/*
 * 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 System;
using System.Collections;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Linq;
using NodaTime;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Logging;

namespace QuantConnect.Securities 
{
    /// <summary>
    /// Enumerable security management class for grouping security objects into an array and providing any common properties.
    /// </summary>
    /// <remarks>Implements IDictionary for the index searching of securities by symbol</remarks>
    public class SecurityManager : IDictionary<Symbol, Security>
    {
        private readonly TimeKeeper _timeKeeper;

        //Internal dictionary implementation:
        private readonly IDictionary<Symbol, Security> _securityManager;
        private int _minuteLimit = 500;
        private int _minuteMemory = 2;
        private int _secondLimit = 100;
        private int _secondMemory = 10;
        private int _tickLimit = 30;
        private int _tickMemory = 34;
        private decimal _maxRamEstimate = 1024;

        /// <summary>
        /// Gets the most recent time this manager was updated
        /// </summary>
        public DateTime UtcTime
        {
            get { return _timeKeeper.UtcTime; }
        }

        /// <summary>
        /// Initialise the algorithm security manager with two empty dictionaries
        /// </summary>
        /// <param name="timeKeeper"></param>
        public SecurityManager(TimeKeeper timeKeeper)
        {
            _timeKeeper = timeKeeper;
            _securityManager = new ConcurrentDictionary<Symbol, Security>();
        }

        /// <summary>
        /// Gets the maximum number of minute symbols allowed in the algorithm
        /// </summary>
        public int MinuteLimit
        {
            get { return _minuteLimit; }
        }

        /// <summary>
        /// Gets the maximum number of second symbols allowed in the algorithm
        /// </summary>
        public int SecondLimit
        {
            get { return _secondLimit; }
        }

        /// <summary>
        /// Gets the maximum number of tick symbols allowed in the algorithm
        /// </summary>
        public int TickLimit
        {
            get { return _tickLimit; }
        }

        /// <summary>
        /// Add a new security with this symbol to the collection.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        /// <param name="symbol">symbol for security we're trading</param>
        /// <param name="security">security object</param>
        /// <seealso cref="Add(string,Resolution,bool)"/>
        public void Add(Symbol symbol, Security security)
        {
            CheckResolutionCounts(security.Resolution);
            security.SetLocalTimeKeeper(_timeKeeper.GetLocalTimeKeeper(security.Exchange.TimeZone));
            _securityManager.Add(symbol, security);
        }

        /// <summary>
        /// Add a new security with this symbol to the collection.
        /// </summary>
        /// <param name="security">security object</param>
        public void Add(Security security)
        {
            Add(security.Symbol, security);
        }

        /// <summary>
        /// Add a symbol-security by its key value pair.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        /// <param name="pair"></param>
        public void Add(KeyValuePair<Symbol, Security> pair)
        {
            CheckResolutionCounts(pair.Value.Resolution);
            _securityManager.Add(pair.Key, pair.Value);
        }

        /// <summary>
        /// Clear the securities array to delete all the portfolio and asset information.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        public void Clear()
        {
            _securityManager.Clear();
        }

        /// <summary>
        /// Check if this collection contains this key value pair.
        /// </summary>
        /// <param name="pair">Search key-value pair</param>
        /// <remarks>IDictionary implementation</remarks>
        /// <returns>Bool true if contains this key-value pair</returns>
        public bool Contains(KeyValuePair<Symbol, Security> pair)
        {
            return _securityManager.Contains(pair);
        }

        /// <summary>
        /// Check if this collection contains this symbol.
        /// </summary>
        /// <param name="symbol">Symbol we're checking for.</param>
        /// <remarks>IDictionary implementation</remarks>
        /// <returns>Bool true if contains this symbol pair</returns>
        public bool ContainsKey(Symbol symbol)
        {
            return _securityManager.ContainsKey(symbol);
        }

        /// <summary>
        /// Copy from the internal array to an external array.
        /// </summary>
        /// <param name="array">Array we're outputting to</param>
        /// <param name="number">Starting index of array</param>
        /// <remarks>IDictionary implementation</remarks>
        public void CopyTo(KeyValuePair<Symbol, Security>[] array, int number)
        {
            _securityManager.CopyTo(array, number);
        }

        /// <summary>
        /// Count of the number of securities in the collection.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        public int Count
        {
            get { return _securityManager.Count; }
        }

        /// <summary>
        /// Flag indicating if the internal arrray is read only.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        public bool IsReadOnly
        {
            get { return _securityManager.IsReadOnly;  }
        }

        /// <summary>
        /// Remove a key value of of symbol-securities from the collections.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        /// <param name="pair">Key Value pair of symbol-security to remove</param>
        /// <returns>Boolean true on success</returns>
        public bool Remove(KeyValuePair<Symbol, Security> pair)
        {
            return _securityManager.Remove(pair);
        }

        /// <summary>
        /// Remove this symbol security: Dictionary interface implementation.
        /// </summary>
        /// <param name="symbol">Symbol we're searching for</param>
        /// <returns>true success</returns>
        public bool Remove(Symbol symbol)
        {
            return _securityManager.Remove(symbol);
        }

