using System;
using System.IO;
using System.Collections.Generic;
using MarketData.Utils;
using System.Text;
using System.Globalization;

namespace MarketData.CNNProcessing
{
  public class CNNProcessor
	{
    private static int dayCount=270;   //  This is the default days
    private static int width=128;      // This is the default width
    private static int height=128;     // THis is the defaukt height

	  private CNNProcessor()
		{
		}

    /// <summary>
    /// GenerateTraining - This is the new one.  Please refer to the CNNImageProcessor project for information on how to call this method.
    /// </summary>
    /// <param name="avoid">This is the collection of avoid holdings</param>
    /// <param name="good">This is the collection of good holdings</param>
    /// <param name="dimension">The image dimensions.  for example 224  for 224x224 or 128 for 128x128</param>
    /// <param name="histDays">This is the number of histDays.  For example I used 90 for convnext</param>
    /// <param name="generateType">The type. For example I used BollingerBandWithVIX which is a bollinger band with ^VIX overay for convnext</param>
    /// <param name="rootFolder"></param>
    public static void GenerateTraining(List<Holding> avoid, List<Holding> good, int dimension, int histDays,TestCase.GenerateType generateType=TestCase.GenerateType.BollingerBandWithVIX,String rootFolder=@"C:\boneyard\DeepLearning\ModelInputData\")
    {                                                                                                     
   	   TestCases testCases=new TestCases();	
			 DataProcessor dataProcessor=new DataProcessor();
			 dataProcessor.Width=dimension;
			 dataProcessor.Height=dimension;
			 dataProcessor.PenWidthArray=new float[]{.25f,.50f,.75f,1.00f,1.50f,2.00f};         

       if(!rootFolder.EndsWith(@"\"))rootFolder+=@"\";
// [0] Data - The avoid data
       foreach(Holding holding in avoid)
       {
         testCases.Add(new TestCase(holding.Symbol,holding.PurchaseDate,histDays,TestCase.CaseType.Training,generateType));
       }
			 dataProcessor.SetOutputFolderPath(rootFolder+"0");
       dataProcessor.ClearFolderPath();
			 dataProcessor.ProcessData(testCases);
			 testCases.Clear();

// [1] Data - The good data
       foreach(Holding holding in good)
       {
         testCases.Add(new TestCase(holding.Symbol,holding.PurchaseDate,histDays,TestCase.CaseType.Training,generateType));
       }
			 dataProcessor.SetOutputFolderPath(rootFolder+"1");
       dataProcessor.ClearFolderPath();
		   dataProcessor.ProcessData(testCases);
    }

    /// <summary>
    /// GenerateTraining - This is the old methof training the resnet model.  Please see above
    /// </summary>
    /// <param name="rootFolder"></param>
	  public static void GenerateTraining(String rootFolder=@"C:\boneyard\DeepLearning\ModelInputData\")
		{
   	   TestCases testCases=new TestCases();	
			 DataProcessor dataProcessor=new DataProcessor();
			 dataProcessor.Width=width;
			 dataProcessor.Height=height;
		//	 dataProcessor.PenWidthArray=new float[]{.50f,.75f,1.00f,1.12f,1.25f,1.31f,1.37f,1.50f,1.56f,1.62f,1.75f,1.87f,2.00f};

    // Testing with  20,000 images in each set so reducing this use of pens to just one. It was producing 260,000 images for each classification,
    // takings many hours to build the datasets
			 dataProcessor.PenWidthArray=new float[]{.75f,1.00f,1.12f};        

