#include "TMath.h"
#include "TCanvas.h"
#include "TRandom.h"
#include "TGraph.h"
#include "Riostream.h"
#include "exception"

void train()
{
	Int_t ntrain = 200;
	Int_t n = 378;
	Int_t i = 0;
	Int_t start = 100;
	Int_t end = start + n;
	Int_t nlines = 479;
	Float_t price0, price1, price2, price3, price4, price5; 
	Float_t list0[479];
	Float_t list1[479];
	Float_t list2[479];
	Float_t list3[479];
	Float_t list4[479];
	Float_t list5[479];
	Double_t params[5];
	Float_t x[378];
	Float_t y1[378];
	Float_t y2[378];
	Float_t money = 10000;
	Float_t stock = 0;
	Float_t total = 10000;


	ifstream in;
	in.open("data.txt");
	for (i=0;i<nlines;i++){
		in >> price5 >> price4 >> price3 >> price2 >> price1 >> price0 ;
		list0[i] = price0 ;
		list1[i] = price1 ;
		list2[i] = price2 ;
		list3[i] = price3 ;
		list4[i] = price4 ;
		list5[i] = price5 ;
        }
        in.close();

	for (i=start;i<end;i++){
		TFile fout("milk.root","recreate");  //create a output file to record the result
		TTree *milk = new TTree("milk","milk");
		milk->Branch("price5",&price5,"price5/F");
		milk->Branch("price4",&price4,"price4/F");
		milk->Branch("price3",&price3,"price3/F");
		milk->Branch("price2",&price2,"price2/F");
		milk->Branch("price1",&price1,"price1/F");
		milk->Branch("price0",&price0,"price0/F");
		
		for (j=0;j<i;j++){
			price0 = list0[j];
			price1 = list1[j];
			price2 = list2[j];
			price3 = list3[j];
			price4 = list4[j];
			price5 = list5[j];
			milk->Fill();
		}
		fout.cd();
		milk->Write();

		TMultiLayerPerceptron *mlp = new TMultiLayerPerceptron("price0,price1,price2,price3,price4:10:price5",milk,"Entry$%2","(Entry$+1)%2");
		mlp->Train(ntrain, "update=10");
		mlp->DumpWeights("milk.txt");
		fout.Close();

	        train_file = new TFile("milk.root","read");
        	milk1 =  (TTree * )train_file->Get("milk");
        	milk1.SetBranchAddress("price5",&price5);
        	milk1.SetBranchAddress("price4",&price4);
        	milk1.SetBranchAddress("price3",&price3);
        	milk1.SetBranchAddress("price2",&price2);
        	milk1.SetBranchAddress("price1",&price1);
        	milk1.SetBranchAddress("price0",&price0);
	
        	TMultiLayerPerceptron *mlp1 = new TMultiLayerPerceptron("price0,price1,price2,price3,price4:10:price5",milk1);
        	mlpa = new TMLPAnalyzer(mlp1);
        	mlpa->GatherInformations();
        	mlpa->CheckNetwork();
        	mlp1->LoadWeights("milk.txt");


// today is list5[i], 

// day-1 
               	params[0] = list0[i-2];
               	params[1] = list1[i-2];
               	params[2] = list2[i-2];
               	params[3] = list3[i-2];
               	params[4] = list4[i-2];
               	val0 = mlp1->Evaluate(0, params);

// day0 
               	params[0] = list0[i-1];
               	params[1] = list1[i-1];
               	params[2] = list2[i-1];
               	params[3] = list3[i-1];
               	params[4] = list4[i-1];
               	val1 = mlp1->Evaluate(0, params);

// day1 is today
               	params[0] = list0[i];
               	params[1] = list1[i];
               	params[2] = list2[i];
               	params[3] = list3[i];
               	params[4] = list4[i];
               	val2 = mlp1->Evaluate(0, params);
// day2 
/*
               	params[0] = list0[i+1];
               	params[1] = list1[i+1];
               	params[2] = list2[i+1];
               	params[3] = list3[i+1];
               	params[4] = list4[i+1];
               	val2 = mlp1->Evaluate(0, params);
*/
		y1[i-start] = list5[i];
		y2[i-start] = val2;
		x[i-start] = i;


		printf("%s %f %s %f %s %f %s %f %s %f  \n", "ANN_yesterday=", val0, "ANN_today=",val1, "ANN_tomorrow=",val2, "Money = ",money, "Stock=",stock);
		printf("%s %f %s %f %s %f %s %f %s %f  \n", "Rea_yesterday=", list5[i-1], "Rea_today=",list5[i], "Rea_tomorrow=",list5[i+1], "Money = ",money, "Stock=",stock);
		if (( val1 < val0) && (val1 < val2)){
			if (money>1){
				stock =  money/list5[i];
				money = 0;
				total = stock*list5[i];
				printf(" %f %f %f %s %f %s \n ", money, stock,list5[i], "Total=", total, "---------------------------buy");
			}
		} 

		if (( val1 > val0) && (val1 > val2)){
			if (stock>1){
				money = stock*list5[i];
				stock = 0;
				total = money; 
				printf(" %f %f %f %s %f %s \n ", money, stock,list5[i],"Total=",total, "---------------------------sell");
			}
		}
	}


        TCanvas *c1 = new TCanvas("c1", "Vavilov density");
        c1->SetGrid();
        c1->SetFillColor(0);
        c1->SetFrameFillColor(0);
        c1->SetFrameLineWidth(2);
        c1->SetFrameBorderMode(0);
        c1->SetFrameBorderSize(2);

        hpx = new TH2F("graph","graph",10,start,end,20,0,3);
        hpx->Draw();

        TGraph *gr1 = new TGraph(n,x,y1);
        TGraph *gr2 = new TGraph(n,x,y2);

        gr1->GetXaxis()->SetNdivisions(606);
        gr1->SetLineWidth(2);
        gr1->SetMarkerStyle(25);
        gr1->SetMarkerSize(0.7);
        gr1->Draw("L");

        gr2->GetXaxis()->SetNdivisions(606);
        gr2->SetMarkerStyle(30);
        gr2->SetMarkerSize(0.7);
        gr2->SetLineWidth(2);
        gr2->SetLineColor(2);
        gr2->Draw("L");


}