        /// <summary>
        /// List of the symbol-keys in the collection of securities.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        public ICollection<Symbol> Keys
        {
            get { return _securityManager.Keys; }
        }

        /// <summary>
        /// Try and get this security object with matching symbol and return true on success.
        /// </summary>
        /// <param name="symbol">String search symbol</param>
        /// <param name="security">Output Security object</param>
        /// <remarks>IDictionary implementation</remarks>
        /// <returns>True on successfully locating the security object</returns>
        public bool TryGetValue(Symbol symbol, out Security security)
        {
            return _securityManager.TryGetValue(symbol, out security);
        }

        /// <summary>
        /// Get a list of the security objects for this collection.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        public ICollection<Security> Values
        {
            get { return _securityManager.Values; }
        }

        /// <summary>
        /// Get the enumerator for this security collection.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        /// <returns>Enumerable key value pair</returns>
        IEnumerator<KeyValuePair<Symbol, Security>> IEnumerable<KeyValuePair<Symbol, Security>>.GetEnumerator() 
        {
            return _securityManager.GetEnumerator();
        }

        /// <summary>
        /// Get the enumerator for this securities collection.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        /// <returns>Enumerator.</returns>
        IEnumerator IEnumerable.GetEnumerator() 
        {
            return _securityManager.GetEnumerator();
        }

        /// <summary>
        /// Indexer method for the security manager to access the securities objects by their symbol.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        /// <param name="symbol">Symbol object indexer</param>
        /// <returns>Security</returns>
        public Security this[Symbol symbol]
        {
            get
            {
                if (!_securityManager.ContainsKey(symbol))
                {
                    throw new Exception(string.Format("This asset symbol ({0}) was not found in your security list. Please add this security or check it exists before using it with 'Securities.ContainsKey(\"{1}\")'", symbol, SymbolCache.GetTicker(symbol)));
                } 
                return _securityManager[symbol];
            }
            set 
            {
                _securityManager[symbol] = value;
            }
        }

        /// <summary>
        /// Indexer method for the security manager to access the securities objects by their symbol.
        /// </summary>
        /// <remarks>IDictionary implementation</remarks>
        /// <param name="ticker">string ticker symbol indexer</param>
        /// <returns>Security</returns>
        public Security this[string ticker]
        {
            get
            {
                Symbol symbol;
                if (!SymbolCache.TryGetSymbol(ticker, out symbol))
                {
                    throw new Exception(string.Format("This asset symbol ({0}) was not found in your security list. Please add this security or check it exists before using it with 'Securities.ContainsKey(\"{0}\")'", ticker));
                }
                return this[symbol];
            }
            set
            {
                Symbol symbol;
                if (!SymbolCache.TryGetSymbol(ticker, out symbol))
                {
                    throw new Exception(string.Format("This asset symbol ({0}) was not found in your security list. Please add this security or check it exists before using it with 'Securities.ContainsKey(\"{0}\")'", ticker));
                }
                this[symbol] = value;
            }
        }

        /// <summary>
        /// Get the number of securities that have this resolution.
        /// </summary>
        /// <param name="resolution">Search resolution value.</param>
        /// <returns>Count of the securities</returns>
        public int  GetResolutionCount(Resolution resolution) 
        {
            var count = 0;
            try
            {
                count = (from security in _securityManager.Values
                         where security.Resolution == resolution
                         // don't count feeds we auto add
                         where !security.SubscriptionDataConfig.IsInternalFeed
                         select security.Resolution).Count();
            } 
            catch (Exception err) 
            {
                Log.Error(err);
            }
            return count;
        }

        /// <summary>
        /// Limits on the number of minute, second and tick assets due to memory constraints.
        /// </summary>
        /// <param name="minute">Minute asset allowance</param>
        /// <param name="second">Second asset allowance</param>
        /// <param name="tick">Tick asset allowance</param>
        public void SetLimits(int minute, int second, int tick)
        {
            _minuteLimit = minute;  //Limit the number and combination of symbols
            _secondLimit = second;
            _tickLimit = tick;
            _maxRamEstimate = Math.Max(Math.Max(MinuteLimit * _minuteMemory, SecondLimit * _secondMemory), TickLimit * _tickMemory);
        }

        /// <summary>
        /// Verifies that we can add more securities
        /// </summary>
        /// <param name="resolution">The new resolution to be added</param>
        private void CheckResolutionCounts(Resolution resolution)
        {
            //Maximum Data Usage: mainly RAM constraints but this has never been fully tested.
            if (GetResolutionCount(Resolution.Tick) >= TickLimit && resolution == Resolution.Tick)
            {
                throw new Exception("We currently only support " + TickLimit + " tick assets at a time due to physical memory limitations.");
            }
            if (GetResolutionCount(Resolution.Second) >= SecondLimit && resolution == Resolution.Second)
            {
                throw new Exception("We currently only support  " + SecondLimit + "  second resolution securities at a time due to physical memory limitations.");
            }
            if (GetResolutionCount(Resolution.Minute) >= MinuteLimit && resolution == Resolution.Minute)
            {
                throw new Exception("We currently only support  " + MinuteLimit + "  minute assets at a time due to physical memory limitations.");
            }