       if(!rootFolder.EndsWith(@"\"))rootFolder+=@"\";
// [0] Data - The avoid data
      testCases.Add(new TestCase("CENX",DateTime.Parse("03/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("ICPT",DateTime.Parse("12/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("XMTR",DateTime.Parse("01/31/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CDXS",DateTime.Parse("11/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("EXTR",DateTime.Parse("08/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("DISCA",DateTime.Parse("02/26/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("DOCN",DateTime.Parse("10/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CCL",DateTime.Parse("07/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("NET",DateTime.Parse("11/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("F",DateTime.Parse("01/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("RCKT",DateTime.Parse("01/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("ADT",DateTime.Parse("11/29/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("MOS",DateTime.Parse("03/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("FSM",DateTime.Parse("05/31/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("ITOS",DateTime.Parse("01/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("ENPH",DateTime.Parse("01/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("GOSS",DateTime.Parse("10/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("KURA",DateTime.Parse("11/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("WIRE",DateTime.Parse("12/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CUBI",DateTime.Parse("12/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("SWAV",DateTime.Parse("05/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("SPSC",DateTime.Parse("10/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("EPC",DateTime.Parse("01/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("FTCH",DateTime.Parse("12/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("VC",DateTime.Parse("10/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("VRT",DateTime.Parse("04/30/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("LPG",DateTime.Parse("11/30/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("LI",DateTime.Parse("08/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("INBX",DateTime.Parse("01/31/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("WYNN",DateTime.Parse("02/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));

// ****
			dataProcessor.SetOutputFolderPath(rootFolder+"0");
			dataProcessor.ProcessData(testCases);
			testCases.Clear();

// [1] Data - The good data
      testCases.Add(new TestCase("CPG",DateTime.Parse("03/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("VCEL",DateTime.Parse("02/26/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CLF",DateTime.Parse("01/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("XPO",DateTime.Parse("08/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("RH",DateTime.Parse("10/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("NEM",DateTime.Parse("05/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("EXPI",DateTime.Parse("08/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("INTR",DateTime.Parse("07/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("TSLA",DateTime.Parse("08/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("WOW",DateTime.Parse("02/26/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CLDR",DateTime.Parse("10/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("SPOT",DateTime.Parse("03/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("ACLS",DateTime.Parse("02/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("COCO",DateTime.Parse("04/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("DAC",DateTime.Parse("04/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CDE",DateTime.Parse("06/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("UEC",DateTime.Parse("09/29/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("ERJ",DateTime.Parse("05/28/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("SITM",DateTime.Parse("08/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CAVA",DateTime.Parse("06/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("APGE",DateTime.Parse("02/29/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("CPRI",DateTime.Parse("01/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("VST",DateTime.Parse("06/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("PDD",DateTime.Parse("05/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("NVCR",DateTime.Parse("10/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("VITL",DateTime.Parse("04/30/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("SIG",DateTime.Parse("03/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("YPF",DateTime.Parse("11/30/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("BLBD",DateTime.Parse("03/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("BAND",DateTime.Parse("06/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("COOP",DateTime.Parse("09/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("SPT",DateTime.Parse("07/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("NTLA",DateTime.Parse("12/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("PTON",DateTime.Parse("09/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("VRT",DateTime.Parse("07/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("NET",DateTime.Parse("08/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("NVDA",DateTime.Parse("04/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("DOCU",DateTime.Parse("05/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));
      testCases.Add(new TestCase("SIG",DateTime.Parse("10/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));

// ***
			dataProcessor.SetOutputFolderPath(rootFolder+"1");
		  dataProcessor.ProcessData(testCases);
		}

		public static void GenerateGeneralizedData()
		{
		   TestCases testCases=new TestCases();	
			 DataProcessor dataProcessor=new DataProcessor();
			 dataProcessor.Width=width;
			 dataProcessor.Height=height;
			 dataProcessor.PenWidth=1;

       string[,] s=new string[,]{{"CRTX","07/30/2021"},{"SBSW","12/31/2019"},{"CWH","01/31/2020"},{"DISCA","02/26/2021"},{"DNLI","12/31/2020"},{"SNAP","12/29/2023"},{"FSM","05/31/2024"},{"TSLA","11/30/2021"},{"SWAV","05/31/2023"},{"PCTY","09/30/2021"},{"DCBO","08/31/2021"},{"LPG","11/30/2023"},{"KOD","11/30/2020"},{"NUE","05/28/2021"},{"XPO","08/31/2023"},{"EDU","11/30/2023"},{"BAK","04/30/2021"},{"INSW","11/30/2022"},{"ACLS","02/28/2023"},{"VST","03/28/2024"},{"TRMD","11/30/2022"},{"APGE","02/29/2024"},{"ANF","02/29/2024"},{"BAND","06/30/2020"},{"COIN","12/29/2023"},{"MTDR","03/31/2021"}};
			 for(int index=0;index<s.Length/2;index++)
			 {
			  String symbol=s[index,0];
			  DateTime purchaseDate=DateTime.Parse(s[index,1]);
			  TestCase testCase=new TestCase(symbol,purchaseDate,dayCount,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBand);
			  testCases.Add(testCase);
			 }
			dataProcessor.SetOutputFolderPath(@"C:\boneyard\DeepLearning\IndividualValidationCases");
		  dataProcessor.ProcessData(testCases);
		}
		public static String Predict()
		{
		  return "";
		}

