#
# Copyright 2015 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.

import datetime
import os
import pickle
import pytz

import sys
sys.path.insert(0, '.')

from zipline.finance.blotter import Blotter, Order
from zipline.finance.commission import PerShare, PerTrade, PerDollar
from zipline.finance.performance.period import PerformancePeriod
from zipline.finance.performance.position import Position
from zipline.finance.performance.tracker import PerformanceTracker
from zipline.finance.risk.cumulative import RiskMetricsCumulative
from zipline.finance.risk.period import RiskMetricsPeriod
from zipline.finance.risk.report import RiskReport
from zipline.finance.slippage import (
    FixedSlippage,
    Transaction,
    VolumeShareSlippage
)
from zipline.protocol import Account
from zipline.protocol import Portfolio
from zipline.protocol import Position as ProtocolPosition


from zipline.finance.trading import SimulationParameters

from zipline.utils import factory
from zipline.utils.serialization_utils import VERSION_LABEL

base_state_dir = 'tests/resources/saved_state_archive'
if not os.path.exists(base_state_dir):
    os.makedirs(base_state_dir)


sim_params_daily = SimulationParameters(
    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
    10000,
    emission_rate='daily')


sim_params_minute = SimulationParameters(
    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
    10000,
    emission_rate='minute')


returns = factory.create_returns_from_list(
    [1.0], sim_params_daily)


argument_list = [
    (Blotter, ()),
    (Order, (datetime.datetime(2013, 6, 19), 8554, 100)),
    (PerShare, ()),
    (PerTrade, ()),
    (PerDollar, ()),
    (PerformancePeriod, (10000,)),
    (Position, (8554,)),
    (PerformanceTracker, (sim_params_minute,)),
    (RiskMetricsCumulative, (sim_params_minute,)),
    (RiskMetricsPeriod, (returns.index[0], returns.index[0], returns)),
    (RiskReport, (returns, sim_params_minute)),
    (FixedSlippage, ()),
    (Transaction, (8554, 10, datetime.datetime(2013, 6, 19), 100, "0000")),
    (VolumeShareSlippage, ()),
    (Account, ()),
    (Portfolio, ()),
    (ProtocolPosition, (8554,))
]


def write_state_to_disk(cls, state, emission_rate=None):
    state_dir = cls.__module__ + '.' + cls.__name__

    full_dir = base_state_dir + '/' + state_dir

    if not os.path.exists(full_dir):
        os.makedirs(full_dir)

    if emission_rate is not None:
        name = 'State_Version_' + emission_rate + \
            str(state['obj_state'][VERSION_LABEL])
    else:
        name = 'State_Version_' + str(state['obj_state'][VERSION_LABEL])

    full_path = full_dir + '/' + name

    f = open(full_path, 'w')

    pickle.dump(state, f)

    f.close()


def generate_object_state(cls, initargs):

    obj = cls(*initargs)
    state = obj.__getstate__()
    if hasattr(obj, '__getinitargs__'):
        initargs = obj.__getinitargs__()
    else:
        initargs = None
    if hasattr(obj, '__getnewargs__'):
        newargs = obj.__getnewargs__()
    else:
        newargs = None

    on_disk_state = {
        'obj_state': state,
        'initargs': initargs,
        'newargs': newargs
    }

    write_state_to_disk(cls, on_disk_state)


if __name__ == "__main__":

    for args in argument_list:
        generate_object_state(*args)