#region Namespaces
using System;
using System.IO;
using System.Linq;
#endregion

namespace ScriptCode 
{
    /// <summary>
    /// Position sizing scripts are used for overriding the quantity of pending orders after those were generated by a trading strategy.
    /// 
    /// This script can be used in several ways:
    /// (1) It can be used to test the impact of various position sizing methods on a trading strategy's performance.
    /// (2) It can be used to separate the logic between the rules used to generate an order and the rules used to set its size.
    /// </summary>
    public partial class MyPositionSizing : PositionSizingScriptBase // NEVER CHANGE THE CLASS NAME 
    {
        #region Variables
        // The fixed quantity of shares / contracts / units for each order.
		private double _quantityPerOrder;
		// Use to indicate whether to enable the position sizing script to determine the size of exit orders.
		private bool _enableExitSizing;
        #endregion

        #region OnInitialize
        /// <summary>
        /// This function is used for accepting the script parameters and for initializing the script prior to all other function calls.
        /// Once the script is assigned to a desktop, its parameter values can be specified by the user and can be selected for optimization. 
        /// </summary>
        /// --------------------------------------------------------------------------------------------------
        /// PLEASE USE THE SCRIPT WIZARD (CTRL+W) TO ADD, EDIT AND REMOVE THE SCRIPT PARAMETERS
        /// --------------------------------------------------------------------------------------------------
        /// YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
        /// ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
        /// THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.

        /// REQUIRED ATTRIBUTES:
        /// (1) name: The exact parameter name.
        /// (2) type: The type of data to collect from the user: 
        /// Set to "Integer" when the data type is 'int'
        /// Set to "IntegerArray" when the data type is 'int[]'
        /// Set to "DateTime" when the data type is 'long'  
        /// Set to "DateTimeArray" when the data type is 'long[]'  
        /// Set to "Boolean" when the data type is 'bool'
        /// Set to "BooleanArray" when the data type is 'bool[]'
        /// Set to "Double" when the data type is 'double'
        /// Set to "DoubleArray" when the data type is 'double[]'
        /// Set to "String" when the data type is 'string'
        /// Set to "StringArray" when the data type is 'string[]'

        /// OPTIONAL ATTRIBUTES:
        /// (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type. 
        /// (4) min: The minimum parameter value is only valid when the type is Integer or Double.
        /// (5) max: The maximum parameter value is only valid when the type is Integer or Double.

        /// EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param> 
        /// --------------------------------------------------------------------------------------------------
		/// <param name="quantityPerOrder" type="Double" default="100">The fixed quantity of shares / contracts / units for each order.</param>
		/// <param name="enableExitSizing" type="Boolean" default="True">Use to indicate whether to enable the position sizing script to determine the size of exit orders. </param>
        public void OnInitialize(
			double quantityPerOrder,
			bool enableExitSizing)
        {
            // Set the parameters to script variables. 
			_quantityPerOrder = quantityPerOrder;
			_enableExitSizing = enableExitSizing;
        }
        #endregion

        #region OnPositionSize
        /// <summary>
        /// This function is called for each pending order. It should examine the specified order and 
        /// return the number of shares, contracts or units to assign it. 
        /// </summary>
        /// <param name="symbolIndex" type="Integer">The index of the symbol in the strategy symbol table</param>
        /// <param name="orderIndex" type="Integer">The order index to which a size should be assigned</param>
        /// <returns type="Double">The number of shares, contracts or units to assign the specified order.</returns>
        public override double OnPositionSize(
            int symbolIndex,
            int orderIndex)
        {
		    // Check whether exit sizing is also enabled.
			if (_enableExitSizing) {
				// Get the open positions indexes for the symbol. 
				int[] openPositions = PositionByStatus(C_PositionStatus.OPEN);
				// Iterate over the open position indexes.
				for (int i = 0; i < openPositions.Length; i++) {
					// Check whether the current open position is in the opposite direction of the order, which means tha the order is an exit order.
					if (PositionDirection(openPositions[i]) != OrderDirection(orderIndex))
					{
						// Check whether the specified order quantity will not only exit the position but will also reverse it.
						if (PositionCurrentQuantity(openPositions[i]) < OrderQuantity(orderIndex))
							// Return the specified order quantity without any changes.
							return OrderQuantity(orderIndex);
						// Return the quantity of the open position to be used as the exit order.
						else return PositionCurrentQuantity(openPositions[i]);
					}
				}
			}
			// Return the fixed quantity.
			return _quantityPerOrder;
        }
        #endregion

        #region OnShutdown
        /// <summary>
        /// This function is called when the script is shutdown.
        /// </summary>
        public override void OnShutdown() 
        { 
		    
        }
        #endregion
    }
}