-- Id:  
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=1974

--+------------------------------------------------------------------+
--|                               Copyright © 2018, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |                    
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  |
--|                                   Paypal: https://goo.gl/9Rj74e  |
--+------------------------------------------------------------------+
--|                                  Patreon : https://goo.gl/GdXWeN |
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |
--|               BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg  |
--|           Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D  |
--|                   LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD  |
--+------------------------------------------------------------------+

function CreateSessionParams(name, id, from, to, color)
    indicator.parameters:addGroup(name .. " Sessions");
    indicator.parameters:addBoolean(id .. "_S", "Show session", "", true);
    indicator.parameters:addBoolean(id .. "_L", "Show session labels", "", true);
    indicator.parameters:addString(id .. "_Start", "Session Start", "", from);
    indicator.parameters:addString(id .. "_End", "Session End", "", to);
    indicator.parameters:addBoolean(id .. "_show_median_line", "Show median line", "", false);
    indicator.parameters:addBoolean(id .. "_extend", "Extend to EOD", "", false);
    indicator.parameters:addColor(id .. "_C", "Session color", "", color);
end

function Init()
    indicator:name("The indicator highlights trade sessions");
    indicator:description("The indicator can be applied on 1-minute to 1-hour charts");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

    CreateSessionParams("New York", "NY", "08:00:00", "17:00:00", core.rgb(255, 0, 0));
    CreateSessionParams("London", "LO", "03:00:00", "12:00:00", core.rgb(0, 255, 0));
    CreateSessionParams("Tokyo", "TO", "19:00:00", "04:00:00", core.rgb(0, 0, 255));
    CreateSessionParams("Sydney", "SY", "17:00:00", "02:00:00", core.rgb(0, 255, 255));

    indicator.parameters:addGroup("Data To Show");
    indicator.parameters:addBoolean("S_N", "Show session name", "", true);
    indicator.parameters:addBoolean("S_TT", "Show data in tooltip", "", false);
    indicator.parameters:addBoolean("S_H", "Show session high", "", true);
    indicator.parameters:addBoolean("S_L", "Show session low", "", true);
    indicator.parameters:addBoolean("S_OD", "Show distance to open", "", true);
    indicator.parameters:addBoolean("S_OH", "Show distance between high/low", "", true);
    indicator.parameters:addGroup("Grid Lines");
    indicator.parameters:addInteger("SM_STYLE", "Mid line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("SM_STYLE", core.FLAG_LINE_STYLE);

    indicator.parameters:addBoolean("S_SE", "Show start/end line", "", false);
    indicator.parameters:addInteger("SE_STYLE", "Start/end line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("SE_STYLE", core.FLAG_LINE_STYLE);

    indicator.parameters:addBoolean("S_TR", "Show triangulation", "", false);
    indicator.parameters:addInteger("TR_STYLE", "Triangulation line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("TR_STYLE", core.FLAG_LINE_STYLE);
    indicator.parameters:addGroup("Styles");
    indicator.parameters:addInteger("HL", "Highlight transparency (%)", "", 95, 0, 100);
    indicator.parameters:addInteger("STYLE", "Session Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("STYLE", core.FLAG_LINE_STYLE);
    indicator.parameters:addInteger("FS", "Font Size", "", 6, 4, 24);
end

-- Parameters block
local first;
local source = nil;
local host;
local dummy = nil;
local day_offset, week_offset;
local pipsize;
local S_N, S_H, S_L, S_OD, S_OH, S_TT;
local S_SE, S_TR;
local barsize;
local SM_STYLE, SE_STYLE, TR_STYLE;
local sessions = {};
-- Routine
function Prepare(nameOnly)
    local name = profile:id() .. "(" ..  instance.source:name()  .. ")";
    instance:name(name); 
    if   (nameOnly) then
        return;
    end
	
    source = instance.source;
    pipsize = source:pipSize();
    first = source:first();
    host = core.host;
    day_offset = host:execute("getTradingDayOffset");
    week_offset = host:execute("getTradingWeekOffset");

    S_N = instance.parameters.S_N;
    S_TT = instance.parameters.S_TT;
    S_H = instance.parameters.S_H;
    S_L = instance.parameters.S_L;
    S_OD = instance.parameters.S_OD;
    S_OH = instance.parameters.S_OH;
    S_SE = instance.parameters.S_SE;
    S_TR = instance.parameters.S_TR;
    SM_STYLE = instance.parameters.SM_STYLE;
    SE_STYLE = instance.parameters.SE_STYLE;
    TR_STYLE = instance.parameters.TR_STYLE;

    local s, e;
    s, e = core.getcandle(source:barSize(), 0, 0, 0);
    s = math.floor(s * 86400 + 0.5);  -- >>in seconds
    e = math.floor(e * 86400 + 0.5);  -- >>in seconds
    assert((e - s) <= 3600, "The source time frame must not be bigger than 1 hour");
    barsize = (e - s) / 86400;

