#include "sierrachart.h"

SCSFExport CustomChartBarBuildingFunction(SCCustomChartBarInterfaceRef ChartBarInterface)
{
	// This is the bar building function which is used along with scsf_CustomChartBarsExample to build custom chart bars. This function tells Sierra Chart when to start a new bar and allows the custom study to make any necessary bar modifications and insert its own file records. 
	
	// It is Sierra Chart itself, which will combine the Intraday data records into bars and set the Date-Time, Open, High, Low, Last, Volume, Bid Volume, Ask Volume, and Volume at Price data for the chart bars.

	//This is set to 0 by Sierra Chart upon each entry into this function, but just setting it here for clarity.
	ChartBarInterface.StartNewBarFlag = 0;


	if (ChartBarInterface.IsDeterminingIfShouldStartNewBar)
	{
		//This flag is set to 1 and this function is called after the initial processing of the intraday file record but before it is added to the most recent chart bar.  Set ChartBarInterface.StartNewBarFlag to 1 to indicate to start a new bar or 0 to indicate not to start a new chart bar.

		// Below is an example of how a volume-based chart bar is built. Once the volume is equal to or greater than the volume specified through the study Input, then a new chart bar is indicated to be started. After a new bar is added, then ChartBarInterface.NewFileRecord is added to that bar.

		if (ChartBarInterface.BarHasBeenCutAtStartOfSession)
		{
			// This will be true when 'Chart >> Chart Settings >> New Bar at Session Start' is enabled and that condition has been met.
		}

		SCInputRef VolumeInput = ChartBarInterface.GetInput(0);
		const uint64_t CurrentBarVolume = (uint64_t)ChartBarInterface.GetChartBarValue(SC_VOLUME, ChartBarInterface.CurrentBarIndex);

		if (CurrentBarVolume >= VolumeInput.GetInt())
		{
			ChartBarInterface.StartNewBarFlag = 1;

			return;
		}

	}
	else if (ChartBarInterface.IsFinalProcessingAfterNewOrCurrentBar)
	{
		// This function is called and this flag is true after and Intraday file record is fully processed. This gives the custom study the ability to make any modifications to the most recent chart bar. Or theoretically any chart bar through the ChartBarInterface.GetChartBarValue() function.
		
		//This will be true when the first bar is added to the chart
		if (ChartBarInterface.IsFirstBarOfChart)
		{
			//perform initialization.
		}

		//Example to set the last trade price of the bar to the high of the bar after the bar is finished building.
		if (ChartBarInterface.IsNewChartBar)
		{
			if (ChartBarInterface.CurrentBarIndex >= 1)
			{
				ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex - 1) = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex - 1);
			}
		}

		return;
	}
	else if (ChartBarInterface.IsInsertFileRecordsProcessing)
	{
		
		// This function is called and this flag is true when there is a new intraday file record read and it has not yet been processed.  That new intraday file record is not provided, but this is an opportunity to perform a "split" operation on the most recent chart bar and break it up into smaller records by reducing its size and putting the excess into ChartBarInterface.NewRecordToInsert. 

		// Set ChartBarInterface.InsertNewRecord to 1 if ChartBarInterface.NewRecordToInsert has been filled out with a new record. In this case, it will be processed normally which means that this function will be called first with ChartBarInterface.IsDeterminingIfShouldStartNewBar set to 1, and again with ChartBarInterface.IsFinalProcessingAfterNewOrCurrentBar set to 1.
		
		// When the normal processing is done, this function will be called again with ChartBarInterface.IsInsertFileRecordsProcessing set to 1. If there is no further processing to do, then just return without doing anything further.

		// Generally the purpose of ChartBarInterface.IsInsertFileRecordsProcessing is to split bars which have been created from Intraday data records that are greater than 1 tick and also to perform splitting for Renko and Range bars when there are price gaps.

		//Splitting is a multi-iteration process. It is not done all at once. For example, if there is an existing chart bar with a range of 10, and it needs to be broken up into 9 additional bars with a range of 1 each, then the first step is to set its range to 1 and insert a new file record through ChartBarInterface.NewRecordToInsert with a range of 9.  When the standard  record processing is complete, this function is called again with  ChartBarInterface.IsInsertFileRecordsProcessing set to 1, and this process continues by putting the excess range, 8, back into ChartBarInterface.NewRecordToInsert until the process is complete. 
		
		//Internally Sierra Chart is going to divide up the volume among each chart bar evenly during the splitting process.

		
		
		return;
	}
}

/*============================================================================

----------------------------------------------------------------------------*/
SCSFExport scsf_CustomChartBarsExample(SCStudyInterfaceRef sc)
{
	SCInputRef Input_VolumePerBar = sc.Input[0];

	if (sc.SetDefaults)
	{
		// Set the configuration and defaults
		sc.GraphRegion = 0;
		sc.GraphName = "Custom Chart Bars Example";
		sc.UsesCustomChartBarFunction = 1;

		// This function is called from another thread.
		sc.fp_ACSCustomChartBarFunction = CustomChartBarBuildingFunction;

		sc.AutoLoop = 0;//Always use manual looping.

