import numpy as np
from datetime import datetime

class BuySell_Daily:

    def countYangBong(self, data, i):
        count = 0
        for c in range(5):
            if data['open'][i-c] < data['close'][i-c]:
                count += 1
        return count

    def getBuyPrice(self, ticker, data, i, BS=None):
        buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None

        point = None
        for c in range(i-1, 0, -1):
            if data['close'][c] < data['changeLine'][c]:
                point = c
                break
        if point is not None:
            if 3 < sum([1 if 0 < BS['buy_price'][k] else 0 for k in range(point, i)]):
                return buy_ymd, 0, 0, '', None

        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_changeLine(ticker, data, i, BS)
        if 0 < tmp_buy_count:
            buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut
        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_baseLine(ticker, data, i, BS)
        if 0 < tmp_buy_count:
            buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut
        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_laggingSpan(ticker, data, i, BS)
        if 0 < tmp_buy_count:
            buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut
        tmp_buy_ymd, tmp_buy_price, tmp_buy_count, tmp_buy_type, tmp_buy_cut = self.getBuyPrice_ichimok_avg(ticker, data, i, BS)
        if 0 < tmp_buy_count:
            buy_ymd = tmp_buy_ymd; buy_price = tmp_buy_price; buy_count = tmp_buy_count; buy_type = tmp_buy_type; buy_cut = tmp_buy_cut

        if 0 < len(ticker['BUY_INFO']['buy_list']):
            diff = (datetime.strptime(str(data['ymd'][i]), '%Y-%m-%d %H:%M:%S') - ticker['BUY_INFO']['buy_list'][-1]['buy_ymd'])
            d = diff.days
            s = diff.seconds

            # 해당 종목에 대해서 1분 이내 매수 금지
            if s < 3 * 60:
                return buy_ymd, 0, 0, '', None

        return buy_ymd, buy_price, buy_count, buy_type, buy_cut

    def getSellPrice(self, ticker, data, i, BS=None):
        sell_price, sell_count, sell_type = 0, 1, ''
        sell_type_list = []

        tmp_sell_price, tmp_sell_type_list = self.getSellPrice_ichimok_baseLine(ticker, data, i, BS)
        sell_type_list += tmp_sell_type_list

        tmp_sell_price, tmp_sell_type_list = self.getSellPrice_candle(ticker, data, i, BS)
        sell_type_list += tmp_sell_type_list

        sell_price = tmp_sell_price

        if 0 < len(sell_type_list) or 0 < sell_price:
            sell_type = ','.join(list(set(sell_type_list)))

        return sell_price, sell_count, sell_type

    def getBuyPrice_ichimok_changeLine(self, ticker, data, i, BS=None):

        buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None

        check = False

        id9, id26, id33, id52 = 8, 25, 32, 51
        if 5 < i:
            # 신저가를 갱신하지 않으면서 전환선이 떨어질 때 주가는 올라감 (기준선은 횡보, 현재 봉이 신저가가 이닐 때)
            # --> 기준선이 계속 횡보하거나 떨어지면 상승하지는 않는다.
            # https://www.youtube.com/watch?v=KZMP0Ssv8WI&t=432s (8:45)
            if data['new_low_9'][i] == 0:
                if data['changeLine'][i] < data['baseLine'][i]:
                    if data['changeLine'][i] < data['changeLine'][i-1] and np.min(data['close'][i-8:i]) < data['close'][i]:
                        if data['baseLine'][i-1] == data['baseLine'][i] < data['baseLine'][i-2]:
                            if 3 < self.countYangBong(data, i):
                                check = True
                                buy_type = "ichimok_changeLine_1"
                                buy_weight = 5
                                buy_cut = min(np.min(data['open'][i - 60:i]), np.min(data['close'][i - 60:i]))

            if data['new_high_9'][i] == 1:
                if data['changeLine'][i-1] < data['changeLine'][i] and data['baseLine'][i-1] < data['baseLine'][i]:
                    if data['baseLine'][i - 1] != data['baseLine'][i]:
                        if 0.2 < data['leadingSpan1_leadingSpan2_diff_rate'][i+id52]:
                            check = True
                            buy_type = "ichimok_changeLine_2"
                            buy_weight = 10
                            buy_cut = min(np.min(data['open'][i - 60:i]), np.min(data['close'][i - 60:i]))

            if data['new_high_26'][i] == 1:
                for c in range(i-15, i):
                    if data['changeLine'][c-1] < data['baseLine'][c] and data['baseLine'][i-1] < data['changeLine'][i]:
                        if 0.2 < data['leadingSpan1_leadingSpan2_diff_rate'][i + id52]:
                            check = True
                            buy_type = "ichimok_changeLine_3"
                            buy_weight = 10
                            buy_cut = min(np.min(data['open'][i - 60:i]), np.min(data['close'][i - 60:i]))
                            break

            if check:
                buy_ymd = data['ymd'][i]
                buy_price = data['close'][i] - 2 * ticker['unit']
                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]

        return buy_ymd, buy_price, buy_count, buy_type, buy_cut


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    def getBuyPrice_ichimok_baseLine(self, ticker, data, i, BS=None):

        buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None

        check = False

        id9, id26, id33, id52 = 9, 26, 33, 52
        if 5 < i:
            # 기준선이 하락할 때, 전환선이 상승하는 경우를 중기 추세의 변곡이라 한다
            if data['changeLine'][i-1] < data['changeLine'][i] and data['baseLine'][i] < data['baseLine'][i-1]:
                if data['changeLine'][i - 1] < data['baseLine'][i-1] and data['baseLine'][i] < data['changeLine'][i]:
                    if data['open'][i] < data['close'][i]:
                        if 3 < self.countYangBong(data, i):
                            check = True
                            buy_type = "ichimok_baseLine_1"
                            buy_weight = 5
                            buy_cut = min(np.min(data['open'][i - 60:i]), np.min(data['close'][i - 60:i]))

