumStrategy;

import java.awt.*;
import java.text.SimpleDateFormat;
import java.util.Date;

/**
 * This class builds a graphical chart showing the cash flow of a strategy.
 */
public class CashFlowToChart {

    /**
     * Builds a JFreeChart time series from a Ta4j time series and an indicator.
     * @param barseries the ta4j time series
     * @param indicator the indicator
     * @param name the name of the chart time series
     * @return the JFreeChart time series
     */
    private static org.jfree.data.time.TimeSeries buildChartTimeSeries(TimeSeries barseries, Indicator indicator, String name) {
        org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(name);
        for (int i = 0; i < barseries.getBarCount(); i++) {
            Bar bar = barseries.getBar(i);
            chartTimeSeries.add(new Minute(new Date(bar.getEndTime().toEpochSecond() * 1000)), indicator.getValue(i).doubleValue());
        }
        return chartTimeSeries;
    }

    /**
     * Adds the cash flow axis to the plot.
     * @param plot the plot
     * @param dataset the cash flow dataset
     */
    private static void addCashFlowAxis(XYPlot plot, TimeSeriesCollection dataset) {
        final NumberAxis cashAxis = new NumberAxis("Cash Flow Ratio");
        cashAxis.setAutoRangeIncludesZero(false);
        plot.setRangeAxis(1, cashAxis);
        plot.setDataset(1, dataset);
        plot.mapDatasetToRangeAxis(1, 1);
        final StandardXYItemRenderer cashFlowRenderer = new StandardXYItemRenderer();
        cashFlowRenderer.setSeriesPaint(0, Color.blue);
        plot.setRenderer(1, cashFlowRenderer);
    }

    /**
     * Displays a chart in a frame.
     * @param chart the chart to be displayed
     */
    private static void displayChart(JFreeChart chart) {
        // Chart panel
        ChartPanel panel = new ChartPanel(chart);
        panel.setFillZoomRectangle(true);
        panel.setMouseWheelEnabled(true);
        panel.setPreferredSize(new Dimension(1024, 400));
        // Application frame
        ApplicationFrame frame = new ApplicationFrame("Ta4j example - Cash flow to chart");
        frame.setContentPane(panel);
        frame.pack();
        RefineryUtilities.centerFrameOnScreen(frame);
        frame.setVisible(true);
    }

    public static void main(String[] args) {

        // Getting the time series
        TimeSeries series = CsvTradesLoader.loadBitstampSeries();
        // Building the trading strategy
        Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
        // Running the strategy
        TimeSeriesManager seriesManager = new TimeSeriesManager(series);
        TradingRecord tradingRecord = seriesManager.run(strategy);
        // Getting the cash flow of the resulting trades
        CashFlow cashFlow = new CashFlow(series, tradingRecord);

        /*
          Building chart datasets
         */
        TimeSeriesCollection datasetAxis1 = new TimeSeriesCollection();
        datasetAxis1.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)"));
        TimeSeriesCollection datasetAxis2 = new TimeSeriesCollection();
        datasetAxis2.addSeries(buildChartTimeSeries(series, cashFlow, "Cash Flow"));

        /*
          Creating the chart
         */
        JFreeChart chart = ChartFactory.createTimeSeriesChart(
                "Bitstamp BTC", // title
                "Date", // x-axis label
                "Price", // y-axis label
                datasetAxis1, // data
                true, // create legend?
                true, // generate tooltips?
                false // generate URLs?
                );
        XYPlot plot = (XYPlot) chart.getPlot();
        DateAxis axis = (DateAxis) plot.getDomainAxis();
        axis.setDateFormatOverride(new SimpleDateFormat("MM-dd HH:mm"));

        /*
          Adding the cash flow axis (on the right)
         */
        addCashFlowAxis(plot, datasetAxis2);

        /*
          Displaying the chart
         */
        displayChart(chart);
    }
}