		//sc.MaintainAdditionalChartDataArrays = 1;
		//sc.AllocateAndNameRenkoChartBarArrays = 1;

		Input_VolumePerBar.Name = "Volume Per Bar";
		Input_VolumePerBar.SetInt(1000);
		Input_VolumePerBar.SetIntLimits(1, INT_MAX);

		return;
	}


	int& r_ChartDataReloadedFlag = sc.GetPersistentInt(CUSTOM_CHART_BAR_RELOAD_FLAG_KEY);

	if (r_ChartDataReloadedFlag == 0)
	{
		sc.FlagToReloadChartData = true;
		r_ChartDataReloadedFlag = 1;
	}

	// It is necessary for the study function which creates custom chart bars to detect changes with its own input settings and flag to reload data.

	const int VolumePerBar = Input_VolumePerBar.GetInt();

	int& r_PriorVolumePerBar = sc.GetPersistentInt(1);

	if (r_PriorVolumePerBar != 0 && r_PriorVolumePerBar != VolumePerBar)
		sc.FlagToReloadChartData = true;

	r_PriorVolumePerBar = VolumePerBar;

	// Set the graph name for this custom bar type.
	if (sc.IsFullRecalculation)
		sc.GraphName.Format("Custom Chart Bar Volume = %d", VolumePerBar);
}


/*============================================================================
Returns 1 for an up bar, and -1 for a down bar.  If the direction can not
be determined within the past 10 bars, this function will return 1 (up)
as the direction.
----------------------------------------------------------------------------*/
int GetRangeBarDirection(SCCustomChartBarInterfaceRef ChartBarInterface, int BarIndex) 
{
	int LastIndex = BarIndex;
	int NumIterations = 0;
	while (NumIterations < 10)
	{
		float& BarOpen = ChartBarInterface.GetChartBarValue(SC_OPEN, LastIndex);
		float& BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, LastIndex);
		
		// If the close is below the open, then the bar is down.
		if (BarLast < BarOpen)
		{
			// Down
			return -1;
		}

		// If the close is above the open, then the bar is up.
		if (BarLast > BarOpen)
		{
			// Up
			return 1;
		}

		// If the close is the same as the open, then we need to look at the
		// difference between the current close and the prior close.

		if (LastIndex < 1)
			break;

		float&  PriorBarLast = ChartBarInterface.GetChartBarValue(SC_LAST, LastIndex - 1);

		// If the current close is below the prior close, then the bar is
		// down.
		if (BarLast < PriorBarLast)
		{
			// Down
			return -1;
		}

		// If the current close is above the prior close, then the bar is up.
		if (BarLast > PriorBarLast)
		{
			// Up
			return 1;
		}

		// If the current close is the same as the prior close, repeat the
		// algorithm using the previous bar.
		--LastIndex;
		++NumIterations;
	}

	// Direction could not be determined, so always use up.
	return 1;
}
/*============================================================================

----------------------------------------------------------------------------*/
SCSFExport CustomRangeChartBarBuildingFunction(SCCustomChartBarInterfaceRef ChartBarInterface)
{
	ChartBarInterface.StartNewBarFlag = 0;

	SCInputRef RangeInput = ChartBarInterface.GetInput(0);
	float NeededRangeAsFloat = RangeInput.GetInt() * ChartBarInterface.TickSize;

	if (ChartBarInterface.IsDeterminingIfShouldStartNewBar)
	{

		if (ChartBarInterface.BarHasBeenCutAtStartOfSession)
		{
			// This will be true when 'Chart >> Chart Settings >> New Bar at Session Start' is enabled and that condition has been met.
		}

		int Direction = GetRangeBarDirection(ChartBarInterface, ChartBarInterface.CurrentBarIndex);


		float BarHigh = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex);
		float BarLow = ChartBarInterface.GetChartBarValue(SC_LOW, ChartBarInterface.CurrentBarIndex);
		
		if (Direction == 1)
		{
			BarHigh = max(BarHigh, ChartBarInterface.NewFileRecord.GetHigh());

			float Range = BarHigh - BarLow;

			if (Range > NeededRangeAsFloat)
				ChartBarInterface.StartNewBarFlag = 1;
		}
		else if (Direction == -1)
		{
			BarLow = min(BarLow, ChartBarInterface.NewFileRecord.GetLow());

			float Range = BarHigh - BarLow;

			if (Range > NeededRangeAsFloat)
				ChartBarInterface.StartNewBarFlag = 1;
		}
	}
	else if (ChartBarInterface.IsFinalProcessingAfterNewOrCurrentBar)
	{
		if (ChartBarInterface.IsNewChartBar && ChartBarInterface.CurrentBarIndex > 0)
		{
			int Direction = GetRangeBarDirection(ChartBarInterface, ChartBarInterface.CurrentBarIndex - 1);

			if (Direction == 1)
			{
				float& r_BarHigh = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex - 1);
				float& r_BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex - 1);

				r_BarLast = r_BarHigh;

