/*
 * SPDX-License-Identifier: MIT
 */
package ta4jexamples.strategies;

import org.apache.logging.log4j.LogManager;
import org.apache.logging.log4j.Logger;
import org.jfree.chart.JFreeChart;
import org.ta4j.core.BarSeries;
import org.ta4j.core.BaseStrategy;
import org.ta4j.core.Rule;
import org.ta4j.core.Strategy;
import org.ta4j.core.TradingRecord;
import org.ta4j.core.backtest.BarSeriesManager;
import org.ta4j.core.criteria.pnl.GrossReturnCriterion;
import org.ta4j.core.indicators.MACDIndicator;
import org.ta4j.core.indicators.StochasticOscillatorKIndicator;
import org.ta4j.core.indicators.averages.EMAIndicator;
import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
import org.ta4j.core.rules.CrossedDownIndicatorRule;
import org.ta4j.core.rules.CrossedUpIndicatorRule;
import org.ta4j.core.rules.OverIndicatorRule;
import org.ta4j.core.rules.UnderIndicatorRule;
import ta4jexamples.charting.workflow.ChartWorkflow;
import ta4jexamples.datasources.BitStampCsvTradesFileBarSeriesDataSource;

/**
 * Moving momentum strategy.
 *
 * @see <a href=
 *      "http://stockcharts.com/help/doku.php?id=chart_school:trading_strategies:moving_momentum">
 *      http://stockcharts.com/help/doku.php?id=chart_school:trading_strategies:moving_momentum</a>
 */
public class MovingMomentumStrategy {

    private static final Logger LOG = LogManager.getLogger(MovingMomentumStrategy.class);

    /**
     * @param series the bar series
     * @return the moving momentum strategy
     */
    public static Strategy buildStrategy(BarSeries series) {
        if (series == null) {
            throw new IllegalArgumentException("Series cannot be null");
        }

        ClosePriceIndicator closePrice = new ClosePriceIndicator(series);

        // The bias is bullish when the shorter-moving average moves above the longer
        // moving average.
        // The bias is bearish when the shorter-moving average moves below the longer
        // moving average.
        EMAIndicator shortEma = new EMAIndicator(closePrice, 9);
        EMAIndicator longEma = new EMAIndicator(closePrice, 26);

        StochasticOscillatorKIndicator stochasticOscillK = new StochasticOscillatorKIndicator(series, 14);

        MACDIndicator macd = new MACDIndicator(closePrice, 9, 26);
        EMAIndicator emaMacd = new EMAIndicator(macd, 18);

        // Entry rule
        Rule entryRule = new OverIndicatorRule(shortEma, longEma) // Trend
                .and(new CrossedDownIndicatorRule(stochasticOscillK, 20)) // Signal 1
                .and(new OverIndicatorRule(macd, emaMacd)); // Signal 2

        // Exit rule
        Rule exitRule = new UnderIndicatorRule(shortEma, longEma) // Trend
                .and(new CrossedUpIndicatorRule(stochasticOscillK, 80)) // Signal 1
                .and(new UnderIndicatorRule(macd, emaMacd)); // Signal 2

        String strategyName = "MovingMomentumStrategy";
        return new BaseStrategy(strategyName, entryRule, exitRule);
    }

    public static void main(String[] args) {

        // Getting the bar series
        BarSeries series = BitStampCsvTradesFileBarSeriesDataSource.loadBitstampSeries();

        // Building the trading strategy
        Strategy strategy = buildStrategy(series);

        // Running the strategy
        BarSeriesManager seriesManager = new BarSeriesManager(series);
        TradingRecord tradingRecord = seriesManager.run(strategy);
        LOG.debug(() -> strategy.toJson());
        LOG.debug("{}'s number of positions: {}", strategy.getName(), tradingRecord.getPositionCount());

        // Analysis
        var grossReturn = new GrossReturnCriterion().calculate(series, tradingRecord);
        LOG.debug("{}'s gross return: {}", strategy.getName(), grossReturn);

        ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
        EMAIndicator shortEma = new EMAIndicator(closePrice, 9);
        EMAIndicator longEma = new EMAIndicator(closePrice, 26);
        MACDIndicator macd = new MACDIndicator(closePrice, 9, 26);
        EMAIndicator emaMacd = new EMAIndicator(macd, 18);
        StochasticOscillatorKIndicator stochasticOscillK = new StochasticOscillatorKIndicator(series, 14);

        // Charting
        ChartWorkflow chartWorkflow = new ChartWorkflow();
        JFreeChart chart = chartWorkflow.builder()
                .withSeries(series)
                .withTradingRecordOverlay(tradingRecord)
                .withIndicatorOverlay(shortEma)
                .withIndicatorOverlay(longEma)
                .withSubChart(macd)
                .withIndicatorOverlay(emaMacd)
                .withSubChart(stochasticOscillK)
                .toChart();
        chartWorkflow.displayChart(chart);
        chartWorkflow.saveChartImage(chart, series, "moving-momentum-strategy", "temp/charts");
    }
}