# Copyright 2016 Quantopian, Inc.
#
# 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.
from cython cimport boundscheck, wraparound
from numpy import finfo, float64, nan, isnan
from numpy cimport intp_t, float64_t


@boundscheck(False)
@wraparound(False)
cpdef void _minute_to_session_open(intp_t[:] close_locs,
                                   float64_t[:] data,
                                   float64_t[:] out):
    cdef intp_t i, close_loc, loc = 0
    cdef float64_t val
    for i, close_loc in enumerate(close_locs):
        val = nan
        # Start by getting the price value at the opening minute of each day.
        # If the value is NaN, continue looking forward until we either find a
        # valid value or reach the closing minute, at which point the value is
        # just kept as a NaN. We increment 'loc' after obtaining the value to
        # ensure we do not reach an out of bounds index.
        while isnan(val) and loc <= close_loc:
            val = data[loc]
            loc += 1
        out[i] = val
        loc = close_loc + 1


@boundscheck(False)
@wraparound(False)
cpdef void _minute_to_session_high(intp_t[:] close_locs,
                                   float64_t[:] data,
                                   float64_t[:] out):
    cdef intp_t i, close_loc, loc = 0
    cdef float64_t val
    for i, close_loc in enumerate(close_locs):
        val = -1
        while loc <= close_loc:
            val = max(val, data[loc])
            loc += 1
        if val == -1:
            val = nan
        out[i] = val
        loc = close_loc + 1


@boundscheck(False)
@wraparound(False)
cpdef void _minute_to_session_low(intp_t[:] close_locs,
                                   float64_t[:] data,
                                   float64_t[:] out):
    cdef intp_t i, close_loc, loc = 0
    cdef float64_t val
    cdef float64_t max_float = finfo(float64).max
    for i, close_loc in enumerate(close_locs):
        val = max_float
        while loc <= close_loc:
            val = min(val, data[loc])
            loc += 1
        if val == max_float:
            val = nan
        out[i] = val
        loc = close_loc + 1


@boundscheck(False)
@wraparound(False)
cpdef void _minute_to_session_close(intp_t[:] close_locs,
                                    float64_t[:] data,
                                    float64_t[:] out):
    cdef intp_t i, prev_close_loc, loc = 0
    cdef float64_t val
    num_out = len(out)
    for i in range(num_out - 1, -1, -1):
        if i > 0:
            prev_close_loc = close_locs[i - 1]
        else:
            prev_close_loc = -1
        loc = close_locs[i]
        val = nan
        # Start by getting the price value at the closing minute of each day.
        # If the value is NaN, continue looking back until we either find a
        # valid value or reach the closing minute of the previous day, at which
        # point the value is just kept as a NaN. We decrement 'loc' after
        # obtaining the value to ensure we do not reach a negative index.
        while isnan(val) and loc > prev_close_loc:
            val = data[loc]
            loc -= 1
        out[i] = val


@boundscheck(False)
@wraparound(False)
cpdef void _minute_to_session_volume(intp_t[:] close_locs,
                                     float64_t[:] data,
                                     float64_t[:] out):
    cdef intp_t i, close_loc, loc = 0
    cdef float64_t val
    loc = 0
    for i, close_loc in enumerate(close_locs):
        val = 0
        while loc <= close_loc:
            val += data[loc]
            loc += 1
        out[i] = val
        loc = close_loc + 1