			}
			else if (Direction == -1)
			{
				float& r_BarLow = ChartBarInterface.GetChartBarValue(SC_LOW, ChartBarInterface.CurrentBarIndex - 1);
				float& r_BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex - 1);

				r_BarLast = r_BarLow;
			}
		}
	}
	else if (ChartBarInterface.IsInsertFileRecordsProcessing)
	{

		// If the range of the last bar is greater than the range setting when
		// there is a new record.

		int Direction = GetRangeBarDirection(ChartBarInterface, ChartBarInterface.CurrentBarIndex);

		float& r_BarHigh = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex);
		float& r_BarLow = ChartBarInterface.GetChartBarValue(SC_LOW, ChartBarInterface.CurrentBarIndex);
		float& r_BarOpen = ChartBarInterface.GetChartBarValue(SC_OPEN, ChartBarInterface.CurrentBarIndex);
		float& r_BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex);

		float Range = r_BarHigh - r_BarLow;

		if (Range <= NeededRangeAsFloat)
		{
			ChartBarInterface.InsertNewRecord = 0;
			return;
		}

		// Create a new overflow record to take everything from the last bar that
		// does not fit in the range setting, depending on the direction of the
		// last bar.

		ChartBarInterface.InsertNewRecord = 1;

		if (Direction == 1)// Up
		{
			ChartBarInterface.NewRecordToInsert.High = r_BarHigh;
			ChartBarInterface.NewRecordToInsert.Close = r_BarLast;

			// Lower the high of the last bar so that the range of the last bar
			// is equal to the range setting.

			float NewHigh = r_BarLow + NeededRangeAsFloat;
			r_BarHigh = NewHigh;

			if (r_BarLast > r_BarHigh)
			{
				r_BarLast = r_BarHigh;
			}

			if (r_BarOpen > r_BarHigh)
			{
				r_BarOpen = r_BarHigh;
			}

			ChartBarInterface.NewRecordToInsert.Low = r_BarHigh;
			ChartBarInterface.NewRecordToInsert.Open = r_BarHigh + ChartBarInterface.TickSize;

			if (ChartBarInterface.NewRecordToInsert.Close < ChartBarInterface.NewRecordToInsert.Low)
				ChartBarInterface.NewRecordToInsert.Close = ChartBarInterface.NewRecordToInsert.Low;
		}
		else// Down
		{			

			ChartBarInterface.NewRecordToInsert.Low = r_BarLow;
			ChartBarInterface.NewRecordToInsert.Close = r_BarLast;

			// Raise the low of the last bar so that the range of the last bar is
			// equal to the range setting.

			float NewLow = r_BarHigh - NeededRangeAsFloat;

			r_BarLow = NewLow;


			if (r_BarLast < r_BarLow)
			{
				r_BarLast = r_BarLow;
			}

			if (r_BarOpen < r_BarLow)
			{
				r_BarOpen = r_BarLow;
			}

			ChartBarInterface.NewRecordToInsert.High = r_BarLow;
			ChartBarInterface.NewRecordToInsert.Open = r_BarLow - ChartBarInterface.TickSize;

			if (ChartBarInterface.NewRecordToInsert.Close > ChartBarInterface.NewRecordToInsert.High)
				ChartBarInterface.NewRecordToInsert.Close = ChartBarInterface.NewRecordToInsert.High;
		}
	}
}

/*============================================================================

----------------------------------------------------------------------------*/
SCSFExport scsf_CustomRangeChartBarsExample(SCStudyInterfaceRef sc)
{
	SCInputRef Input_RangePerBar = sc.Input[0];

	if (sc.SetDefaults)
	{
		// Set the configuration and defaults
		sc.GraphRegion = 0;
		sc.GraphName = "Custom Range Chart Bars Example";
		sc.UsesCustomChartBarFunction = 1;

		// This function is called from another thread.
		sc.fp_ACSCustomChartBarFunction = CustomRangeChartBarBuildingFunction;

		sc.AutoLoop = 0;//Always use manual looping.

		//sc.MaintainAdditionalChartDataArrays = 1;
		//sc.AllocateAndNameRenkoChartBarArrays = 1;

		Input_RangePerBar.Name = "Range Per Bar in Ticks";
		Input_RangePerBar.SetInt(10);
		Input_RangePerBar.SetIntLimits(1, INT_MAX);

		return;
	}


	int& r_ChartDataReloadedFlag = sc.GetPersistentInt(CUSTOM_CHART_BAR_RELOAD_FLAG_KEY);

	if (r_ChartDataReloadedFlag == 0)
	{
		sc.FlagToReloadChartData = true;
		r_ChartDataReloadedFlag = 1;
	}

	// It is necessary for the study function which creates custom chart bars to detect changes with its own input settings and flag to reload data.

	const int RangePerBar = Input_RangePerBar.GetInt();

	int& r_PriorRangePerBar = sc.GetPersistentInt(1);

	if (r_PriorRangePerBar != 0 && r_PriorRangePerBar != RangePerBar)
		sc.FlagToReloadChartData = true;

	r_PriorRangePerBar = RangePerBar;

	// Set the graph name for this custom bar type.
	if (sc.IsFullRecalculation)
		sc.GraphName.Format("Custom Range Bar = %d", RangePerBar);
}