'''
'''
from data import series
from execution.executor import Executor

import random
from math import inf
import numpy

class Solver():
    '''
    
    '''


    def __init__(self, series):
        '''
        Constructor
        '''
        
        self.series = series
        self.executor = Executor(series)
        self.generators = []
        
    def add_generator(self, generator):
        self.generators.append(generator)
        
    def solve(self):
        max_signals = 3
        max_strategies = 1000
        self.results = []
        
        for x in range(0, max_strategies):
            sig_num = random.randint(1, max_signals)
            strategy = []
            for i in range(0, sig_num):
                strategy.append(random.choice(self.generators).generate())
                
            trades = self.executor.execute(strategy)
            result = self.evaluate_trades(trades)
            result['display_name'] = ' && '.join([signal.get_text() for signal in strategy])
            self.results.append(result)
            
        return self.results
            
    def evaluate_trades(self, trades):
        result = {}
        
        profits = [x.pnl() for x in trades]
        
        result['trades_number'] = len(trades)
        result['total_pnl'] = sum(profits)
        
        if len(trades) > 0:
            result['avg_percentage'] = sum([trade.pnl_percentage() for trade in trades]) / len(trades)
        else:
            result['avg_percentage'] = 0
        
        gross_profit = sum([max(0, x.pnl()) for x in trades])
        gross_loss = sum([min(0, x.pnl()) for x in trades])
        
        if gross_loss != 0:
            result['profit_factor'] = gross_profit / (-gross_loss)
        else:
            result['profit_factor'] = inf
            
        if len(profits) > 0:
            mean = numpy.mean(profits)
            stddev = numpy.std(profits)
            if stddev != 0:
                result['sharpe'] = mean / stddev
            else:
                result['sharpe'] = 0
        else:
            result['sharpe'] = 0
            
        return result