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using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    public enum MmSizingModel
    {
        Linear,
        Exponential,
        ProfitCompound
    }

    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ProMMAsymmetricScalping : Robot
    {
        // =========================================================================
        // 1. ADVANCED INPUTS & CONFIGURATION
        // =========================================================================
        [Parameter("Sizing Model", DefaultValue = MmSizingModel.ProfitCompound, Group = "Money Management")]
        public MmSizingModel MmType { get; set; }

        [Parameter("Base Risk %", DefaultValue = 1.0, MinValue = 0.1, Step = 0.1, Group = "Money Management")]
        public double BaseRiskPct { get; set; }

        [Parameter("Profit Compound Multiplier", DefaultValue = 2.0, MinValue = 0.1, Step = 0.1, Group = "Money Management")]
        public double ProfitMultiplier { get; set; }

        [Parameter("Hard Equity Risk Cap %", DefaultValue = 5.0, MinValue = 0.1, Step = 0.1, Group = "Money Management")]
        public double HardCapPct { get; set; }

        [Parameter("Manual Init Deposit (0 = Auto)", DefaultValue = 0.0, Group = "Money Management")]
        public double ManualInitDeposit { get; set; }

        [Parameter("ATR Period", DefaultValue = 14, Group = "Volatility & Exits")]
        public int AtrPeriod { get; set; }

        [Parameter("SL (ATR Multiplier)", DefaultValue = 1.5, Group = "Volatility & Exits")]
        public double AtrMulSL { get; set; }

        [Parameter("Risk:Reward Ratio", DefaultValue = 2.0, Group = "Volatility & Exits")]
        public double RrRatio { get; set; }

        // =========================================================================
        // GLOBAL VARIABLES
        // =========================================================================
        private double _initialCapital;
        private AverageTrueRange _atr;

        protected override void OnStart()
        {
            // Lock in the initial capital for the asymmetric profit calculation
            _initialCapital = ManualInitDeposit > 0 ? ManualInitDeposit : Account.Balance;
            
            // Initialize the ATR indicator
            _atr = Indicators.AverageTrueRange(MarketSeries, AtrPeriod, MovingAverageType.Simple);
        }

        // =========================================================================
        // LOT NORMALIZATION & SIZING ENGINE
        // =========================================================================
        private double CalculateVolumeInUnits(double slDistancePips)
        {
            if (slDistancePips <= 0) return 0;

            double equity = Account.Equity;
            double profits = Math.Max(0, equity - _initialCapital);
            double targetRisk = 0;

            // 1. Calculate target risk capital ($)
            switch (MmType)
            {
                case MmSizingModel.Linear:
                    targetRisk = _initialCapital * (BaseRiskPct / 100.0);
                    break;
                case MmSizingModel.Exponential:
                    targetRisk = equity * (BaseRiskPct / 100.0);
                    break;
                case MmSizingModel.ProfitCompound:
                    double baseRisk = _initialCapital * (BaseRiskPct / 100.0);
                    double profitRisk = profits * ((BaseRiskPct * ProfitMultiplier) / 100.0);
                    targetRisk = baseRisk + profitRisk;
                    break;
            }

            // 2. Apply Hard Equity Risk Cap
            double maxRiskAllowed = equity * (HardCapPct / 100.0);
            targetRisk = Math.Min(targetRisk, maxRiskAllowed);

            // 3. Calculate volume based on monetary risk
            // cTrader natively tracks PipValue per unit, making this step flawless across all assets
            double lossPerUnit = slDistancePips * Symbol.PipValue;

            if (lossPerUnit <= 0) return 0;
            double rawVolume = targetRisk / lossPerUnit;

            // 4. Truncate to exact broker specifications
            return Symbol.NormalizeVolumeInUnits(rawVolume, RoundingMode.Down);
        }

        // =========================================================================
        // EXECUTION WRAPPER
        // =========================================================================
        public void ExecuteTrade(TradeType tradeType)
        {
            // Ensure ATR is fully loaded before calculating distances
            if (double.IsNaN(_atr.Result.LastValue)) return;

            // ATR is in exact price points, convert it to standard Pips
            double slDistancePoints = _atr.Result.LastValue * AtrMulSL;
            double slDistancePips = slDistancePoints / Symbol.PipSize;
            double tpDistancePips = slDistancePips * RrRatio;

            double volume = CalculateVolumeInUnits(slDistancePips);

            // Circuit breaker against insufficient risk allowance
            if (volume < Symbol.VolumeInUnitsMin)
            {
                Print("Calculated volume {0} is below broker minimum {1}. Trade aborted.", volume, Symbol.VolumeInUnitsMin);
                return;
            }

            // Execute the market order natively with embedded SL and TP
            ExecuteMarketOrder(tradeType, SymbolName, volume, "Pro MM Scalp", slDistancePips, tpDistancePips);
        }

        protected override void OnTick()
        {
            // Insert your custom entry/momentum triggers here
            // Example:
            // if (SignalBuy && Positions.Count == 0) ExecuteTrade(TradeType.Buy);
        }
    }
}