            # 기준선이 평행 때, 전환선이 상승하는 경우를 중기 추세의 변곡이라 한다
            if data['changeLine'][i-1] < data['changeLine'][i] and data['baseLine'][i-3] == data['baseLine'][i-2] == data['baseLine'][i-1] == data['baseLine'][i]:
                if data['changeLine'][i - 1] < data['baseLine'][i-1] and data['baseLine'][i] < data['changeLine'][i]:
                    if data['open'][i] < data['close'][i]:
                        if 3 < self.countYangBong(data, i):
                            check = True
                            buy_type = "ichimok_baseLine_1"
                            buy_weight = 5
                            buy_cut = min(np.min(data['open'][i - 60:i]), np.min(data['close'][i - 60:i]))

            if check:
                buy_ymd = data['ymd'][i]
                buy_price = data['close'][i] - 2 * ticker['unit']
                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]

        return buy_ymd, buy_price, buy_count, buy_type, buy_cut

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    def getBuyPrice_ichimok_laggingSpan(self, ticker, data, i, BS):

        buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None

        check = False

        if 5 < i:

            if data['laggingSpan_close_diff_rate'][i-1] <= 0 and 0 < data['laggingSpan_close_diff_rate'][i]:
                check = True
                buy_price = data['close'][i] - 2 * ticker['unit']
                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
                buy_weight = 2
                buy_type = 'laggingSpan1'

            if 0 <= data['laggingSpan_avg60_diff_rate'][i-1] and data['laggingSpan_avg60_diff_rate'][i] < 0:
                check = True
                buy_price = data['close'][i] - 2 * ticker['unit']
                buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
                buy_weight = 2
                buy_type = 'laggingSpan2'

        if check:
            buy_ymd = data['ymd'][i]
            buy_price = data['close'][i] - 2 * ticker['unit']
            buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]

        return buy_ymd, buy_price, buy_count, buy_type, buy_cut

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    def getSellPrice_ichimok_baseLine(self, ticker, data, i, BS=None):
        sell_price = 0
        sell_type_list = []

        check = False

        id26, id52 = 26, 52

        if data['new_high_9'][i] == 0:
            if data['baseLine'][i-1] < data['baseLine'][i] and data['changeLine'][i] < data['changeLine'][i-1]:
                check = True
                sell_type_list.append('ichimok_baseLine')

        if check:
            sell_price = data['close'][i] + 2 * ticker['unit']

        return sell_price, sell_type_list

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    def getBuyPrice_ichimok_avg(self, ticker, data, i, BS):

        buy_ymd, buy_price, buy_count, buy_weight, buy_type, buy_cut = None, 0, 0, 1, '', None

        check = False

        if 5 < i:

            if data['avg5'][i] < data['avg20'][i] < data['baseLine'][i] < data['changeLine'][i] < data['close'][i]:
                if data['avg5'][i-1]<data['avg5'][i] and data['avg20'][i-1]<data['avg20'][i] and data['baseLine'][i-1]<=data['baseLine'][i] and data['changeLine'][i-1]<data['changeLine'][i]:
                    check = True
                    buy_price = data['close'][i] - 2 * ticker['unit']
                    buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
                    buy_weight = 2
                    buy_type = 'ichimok_avg1'

            if data['avg20'][i] < data['baseLine'][i] < data['changeLine'][i] < data['avg5'][i] < data['close'][i]:
                if data['avg20'][i-1]<data['avg20'][i] and data['baseLine'][i]<data['baseLine'][i-1] and data['changeLine'][i-1]<data['changeLine'][i] and data['avg5'][i-1]<data['avg5'][i]:
                    check = True
                    buy_price = data['close'][i] - 2 * ticker['unit']
                    buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]
                    buy_weight = 2
                    buy_type = 'ichimok_avg2'

        if check:
            buy_ymd = data['ymd'][i]
            buy_price = data['close'][i] - 2 * ticker['unit']
            buy_count = (buy_weight * ticker['MAX_BUY']) / data['close'][i]

        return buy_ymd, buy_price, buy_count, buy_type, buy_cut


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    def getSellPrice_candle(self, ticker, data, i, BS=None):
        sell_price = 0
        sell_type_list = []

        check = False

        high = max(data['close'][i], data['open'][i])
        low = min(data['close'][i], data['open'][i])
        if low - data['low'][i] < data['high'][i] - high:
            check = True
            sell_type_list.append('candle_tail')

        if check:
            sell_price = data['close'][i] + 2 * ticker['unit']

        return sell_price, sell_type_list