            //Current ram usage: this especially applies during live trading where micro servers have limited resources:
            var currentEstimatedRam = GetRamEstimate(GetResolutionCount(Resolution.Minute), GetResolutionCount(Resolution.Second),
                GetResolutionCount(Resolution.Tick));

            if (currentEstimatedRam > _maxRamEstimate)
            {
                throw new Exception("We estimate you will run out of memory (" + currentEstimatedRam + "mb of " + _maxRamEstimate
                    + "mb physically available). Please reduce the number of symbols you're analysing or if in live trading upgrade your server to allow more memory.");
            }
        }

        /// <summary>
        /// Estimated ram usage with this symbol combination:
        /// </summary>
        /// <param name="minute"></param>
        /// <param name="second"></param>
        /// <param name="tick"></param>
        /// <returns>Decimal estimate of the number of MB ram the requested assets would consume</returns>
        private decimal GetRamEstimate(int minute, int second, int tick)
        {
            return _minuteMemory * minute + _secondMemory * second + _tickMemory * tick;
        }

        /// <summary>
        /// Creates a security and matching configuration. This applies the default leverage if
        /// leverage is less than or equal to zero.
        /// This method also add the new symbol mapping to the <see cref="SymbolCache"/>
        /// </summary>
        public static Security CreateSecurity(Type factoryType,
            SecurityPortfolioManager securityPortfolioManager,
            SubscriptionManager subscriptionManager,
            SecurityExchangeHours exchangeHours,
            DateTimeZone dataTimeZone,
            Symbol symbol,
            Resolution resolution,
            bool fillDataForward,
            decimal leverage,
            bool extendedMarketHours,
            bool isInternalFeed,
            bool isCustomData)
        {
            var sid = symbol.ID;

            //If it hasn't been set, use some defaults based on the security type
            if (leverage <= 0)
            {
                if (sid.SecurityType == SecurityType.Equity) leverage = 2;
                else if (sid.SecurityType == SecurityType.Forex) leverage = 50;
                // default to 1 for everything else
                else leverage = 1m;
            }

            // add the symbol to our cache
            SymbolCache.Set(symbol.Value, symbol);

            //Add the symbol to Data Manager -- generate unified data streams for algorithm events
            var config = subscriptionManager.Add(factoryType, symbol, resolution, dataTimeZone, exchangeHours.TimeZone, isCustomData, fillDataForward,
                extendedMarketHours, isInternalFeed);

            Security security;
            switch (config.SecurityType)
            {
                case SecurityType.Equity:
                    security = new Equity.Equity(exchangeHours, config, leverage);
                    break;

                case SecurityType.Forex:
                    // decompose the symbol into each currency pair
                    string baseCurrency, quoteCurrency;
                    Forex.Forex.DecomposeCurrencyPair(symbol.Value, out baseCurrency, out quoteCurrency);

                    if (!securityPortfolioManager.CashBook.ContainsKey(baseCurrency))
                    {
                        // since we have none it's safe to say the conversion is zero
                        securityPortfolioManager.CashBook.Add(baseCurrency, 0, 0);
                    }
                    if (!securityPortfolioManager.CashBook.ContainsKey(quoteCurrency))
                    {
                        // since we have none it's safe to say the conversion is zero
                        securityPortfolioManager.CashBook.Add(quoteCurrency, 0, 0);
                    }
                    security = new Forex.Forex(exchangeHours, securityPortfolioManager.CashBook[quoteCurrency], config, leverage);
                    break;

                default:
                case SecurityType.Base:
                    security = new Security(exchangeHours, config, leverage);
                    break;
            }
            return security;
        }

        /// <summary>
        /// Creates a security and matching configuration. This applies the default leverage if
        /// leverage is less than or equal to zero.
        /// This method also add the new symbol mapping to the <see cref="SymbolCache"/>
        /// </summary>
        public static Security CreateSecurity(SecurityPortfolioManager securityPortfolioManager,
            SubscriptionManager subscriptionManager,
            MarketHoursDatabase marketHoursDatabase,
            Symbol symbol,
            Resolution resolution,
            bool fillDataForward,
            decimal leverage,
            bool extendedMarketHours,
            bool isInternalFeed,
            bool isCustomData)
        {
            var marketHoursDbEntry = marketHoursDatabase.GetEntry(symbol.ID.Market, symbol, symbol.ID.SecurityType);
            var exchangeHours = marketHoursDbEntry.ExchangeHours;
            var tradeBarType = typeof(TradeBar);
            var type = resolution == Resolution.Tick ? typeof(Tick) : tradeBarType;
            return CreateSecurity(type, securityPortfolioManager, subscriptionManager, exchangeHours, marketHoursDbEntry.DataTimeZone, symbol, resolution,
                fillDataForward, leverage, extendedMarketHours, isInternalFeed, isCustomData);
        }
    }
}