use crate::value_estimation_team::indicators::bollingerband::bollingerband;

use super::{
    dec, decimal_add, decimal_sub, decimal_div, ema, exists_record, insert_pre_suggested_coins,
    limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
    Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
    RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd,
    BollingerBandData, ToPrimitive, duplicate_filter
};

// BB lowerband + SuperTrend + StochRSI
// SuperTrend length: 20, multiplier: 1.5, BUY signal
// ADX(10, 10) < 25.0
pub async fn list_up_for_buy(
    alldata: &AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
    // print rt_price for debugging
    // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
    // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());

    // 1st filtering: filtering valid trade pair
    let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
    for symbol in &alldata.valid_symbol_vec {
        let mut filtered_data = FilteredData::new();
        filtered_data.symbol = symbol.clone();
        filtered_data_1st.push(filtered_data);
    }

    // 2nd filtering: supertrend(ATR period 20, multiplier: 2, 30m close price)
    let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
    let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
        Arc::new(Mutex::new(filtered_data_2nd));
    let mut task_vec = Vec::new();

    for element in filtered_data_1st {
        let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
        let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
        let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
        let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
        task_vec.push(tokio::spawn(async move {
            let rt_30m_option = rt_price_30m_vec_c
                .iter()
                .position(|x| *x.0 == element.symbol);
            let supertrend_option_30m =
                supertrend(&element.symbol, &rt_price_30m_vec_c, 20, 2.0, true).await;

            if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
                rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
                supertrend_vec = supertrend_option_30m.unwrap();
                let server_epoch = server_epoch().await;
                if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
                    let supertrend_search_result = supertrend_vec.binary_search_by_key(
                        &rt_30m_vec.last().unwrap().close_time,
                        |SupertrendData {
                             band_value,
                             signal,
                             area,
                             close_time,
                         }| *close_time,
                    );
                    if supertrend_search_result.is_ok() {
                        let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();
                        let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await;
                        let mut filtered_data = FilteredData::new();
                        filtered_data.symbol = element.symbol.clone();
                        filtered_data.closetime = rt_30m_vec.last().unwrap().close_time;
                        filtered_data.current_price = current_price;
                        
                        if supertrend_vec[supertrend_search_result.unwrap()].area.contains("DOWN")
                            && supertrend_vec[supertrend_search_result.unwrap()].band_value > element.current_price.to_f64().unwrap()
                        {
                            let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
                            let stop_loss = decimal_sub(filtered_data.current_price, decimal_div(decimal_sub(band_value, filtered_data.current_price), dec!(2)));
                            filtered_data.stoploss = stop_loss;
                            
                            filtered_data_2nd_lock.push(filtered_data);
                        } else if supertrend_vec[supertrend_search_result.unwrap()].area.contains("UP")
                        && supertrend_vec[supertrend_search_result.unwrap()].band_value < element.current_price.to_f64().unwrap()
                    {
                        let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
                        filtered_data.stoploss = band_value;
                        
                        filtered_data_2nd_lock.push(filtered_data);
                    } 
                    }
                }
            }
        }));
    }
    try_join_all(task_vec).await?;

    // 3rd filtering: the latest 5 30m candle close prices > EMA 200
    let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
    let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
    let ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?;
    for element in filtered_data_2nd {            
        let ema_search_result = ema_vec.iter().position(|x| x.0 == element.symbol);
        let candle_search_result = alldata.rt_price_30m_vec.iter().position(|x| x.0 == element.symbol);
        if ema_search_result.is_some() && candle_search_result.is_some() {
            let search_result = ema_vec[ema_search_result.unwrap()].1.binary_search_by_key(
                &alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
                |EmaData {
                        ema_value,
                        close_time,
                    }| *close_time);
            if search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
            search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
            search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
            search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
            search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
                let mut filtered_data = FilteredData::new();
                filtered_data.symbol = element.symbol.clone();
                filtered_data.closetime = element.closetime;
                filtered_data.current_price = element.current_price;
                filtered_data.stoploss = element.stoploss;
                filtered_data.target_price = element.target_price;

