'use strict';

const technicalindicators = require('technicalindicators');

const defaultOptions = {
  openKey: "open",
  closeKey: "close",
  lowKey: "low",
  highKey: "high",
  timestampISO8601Key: "timestamp",
  emaPeriod: 30,
  emaBuyRatio: 5e-3,
  emaSellRatio: 5e-3,
  macdFastPeriod: 5,
  macdSlowPeriod: 10,
  macdSignalPeriod: 7,
  williamsRPeriod: 20
};
function sliceToLength(arr, length) {
  return arr.slice(arr.length - length, arr.length);
}
function signal(candles, options = {}) {
  options = { ...defaultOptions, ...options };
  candles = candles.map((candle) => ({
    open: parseFloat(String(candle[options.openKey])),
    close: parseFloat(String(candle[options.closeKey])),
    low: parseFloat(String(candle[options.lowKey])),
    high: parseFloat(String(candle[options.highKey])),
    timestamp: String(candle[options.timestampISO8601Key])
  })).sort((a, b) => a.timestamp < b.timestamp ? -1 : a.timestamp > b.timestamp ? 1 : 0);
  const closes = candles.map((candle) => candle.close);
  let emas = technicalindicators.EMA.calculate({
    values: closes,
    period: options.emaPeriod
  });
  let macds = technicalindicators.MACD.calculate({
    values: closes,
    fastPeriod: options.macdFastPeriod,
    slowPeriod: options.macdSlowPeriod,
    signalPeriod: options.macdSignalPeriod,
    SimpleMAOscillator: false,
    SimpleMASignal: false
  });
  let williamsRs = technicalindicators.WilliamsR.calculate({
    high: candles.map((candle) => candle.high),
    low: candles.map((candle) => candle.low),
    close: closes,
    period: options.williamsRPeriod
  });
  const minLength = Math.min(candles.length, emas.length, macds.length, williamsRs.length);
  candles = sliceToLength(candles, minLength);
  emas = sliceToLength(emas, minLength);
  macds = sliceToLength(macds, minLength).map((macd, index) => ({
    ...macd,
    index
  }));
  williamsRs = sliceToLength(williamsRs, minLength);
  for (const macd of macds.slice(1)) {
    const macdStart = [macd.index - 1, macds[macd.index - 1].MACD];
    const macdEnd = [macd.index, macds[macd.index].MACD];
    const signalStart = [macd.index - 1, macds[macd.index - 1].signal];
    const signalEnd = [macd.index, macds[macd.index].signal];
    const det = (macdEnd[0] - macdStart[0]) * (signalEnd[1] - signalStart[1]) - (signalEnd[0] - signalStart[0]) * (macdEnd[1] - macdStart[1]);
    if (det !== 0) {
      const lambda = ((signalEnd[1] - signalStart[1]) * (signalEnd[0] - macdStart[0]) + (signalStart[0] - signalEnd[0]) * (signalEnd[1] - macdStart[1])) / det;
      const gamma = ((macdStart[1] - macdEnd[1]) * (signalEnd[0] - macdStart[0]) + (macdEnd[0] - macdStart[0]) * (signalEnd[1] - macdStart[1])) / det;
      if (lambda > 0 && lambda < 1 && gamma > 0 && gamma < 1) {
        macd.isIntersecting = true;
      }
    }
  }
  const emaBuys = emas.map((ema) => ema - ema * options.emaBuyRatio);
  const emaSells = emas.map((ema) => ema + ema * options.emaSellRatio);
  const signals = {};
  for (const { index } of macds.filter((macd) => macd.isIntersecting)) {
    if (williamsRs[index] >= -20 && candles[index].close >= emaSells[index]) {
      signals[index] = "sell";
    } else if (williamsRs[index] <= -80 && candles[index].close <= emaBuys[index]) {
      signals[index] = "buy";
    }
  }
  return macds.map((macd) => ({
    open: candles[macd.index].open,
    close: candles[macd.index].close,
    low: candles[macd.index].low,
    high: candles[macd.index].high,
    timestamp: candles[macd.index].timestamp,
    ema: emas[macd.index],
    emaBuy: emaBuys[macd.index],
    emaSell: emaSells[macd.index],
    macd: macd.MACD,
    macdSignal: macd.signal,
    macdHistogram: macd.histogram,
    williamsR: williamsRs[macd.index],
    isIntersecting: macd.isIntersecting,
    signal: signals[macd.index] ?? "hold"
  }));
}

exports.signal = signal;