#region Namespaces
# ---------- DON'T REMOVE OR EDIT THESE LINES -------------------
# These lines are required for integrating Python with our .NET platform.
import clr
clr.AddReference("Tickblaze.Model")
import ScriptCode
from OptimizationAlgorithmAPI import *
from AssemblyOptimizationAlgorithm_3000_ImportedScripts import *
# ---------------------------------------------------------------
#endregion

## <summary>
## Optimization Algorithm scripts are used to control the optimization process. 
## During optimization the desktop and its strategies will be backtested repeatedly with different optimization vectors (script parameter values) as selected by the Optimization Algorithm script.
## </summary>
class MyOptimizationAlgorithm(ScriptCode.OptimizationAlgorithmScriptBase): # NEVER CHANGE THE CLASS NAME
    #region Variables
    # Variables Content
    #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. 
    ## </summary>
    ## --------------------------------------------------------------------------------------------------
    ##                                 INSTRUCTIONS - PLEASE READ CAREFULLY
    ## --------------------------------------------------------------------------------------------------
    ## 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' (The 'long' data type can only be used for date/time representation)
    ## Set to "DateTimeArray" when the data type is 'long[]' (The 'long' data type can only be used for date/time representation)
    ## 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> 
    ## --------------------------------------------------------------------------------------------------
    def OnInitialize(self):
        # OnInitialize Content
        pass
    #endregion

    #region OnSelectNextOptimizationVectors
    ## <summary>
    ## This function is called in order to select the next optimization vectors to be processed.
    ## The function may be called multiple times in a row before the OnUpdateOptimizationVector function is called. 
    ## </summary>
    ## <returns type="IntegerArray">The indexes of the next optimization vectors to process.</returns>
    def OnSelectNextOptimizationVectors(self):
        # Create a list to hold the indexes of the next optimization vectors to process.
        optimizationVectors = []
        # Iterate through all optimization vector indexes.
        for optimizationVectorIndex in range(OptimizationVectorCount()):
            # Check to ensure the optimization vector index has not already been processed.
            if not OptimizationVectorIsProcessed(optimizationVectorIndex):
                # Add the current optimization vector index to the list of optimization vectors that need to be processed.
                optimizationVectors.append(optimizationVectorIndex)
        # Return the list of optimization vectors that need to be processed.                
        return optimizationVectors
    #endregion

    #region OnGetMaxVectors
    ## <summary>
    ## This function is called to get the number of optimization vectors that the algorithm will 
    ## select and run if the optimization process runs to completion.
    ## </summary>
    ## <returns type="Integer">The maximum number of optimization vectors to be run.</returns>
    def OnGetMaxVectors(self):
        # Return the total number of optimization vector indexes.
        return OptimizationVectorCount()
    #endregion

    #region OnUpdateOptimizationVector
    ## <summary>
    ## This function is called to notify the optimization algorithm that a vector has been processed.
    ## </summary>
    ## <param name="vectorIndex" type="Integer">The vector index of the optimization vector that has been processed</param>
    def OnUpdateOptimizationVector(self, vectorIndex):
        # OnUpdateOptimizationVector Content
        pass
    #endregion

    #region OnShutdown
    ## <summary>
    ## This function is called when the script is shutdown.
    ## </summary>
    def OnShutdown(self):
        # OnShutdown Content
        pass
    #endregion