                filtered_data_3rd.push(filtered_data);
            }
        }
    }
    
    // 4th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0%
    let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
    for element in filtered_data_3rd {
        let position_idx = alldata.rt_price_30m_vec.iter().position(|elem| elem.0 == element.symbol);
        if position_idx.is_some() {
            let vec_len = alldata.rt_price_30m_vec[position_idx.unwrap()].1.len();
            if vec_len >= 11 {
                let candles = alldata.rt_price_30m_vec[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
                let windows = candles.windows(2);
                let mut average_amplitude = 0.0;

                for window in windows {
                    average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price;
                }
                average_amplitude /= 10.0;

                if 0.005 <= average_amplitude && average_amplitude <= 0.01 {
                    let mut filtered_data = FilteredData::new();
                    filtered_data.symbol = element.symbol.clone();
                    filtered_data.closetime = element.closetime;
                    filtered_data.current_price = element.current_price;
                    filtered_data.stoploss = element.stoploss;
                    filtered_data.target_price = element.target_price;
                    
                    filtered_data_4th.push(filtered_data);
                }
            }
        }
    }

    // 5th filtering: 30m StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) previous K < 5 && current K > previous K
    let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
    let stoch_rsis = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data_4th).await?;
    for element in filtered_data_4th {
        let position_idx = stoch_rsis.iter().position(|elem| elem.0 == element.symbol);
        if position_idx.is_some() {
            let stoch_rsi_vec = stoch_rsis[position_idx.unwrap()].1.clone();
            let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == element.closetime);
            if search_result.is_some_and(|a| stoch_rsi_vec[a-1].k < 5.0 && stoch_rsi_vec[a].k > stoch_rsi_vec[a-1].k) {
                let mut filtered_data = FilteredData::new();
                filtered_data.symbol = element.symbol.clone();
                filtered_data.closetime = element.closetime;
                filtered_data.current_price = element.current_price;
                filtered_data.stoploss = element.stoploss;
                filtered_data.target_price = element.target_price;
                
                filtered_data_5th.push(filtered_data);
            }
        }
    }

    let final_filtered_data = duplicate_filter(1, &filtered_data_5th).await?;
    insert_pre_suggested_coins(1, false, &final_filtered_data, &alldata).await;

    Ok(())
}

pub async fn list_up_for_sell(
    all_data: &AllData,
    exchange_info_vec: &Vec<ExchangeInfo>,
    trade_fee_vec: &Vec<TradeFee>,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
    let filled_buy_orders = select_filled_buy_orders(1).await?;

    if !filled_buy_orders.is_empty() {
        let client = ClientBuilder::new()
            .timeout(tokio::time::Duration::from_millis(5000))
            .build()
            .unwrap();
        let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
        let server_epoch = server_epoch().await;

        let mut filtered_symbol_vec: Vec<FilteredData> = Vec::new();
        for element in &filled_buy_orders {
            let filltered_data = FilteredData{ 
                symbol: element.symbol.clone(),
                closetime: 0,
                stoploss: dec!(0),
                target_price: dec!(0),
                current_price: dec!(0),
            };
            filtered_symbol_vec.push(filltered_data);
        }
        let stoch_rsis = stoch_rsi(10, 10, 3, 3, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?;
        for element in filled_buy_orders {
            if element.used_usdt >= dec!(10.0) {
                let lot_step_size_option = exchange_info_vec
                    .iter()
                    .position(|exchange_info| exchange_info.symbol == element.symbol);
                let quote_commission_precision_option = exchange_info_vec
                    .iter()
                    .position(|exchange_info| exchange_info.symbol == element.symbol);
                let search_result = stoch_rsis.iter().position(|x| x.0 == element.symbol);
                
                let opclo_30m_option = all_data
                    .rt_price_30m_vec
                    .iter()
                    .position(|x| *x.0 == element.symbol);
                let supertrend_option_30m =
                    supertrend(&element.symbol, &all_data.rt_price_30m_vec, 20, 2.0, true).await;

