module IB
require 'active_support/core_ext/date/calculations'
	module BuisinesDays
		#		https://stackoverflow.com/questions/4027768/calculate-number-of-business-days-between-two-days

		# Calculates the number of business days in range (start_date, end_date]
		#
		# @param start_date [Date]
		# @param end_date [Date]
		#
		# @return [Fixnum]
		def self.business_days_between(start_date, end_date)
			days_between = (end_date - start_date).to_i
			return 0 unless days_between > 0

			# Assuming we need to calculate days from 9th to 25th, 10-23 are covered
			# by whole weeks, and 24-25 are extra days.
			#
			# Su Mo Tu We Th Fr Sa    # Su Mo Tu We Th Fr Sa
			#        1  2  3  4  5    #        1  2  3  4  5
			#  6  7  8  9 10 11 12    #  6  7  8  9 ww ww ww
			# 13 14 15 16 17 18 19    # ww ww ww ww ww ww ww
			# 20 21 22 23 24 25 26    # ww ww ww ww ed ed 26
			# 27 28 29 30 31          # 27 28 29 30 31
			whole_weeks, extra_days = days_between.divmod(7)

			unless extra_days.zero?
				# Extra days start from the week day next to start_day,
				# and end on end_date's week date. The position of the
				# start date in a week can be either before (the left calendar)
				# or after (the right one) the end date.
				#
				# Su Mo Tu We Th Fr Sa    # Su Mo Tu We Th Fr Sa
				#        1  2  3  4  5    #        1  2  3  4  5
				#  6  7  8  9 10 11 12    #  6  7  8  9 10 11 12
				# ## ## ## ## 17 18 19    # 13 14 15 16 ## ## ##
				# 20 21 22 23 24 25 26    # ## 21 22 23 24 25 26
				# 27 28 29 30 31          # 27 28 29 30 31
				#
				# If some of the extra_days fall on a weekend, they need to be subtracted.
				# In the first case only corner days can be days off,
				# and in the second case there are indeed two such days.
				extra_days -= if start_date.tomorrow.wday <= end_date.wday
												[start_date.tomorrow.sunday?, end_date.saturday?].count(true)
											else
												2
											end
			end

			(whole_weeks * 5) + extra_days
		end
	end
	class Contract
		# Receive EOD-Data
		#
		# The Enddate has to be specified (as Date Object), t
		#
		# The Duration can either be specified as Sting " yx D" or as Integer.
		# Altenative a start date can be specified with the :start parameter.
		#
		# The parameter :what specified the kind of received data:
		#  Valid values:
		#   :trades, :midpoint, :bid, :ask, :bid_ask,
		#   :historical_volatility, :option_implied_volatility,
		#   :option_volume, :option_open_interest
		#
		# The results can be preprocessed through a block, thus
		#
		# puts IB::Symbols::Index::stoxx.eod( duration: '10 d')){|r| r.to_human}
		#   <Bar: 2019-04-01 wap 0.0 OHLC 3353.67 3390.98 3353.67 3385.38 trades 1750 vol 0>
		#   <Bar: 2019-04-02 wap 0.0 OHLC 3386.18 3402.77 3382.84 3395.7 trades 1729 vol 0>
		#   <Bar: 2019-04-03 wap 0.0 OHLC 3399.93 3435.9 3399.93 3435.56 trades 1733 vol 0>
		#   <Bar: 2019-04-04 wap 0.0 OHLC 3434.34 3449.44 3425.19 3441.93 trades 1680 vol 0>
		#   <Bar: 2019-04-05 wap 0.0 OHLC 3445.05 3453.01 3437.92 3447.47 trades 1677 vol 0>
		#   <Bar: 2019-04-08 wap 0.0 OHLC 3446.15 3447.08 3433.47 3438.06 trades 1648 vol 0>
		#   <Bar: 2019-04-09 wap 0.0 OHLC 3437.07 3450.69 3416.67 3417.22 trades 1710 vol 0>
		#   <Bar: 2019-04-10 wap 0.0 OHLC 3418.36 3435.32 3418.36 3424.65 trades 1670 vol 0>
		#   <Bar: 2019-04-11 wap 0.0 OHLC 3430.73 3442.25 3412.15 3435.34 trades 1773 vol 0>
		#   <Bar: 2019-04-12 wap 0.0 OHLC 3432.16 3454.77 3425.84 3447.83 trades 1715 vol 0>
		#
		# «to_human« is not needed here because ist aliased with `to_s`
		#
		# puts Symbols::Stocks.wfc.eod(  start: Date.new(2019,10,9), duration: 3 )
		#		<Bar: 2020-10-23 wap 23.3675 OHLC 23.55 23.55 23.12 23.28 trades 5778 vol 50096>
		#		<Bar: 2020-10-26 wap 22.7445 OHLC 22.98 22.99 22.6 22.7 trades 6873 vol 79560>
		#		<Bar: 2020-10-27 wap 22.086 OHLC 22.55 22.58 21.82 21.82 trades 7503 vol 97691>

		# puts Symbols::Stocks.wfc.eod(  to: Date.new(2019,10,9), duration: 3 )
		#		<Bar: 2019-10-04 wap 48.964 OHLC 48.61 49.25 48.54 49.21 trades 9899 vol 50561>
		#		<Bar: 2019-10-07 wap 48.9445 OHLC 48.91 49.29 48.75 48.81 trades 10317 vol 50189>
		#		<Bar: 2019-10-08 wap 47.9165 OHLC 48.25 48.34 47.55 47.82 trades 12607 vol 53577>
		#
		def eod start:nil, to: Date.today, duration: nil , what: :trades

			tws = IB::Connection.current
			recieved =  Queue.new
			r = nil
      # the hole response is transmitted at once!
			a = tws.subscribe(IB::Messages::Incoming::HistoricalData) do |msg|
				if msg.request_id == con_id
					#					msg.results.each { |entry| puts "  #{entry}" }
					r = block_given? ?  msg.results.map{|y| yield y} : msg.results
				end
				recieved.push Time.now
			end
			b = tws.subscribe( IB::Messages::Incoming::Alert) do  |msg|
				if [321,162,200].include? msg.code
					tws.logger.info msg.message
					# TWS Error 200: No security definition has been found for the request
					# TWS Error 354: Requested market data is not subscribed.
				  # TWS Error 162  # Historical Market Data Service error
          recieved.close
				end
		  end

			duration =  if duration.present?
										duration.is_a?(String) ? duration : duration.to_s + " D"
									elsif start.present?
										BuisinesDays.business_days_between(start, to).to_s + " D"
									else
										"1 D"
									end

			tws.send_message IB::Messages::Outgoing::RequestHistoricalData.new(
				:request_id => con_id,
				:contract =>  self,
				:end_date_time => to.to_time.to_ib, #  Time.now.to_ib,
				:duration => duration, #    ?
				:bar_size => :day1, #  IB::BAR_SIZES.key(:hour)?
				:what_to_show => what,
				:use_rth => 0,
				:format_date => 2,
				:keep_up_todate => 0)

			Timeout::timeout(5) do   # max 5 sec.
				sleep 0.1
				recieved.pop # blocks until a message is ready on the queue
        break if recieved.closed? || recieved.empty?  # finish if  data received
      end
			tws.unsubscribe a
			tws.unsubscribe b

			r  #  the collected result

		end # def
	end  # class
end # module