    local session = CreateSession("NY", "NY", name);
    if session ~= nil then
        sessions[#sessions + 1] = session;
    end
    session = CreateSession("LO", "Lon", name);
    if session ~= nil then
        sessions[#sessions + 1] = session;
    end
    session = CreateSession("TO", "Tok", name);
    if session ~= nil then
        sessions[#sessions + 1] = session;
    end
    session = CreateSession("SY", "Syd", name);
    if session ~= nil then
        sessions[#sessions + 1] = session;
    end

    dummy = instance:addInternalStream(0, 0);   -- the stream for bookmarking
end

local ref = nil;    -- the reference 1-hour source

-- Indicator calculation routine
function Update(period)
    if period >= first then
        if ref == nil then
            ref = registerStream(0, "H1", 24);  -- open 1-hour stream which returns 24 bars BEFORE the start of the source collection.
        end
    end
	
	if not ref:hasData(ref:size()-1) then
	    return;
	end

    for _, session in ipairs(sessions) do
        Process(session, period);
    end
end

function CalculateSessionDats(session, date)
    -- 1) calculate the session to which the specified date belongs
    local sfrom = math.floor(date * 86400 + 0.5);     -- date/time in seconds
    -- shift the date so it is in the virtual time zone in which 0:00 is the begin of the session
    sfrom = sfrom - session.from * 86400;
    -- truncate to the day only.
    sfrom = math.floor(sfrom / 86400 + 0.5) * 86400;
    -- and shift it back to est time zone
    sfrom = (sfrom + session.from * 86400) / 86400;
    if date < sfrom then
        sfrom = sfrom - 1;
    end
    
    local sto = sfrom + session.len;   -- end of the session
    local sto_eof = sto;
    if session.extend then
        local ts_time_eof = math.floor(core.host:execute("convertTime", core.TZ_EST, core.TZ_TS, sto_eof) + 1);
        sto_eof = core.host:execute("convertTime", core.TZ_TS, core.TZ_EST, ts_time_eof);
        if sto_eof > sfrom + 1 then
            sto_eof = sfrom + 1;
        end
    end
    return sfrom, sto, sto_eof;
end

function CalculateHighLow(ref, ref_period, sfrom, sto)
    local hi = 0;
    local lo = 100000000000000;
    while true do
        local t = ref:date(ref_period);
        if t >= sfrom then
            if t >= sto then
                break;
            end
            if ref.high[ref_period] > hi then
                hi = ref.high[ref_period];
            end
            if ref.low[ref_period] < lo then
                lo = ref.low[ref_period];
            end
        end
        ref_period = ref_period + 1;
        if ref_period >= ref:size() then
            break;
        end
    end
    return hi, lo;
end

function SetHighLow(session, period, hi, lo, sfrom)
    session.begin[period] = sfrom;
    session.high[period] = hi;
    session.highband[period] = hi;
    session.low[period] = lo;
    session.lowband[period] = lo;
    while period > 1 and session.begin[period] == session.begin[period - 1] do
        if session.high[period] ~= hi or
            session.low[period] ~= low then
            session.high[period - 1] = hi;
            session.highband[period - 1] = hi;
            session.low[period - 1] = lo;
            session.lowband[period - 1] = lo;
            period = period - 1;
        else
            break;
        end
    end
end

-- Process the specified session
function Process(session, period)
    if session == nil then
        return ;
    end
    -- find the start of the session
    local date = source:date(period);       -- bar date;
    local sfrom, sto, sto_eod = CalculateSessionDats(session, date);
    -- process only if the date/time is inside the session
    if date >= sfrom and date < sto_eod then
        -- find the hour bar of the beginning of the day
        local ref_period, loading = getDate(0, sfrom, false, period);
        if ref_period == -1 then
            -- the first bar is not found at all
            -- or the date is being loaded
            return ;
        end
        local hi, lo = CalculateHighLow(ref, ref_period, sfrom, sto);
        if date == sfrom then
            session.high:setBookmark(session.id, period);
        end

        if hi ~= 0 then
            SetHighLow(session, period, hi, lo, sfrom);