		public static void TestPredictAPI()
		{
      String strPathOutputFile = @"C:\boneyard\DeepLearning\TestPredictAPIOutput\outputcases_europa.csv";
      CNNClient cnnClient = new CNNClient("http://10.0.0.73:5000");

      if (!cnnClient.Ping())
			{
			  Console.WriteLine("Model server is not reachable.");
				return;
			}
		  DataProcessor dataProcessor=new DataProcessor();
			dataProcessor.Width=width;
			dataProcessor.Height=height;
			dataProcessor.PenWidth=1;

      if(File.Exists(strPathOutputFile))
      {
        try{File.Delete(strPathOutputFile);}
        catch(Exception exception)
        {
          Console.WriteLine(String.Format("Exception:{0}",exception.ToString()));
          throw;
        }
      }
      StreamWriter streamWriter=new StreamWriter(new FileStream(strPathOutputFile,FileMode.CreateNew));
      string[,] s=new string[,]{{"CRTX","07/30/2021"},{"SBSW","12/31/2019"},{"CWH","01/31/2020"},{"DISCA","02/26/2021"},{"DNLI","12/31/2020"},{"SNAP","12/29/2023"},{"FSM","05/31/2024"},{"TSLA","11/30/2021"},{"SWAV","05/31/2023"},{"PCTY","09/30/2021"},{"DCBO","08/31/2021"},{"LPG","11/30/2023"},{"KOD","11/30/2020"},{"NUE","05/28/2021"},{"XPO","08/31/2023"},{"EDU","11/30/2023"},{"BAK","04/30/2021"},{"INSW","11/30/2022"},{"ACLS","02/28/2023"},{"VST","03/28/2024"},{"TRMD","11/30/2022"},{"APGE","02/29/2024"},{"ANF","02/29/2024"},{"BAND","06/30/2020"},{"COIN","12/29/2023"},{"MTDR","03/31/2021"}};
      streamWriter.WriteLine("Symbol,Date,Response,Response,Raw Response");
      MDTrace.WriteLine(LogLevel.DEBUG,"Symbol,Date,Response,Response,Raw Response");
			for(int index=0;index<s.Length/2;index++)
			{
        StringBuilder sb=new StringBuilder();
				String symbol=s[index,0];
				DateTime purchaseDate=DateTime.Parse(s[index,1]);
				TestCase testCase=new TestCase(symbol,purchaseDate,dayCount,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBand,TestCase.OutputType.OutputStream);
				dataProcessor.ProcessData(testCase);
//				testCase.Responses.Add(cnnClient.Predict(CNNClient.Model.resnet50,testCase.LastStream));
				testCase.Responses.Add(cnnClient.Predict(CNNClient.Model.resnet50_20241024_270,testCase.LastStream));
        String strPredictionResponse=testCase.LastResponse;
        String strPredictionResult=strPredictionResponse.Substring(strPredictionResponse.IndexOf("-->")+3);
        int result=int.Parse(Utility.BetweenString(strPredictionResult,"[[","]"));

        String strPredictionValue=strPredictionResponse.Substring(0,strPredictionResponse.IndexOf("-->"));
        double value=double.Parse(Utility.BetweenString(strPredictionValue,"[[","]"));
        sb.Append(symbol);
        sb.Append(",");
        sb.Append(Utility.AddQuotes(Utility.DateTimeToStringMMSDDSYYYY(purchaseDate)));
        sb.Append(",");
        sb.Append(Utility.AddQuotes(Utility.FormatNumber(value,8,false))).Append(",").Append(Utility.AddQuotes(result.ToString()));
        sb.Append(",").Append(Utility.AddQuotes(strPredictionResponse));
				MDTrace.WriteLine(LogLevel.DEBUG,sb.ToString());
        streamWriter.WriteLine(sb.ToString());
			}
      streamWriter.Flush();
      streamWriter.Close();
      streamWriter.Dispose();