                if lot_step_size_option.is_some()
                    && quote_commission_precision_option.is_some()
                    && search_result.is_some()
                    && opclo_30m_option.is_some()
                    && supertrend_option_30m.is_some()
                {
                    // update stoploss
                    supertrend_vec = supertrend_option_30m.unwrap();
                    let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap();
                    if supertrend_vec.last().unwrap().area.contains("UP")
                        &&  band_value > element.stoploss {
                            let update_table_name = String::from("buy_ordered_coin_list");
                            let update_value = vec![
                                (String::from("stoploss"), band_value.to_string()),
                            ];
                            let update_condition = vec![(String::from("id"), element.id.to_string())];
                            update_record3(&update_table_name, &update_value, &update_condition)
                                .await
                                .unwrap();
                        }

                    let lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize;
                    let quote_commission_precision = exchange_info_vec
                        [quote_commission_precision_option.unwrap()]
                    .quote_commission_precision;
                    let base_qty_to_be_ordered =
                        element.base_qty_ordered.round_dp_with_strategy(
                            lot_step_size.normalize().scale(),
                            RoundingStrategy::ToZero,
                        );
                    let stoch_rsi_k = stoch_rsis[search_result.unwrap()].1.last().unwrap().k;
                    let stoch_rsi_k_prev = stoch_rsis[search_result.unwrap()].1[stoch_rsis[search_result.unwrap()].1.len()-2].k;
                    let stoch_rsi_d = stoch_rsis[search_result.unwrap()].1.last().unwrap().d;
                    let stoch_rsi_d_prev = stoch_rsis[search_result.unwrap()].1[stoch_rsis[search_result.unwrap()].1.len()-2].d;
                    if (element.is_long == 0 || element.is_long == 1)
                        && !element.current_price.is_zero()
                    {
                        if element.current_price <= element.stoploss {
                            limit_order_sell(
                                &element,
                                element.current_price,
                                base_qty_to_be_ordered,
                                &client,
                                &exchange_info_vec,
                                &trade_fee_vec,
                            )
                            .await;
                        } else if server_epoch - element.transact_time > (1_800_000) * 20 {
                            limit_order_sell(
                                &element,
                                element.current_price,
                                base_qty_to_be_ordered,
                                &client,
                                &exchange_info_vec,
                                &trade_fee_vec,
                            )
                            .await;
                        } else if element.pure_profit_percent > 5.0 {
                            limit_order_sell(
                                &element,
                                element.current_price,
                                base_qty_to_be_ordered,
                                &client,
                                &exchange_info_vec,
                                &trade_fee_vec,
                            )
                            .await;
                        } else if stoch_rsi_k >= 95.0 {
                            limit_order_sell(
                                &element,
                                element.current_price,
                                base_qty_to_be_ordered,
                                &client,
                                &exchange_info_vec,
                                &trade_fee_vec,
                            )
                            .await;
                        } else if stoch_rsi_k < stoch_rsi_d &&
                        stoch_rsi_k_prev >= stoch_rsi_d_prev {
                            limit_order_sell(
                                &element,
                                element.current_price,
                                base_qty_to_be_ordered,
                                &client,
                                &exchange_info_vec,
                                &trade_fee_vec,
                            )
                            .await;
                        }
                        // TODO: sell_count가 1일 때 적용하기
                        // else if (supertrend_vec  
                        //     .last()
                        //     .unwrap()
                        //     .signal
                        //     .as_ref()
                        //     .is_some_and(|x| x.contains("SELL"))
                        //     || supertrend_vec.last().unwrap().area.contains("DOWN"))
                        //     && (supertrend_vec.last().unwrap().close_time > element.close_time)
                        // {
                        //     println!(
                        //         "SELL signal selling {} {:.2}",
                        //         element.symbol, element.pure_profit_percent
                        //     );
                        //     limit_order_sell(
                        //         &element,
                        //         element.current_price,
                        //         base_qty_to_be_ordered,
                        //         &client,
                        //         &exchange_info_vec,
                        //         &trade_fee_vec,
                        //     )
                        //     .await;
                        // }
                    }
                }
            }
        }
    }

    Ok(())
}