from __future__ import annotations

import numpy as np
import pandas as pd


def ema(s: pd.Series, span: int) -> pd.Series:
    return s.ewm(span=span, adjust=False).mean()


def rsi(close: pd.Series, period: int) -> pd.Series:
    delta = close.diff()
    up = delta.clip(lower=0.0)
    down = (-delta).clip(lower=0.0)

    roll_up = up.ewm(alpha=1 / period, adjust=False).mean()
    roll_down = down.ewm(alpha=1 / period, adjust=False).mean()

    rs = roll_up / roll_down.replace(0.0, np.nan)
    return 100.0 - (100.0 / (1.0 + rs))


def atr(high: pd.Series, low: pd.Series, close: pd.Series, period: int) -> pd.Series:
    prev_close = close.shift(1)
    tr = pd.concat(
        [
            (high - low).abs(),
            (high - prev_close).abs(),
            (low - prev_close).abs(),
        ],
        axis=1,
    ).max(axis=1)
    return tr.ewm(alpha=1 / period, adjust=False).mean()


def bollinger(close: pd.Series, window: int, n_std: float):
    mid = close.rolling(window=window, min_periods=window).mean()
    std = close.rolling(window=window, min_periods=window).std(ddof=0)
    upper = mid + n_std * std
    lower = mid - n_std * std
    width = (upper - lower) / mid
    return mid, upper, lower, width


def macd(close: pd.Series, fast: int, slow: int, signal: int):
    fast_ema = ema(close, fast)
    slow_ema = ema(close, slow)
    line = fast_ema - slow_ema
    sig = ema(line, signal)
    hist = line - sig
    return line, sig, hist


def stochastic(high: pd.Series, low: pd.Series, close: pd.Series,
               k_period: int = 14, d_period: int = 3):
    """Stochastic Oscillator (%K and %D)."""
    lowest = low.rolling(window=k_period, min_periods=k_period).min()
    highest = high.rolling(window=k_period, min_periods=k_period).max()
    denom = highest - lowest
    k = 100.0 * (close - lowest) / denom.replace(0.0, np.nan)
    d = k.rolling(window=d_period, min_periods=d_period).mean()
    return k, d


def cci(high: pd.Series, low: pd.Series, close: pd.Series,
        period: int = 20) -> pd.Series:
    """Commodity Channel Index."""
    tp = (high + low + close) / 3.0
    sma = tp.rolling(window=period, min_periods=period).mean()
    mad = tp.rolling(window=period, min_periods=period).apply(
        lambda x: np.mean(np.abs(x - np.mean(x))), raw=True
    )
    return (tp - sma) / (0.015 * mad.replace(0.0, np.nan))


def adx(high: pd.Series, low: pd.Series, close: pd.Series,
        period: int = 14) -> pd.Series:
    """Average Directional Index (returns ADX line only)."""
    up_move = high.diff()
    down_move = -low.diff()

    plus_dm = pd.Series(np.where((up_move > down_move) & (up_move > 0), up_move, 0.0),
                        index=high.index)
    minus_dm = pd.Series(np.where((down_move > up_move) & (down_move > 0), down_move, 0.0),
                         index=high.index)

    atr_val = atr(high, low, close, period)

    plus_di = 100.0 * plus_dm.ewm(alpha=1 / period, adjust=False).mean() / atr_val.replace(0.0, np.nan)
    minus_di = 100.0 * minus_dm.ewm(alpha=1 / period, adjust=False).mean() / atr_val.replace(0.0, np.nan)

    dx = 100.0 * (plus_di - minus_di).abs() / (plus_di + minus_di).replace(0.0, np.nan)
    adx_line = dx.ewm(alpha=1 / period, adjust=False).mean()
    return adx_line


def keltner_channel(high: pd.Series, low: pd.Series, close: pd.Series,
                    ema_period: int = 20, atr_period: int = 14, atr_mult: float = 1.5):
    """Keltner Channel (mid, upper, lower)."""
    mid = ema(close, ema_period)
    atr_val = atr(high, low, close, atr_period)
    upper = mid + atr_mult * atr_val
    lower = mid - atr_mult * atr_val
    return mid, upper, lower