module IB
  module Messages
    module Incoming

      # HistoricalData contains following @data:
      # General:
      #    :request_id - The ID of the request to which this is responding
      #    :count - Number of Historical data points returned (size of :results).
      #    :results - an Array of Historical Data Bars
      #    :start_date - beginning of returned Historical data period
      #    :end_date   - end of returned Historical data period
      # Each returned Bar in @data[:results] Array contains this data:
      #    :date - The date-time stamp of the start of the bar. The format is
      #       determined by the RequestHistoricalData formatDate parameter.
      #    :open -  The bar opening price.
      #    :high -  The high price during the time covered by the bar.
      #    :low -   The low price during the time covered by the bar.
      #    :close - The bar closing price.
      #    :volume - The volume during the time covered by the bar.
      #    :trades - When TRADES historical data is returned, represents number of trades
      #             that occurred during the time period the bar covers
      #    :wap - The weighted average price during the time covered by the bar.
      #    :has_gaps - Whether or not there are gaps in the data.

      HistoricalData = def_message [17, 3],
                                   [:request_id, :int],
                                   [:start_date, :string],
                                   [:end_date, :string],
                                   [:count, :int]
      class HistoricalData
        attr_accessor :results

        def load
          super

          @results = Array.new(@data[:count]) do |_|
            IB::Bar.new :time => socket.read_string,
                        :open => socket.read_decimal,
                        :high => socket.read_decimal,
                        :low => socket.read_decimal,
                        :close => socket.read_decimal,
                        :volume => socket.read_int,
                        :wap => socket.read_decimal,
                        :has_gaps => socket.read_string,
                        :trades => socket.read_int
          end
        end

        def to_human
          "<HistoricalData: #{request_id}, #{count} items, #{start_date} to #{end_date}>"
        end
      end # HistoricalData
    end # module Incoming
  end # module Messages
end # module IB