		}
    public static void divide(double divisions,double seedMin,double seedMax)
    {
      double skip=(seedMax-seedMin)/divisions;
      List<double> array=new List<double>();
      for(double seed=seedMax;seed>=seedMin;seed-=skip)
      {
        if(array.Count==divisions)break;
        array.Add(seed);
      }

      for(int index=array.Count-1;index>=0;index--)
      {
        Console.Write(String.Format("{0}f,",Utility.FormatNumber(array[index],6)));
      }
      Console.WriteLine("");
    }
	}

  public class Holding
  {
    public String Symbol {get;set;}
    public DateTime PurchaseDate {get; set; }
    public double PurchasePrice {get;set;}
    public DateTime SellDate {get; set; }
    public double SellPrice {get;set;}
    public double GainLoss{ get; set;}
    public double GainLossPercent {get;set;}
    private static readonly string[] DateFormats = { "MM/dd/yyyy", "M/dd/yyyy", "M/d/yyyy" };
    private static readonly CultureInfo UsCulture = CultureInfo.GetCultureInfo("en-US");

    public static String Heading
    {
      get
      {
        return "Symbol,Shares,Purchase Date,Purchase Price,Sell Date,Sell Price,Exposure,Beta,BetaMonths,SharpeRatio,RiskAdjustedWeight,RiskAdjustedAllocation,TargetBetaOverBeta,Score,CNN Prediction,Market Value,Gain Loss,Gain Loss (%)";
      }
    }

    public String ToTestCase()
    {
      StringBuilder sb = new StringBuilder();
      sb.Append("testCases.Add(new TestCase(").Append("\"").Append(Symbol).Append("\"").Append(",");
      sb.Append("DateTime.Parse(").Append("\"").Append(Utility.DateTimeToStringMMSDDSYYYY(PurchaseDate)).Append("\")").Append(",");
      sb.Append("270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand));");
      return sb.ToString();
    }

    public override String ToString()
    {
      StringBuilder sb = new StringBuilder();
      sb.Append(Symbol).Append(",");
      sb.Append(",");  // shares
      sb.Append(PurchaseDate.ToShortDateString()).Append(",");
      sb.Append(Utility.FormatNumber(PurchasePrice,3)).Append(",");
      sb.Append(SellDate.ToShortDateString()).Append(",");
      sb.Append(Utility.FormatNumber(SellPrice,3)).Append(",");
      sb.Append(",");  //exposure
      sb.Append(",");  //beta
      sb.Append(",");  //bta months
      sb.Append(",");  //sharpe ratio
      sb.Append(",");  //risk adjusted weight
      sb.Append(",");  //RiskAdjustedAllocation
      sb.Append(",");  //TargetBetaOverBeta
      sb.Append(",");  //Score
      sb.Append(",");  //CNNPrediction
      sb.Append(",");  //Market Value
      sb.Append(Utility.FormatNumber(GainLoss,3)).Append(",");
      sb.Append(Utility.FormatNumber(GainLossPercent,3));
      return sb.ToString();
    }


    public static Holding FromString(string strLine)
    {
        string[] items = strLine.Split(',');

        Holding holding = new Holding();
        holding.Symbol = items[0];
        if(string.IsNullOrEmpty(holding.Symbol))return null;
        holding.PurchaseDate = DateTime.ParseExact(items[2], DateFormats, UsCulture, DateTimeStyles.AssumeLocal);
        holding.PurchasePrice = double.Parse(items[3], UsCulture);
        holding.SellDate = DateTime.ParseExact(items[4], DateFormats, UsCulture, DateTimeStyles.AssumeLocal);
        holding.SellPrice = double.Parse(items[5], UsCulture);
        holding.GainLoss = double.Parse(items[16], UsCulture);
        holding.GainLossPercent = double.Parse(items[17].TrimEnd('%'), UsCulture) / 100.0;

        return holding;
    }
  }
}