/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using Python.Runtime;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using System;

namespace QuantConnect.Indicators
{
    /// <summary>
    /// Represents an indicator that is a ready after ingesting a single sample and
    /// always returns the same value as it is given if it passes a filter condition
    /// </summary>
    public class FilteredIdentity : IndicatorBase<IBaseData>
    {
        private IBaseData _previousInput;
        private readonly Func<IBaseData, bool> _filter;

        /// <summary>
        /// Initializes a new instance of the FilteredIdentity indicator with the specified name
        /// </summary>
        /// <param name="name">The name of the indicator</param>
        /// <param name="filter">Filters the IBaseData send into the indicator, if null defaults to true (x => true) which means no filter</param>
        public FilteredIdentity(string name, Func<IBaseData, bool> filter)
            : base(name)
        {
            // default our filter to true (do not filter)
            _filter = filter ?? (x => true);
        }

        public FilteredIdentity(string name, PyObject filter)
            : this(name, filter.ConvertToDelegate<Func<IBaseData, bool>>())
        {
        }


        /// <summary>
        /// Gets a flag indicating when this indicator is ready and fully initialized
        /// </summary>
        public override bool IsReady => Samples > 0 && Current.Value > 0;

        /// <summary>
        /// Computes the next value of this indicator from the given state
        /// </summary>
        /// <param name="input">The input given to the indicator</param>
        /// <returns>A new value for this indicator</returns>
        protected override decimal ComputeNextValue(IBaseData input)
        {
            if (_filter(input))
            {
                _previousInput = input;
                return input.Value;
            }

            if (_previousInput != null)
            {
                return _previousInput.Value;
            }

            // if _previousInput is null, create an empty IBaseData object of the same type of the input
            switch (input.DataType)
            {
                case MarketDataType.TradeBar:
                    _previousInput = new TradeBar();
                    break;
                case MarketDataType.QuoteBar:
                    _previousInput = new QuoteBar();
                    break;
                default:
                    _previousInput = new Tick();
                    break;
            }

            return _previousInput.Value;
        }
    }
}