            local t = session.high:getBookmark(session.id);
            local namesuffix = "";
            if t >= 0 and t <= period and session.labels then
                local open = source.open[t];
                local hl, ll;
                local cc = 0;
                if S_H or S_OH or S_OD then
                    hl = "";
                    if S_H then
                        hl = hl .. hi;
                        namesuffix = namesuffix .. "\013\010";
                        cc = cc + 1;
                    end
                    if S_OD then
                        if cc > 0 then
                            hl = hl .. "\013\010";
                        end
                        cc = cc + 1;
                        hl = hl .. "(O " .. math.floor((hi - open) / pipsize * 10 + 0.5) / 10 .. ")";
                        namesuffix = namesuffix .. "\013\010";
                    end
                    if S_OH then
                        if cc > 0 then
                            hl = hl .. "\013\010";
                        end
                        cc = cc + 1;
                        hl = hl .. "(L " .. math.floor((hi - lo) / pipsize * 10 + 0.5) / 10 .. ")";
                        namesuffix = namesuffix .. "\013\010";
                    end
                    if not(S_TT) then
                        session.LH:set(t, hi, hl);
                    end
                end
                cc = 0;
                if S_L or S_OD then
                    ll = "";
                    if S_L then
                        ll = ll .. lo;
                        cc = cc + 1;
                    end
                    if S_OD then
                        if cc > 0 then
                            ll = ll .. "\013\010";
                        end
                        cc = cc + 1;
                        ll = ll .. "(O " .. math.floor((lo - open) / pipsize * 10 + 0.5) / 10 .. ")";
                    end
                    if not(S_TT) then
                        session.LL:set(t, lo, ll);
                    end
                end
                if S_N then
                    if S_TT then
                        session.LN:set(t, hi, session.name, hl .. "\013\010" .. ll);
                    else
                        session.LN:set(t, hi, session.name .. namesuffix);
                    end
                end
            end

            if (S_SE or S_TR or session.show_median_line) and t >= 0 and t <= period then
                local baseid = math.floor(session.begin[period] * 24 + 0.5) * 30;
                local open = source.open[t];
                local close = source.close[period];
                local date_from = source:date(t);
                local date_to;

                if period ~= source:size() - 1 then
                    date_to = source:date(period + 1);
                else
                    date_to = source:date(period) + barsize;
                end

                if S_TR then
                    -- find highs and lows
                    -- use previously found high and low to reduce number of searches
                    local prior_hi = session.high:getBookmark(session.id + 1);
                    local prior_lo = session.high:getBookmark(session.id + 2);

                    if prior_hi < t or prior_hi >= period then
                        prior_hi = t;
                    end

                    if prior_lo < t or prior_lo >= period then
                        prior_lo = t;
                    end

                    local range, price, pos;
                    if hi ~= source.high[prior_hi] then
                        range = core.range(prior_hi, period);
                        price, pos = core.max(source.high, range);
                        session.high:setBookmark(session.id + 1, pos);
                    else
                        pos = prior_hi;
                    end

                    if pos ~= source:size() - 1 then
                        prior_hi = source:date(pos + 1);
                    else
                        prior_hi = source:date(pos) + barsize;
                    end

                    if lo ~= source.low[prior_lo] then
                        range = core.range(prior_lo, period);
                        price, pos = core.min(source.low, range);
                        session.high:setBookmark(session.id + 2, pos);
                    else
                        pos = prior_lo;
                    end

                    if pos ~= source:size() - 1 then
                        prior_lo = source:date(pos + 1);
                    else
                        prior_lo = source:date(pos) + barsize;
                    end

                    host:execute("drawLine", baseid + 0, date_from, open, prior_hi, hi, session.color, TR_STYLE);
                    host:execute("drawLine", baseid + 1, date_from, open, prior_lo, lo, session.color, TR_STYLE);
                    host:execute("drawLine", baseid + 2, prior_hi, hi, prior_lo, lo, session.color, TR_STYLE);
                    host:execute("drawLine", baseid + 3, prior_hi, hi, date_to, close, session.color, TR_STYLE);
                    host:execute("drawLine", baseid + 4, prior_lo, lo, date_to, close, session.color, TR_STYLE);
                end

                if S_SE then
                    host:execute("drawLine", baseid + 10, date_from, open, date_to, close, session.color, SE_STYLE);
                end

                if session.show_median_line then
                    host:execute("drawLine", baseid + 11, date_from, (hi + lo) / 2, date_to, (hi + lo) / 2, session.color, SM_STYLE);
                end
            end
        end
    else
        session.begin[period] = 0;
    end
end

local gId = 1;

function ParseTime(time)
    local pos = string.find(time, ":");
    if pos == nil then
        return nil, false;
    end
    local h = tonumber(string.sub(time, 1, pos - 1));
    time = string.sub(time, pos + 1);
    pos = string.find(time, ":");
    if pos == nil then
        return nil, false;
    end
    local m = tonumber(string.sub(time, 1, pos - 1));
    local s = tonumber(string.sub(time, pos + 1));
    return (h / 24.0 +  m / 1440.0 + s / 86400.0),                          -- time in ole format
           ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or (h == 24 and m == 0 and s == 0)); -- validity flag
end

-- Create the session description
function CreateSession(id, name, iname)
    if not instance.parameters:getBoolean(id .. "_S") then
        return;
    end
    from_str = instance.parameters:getString(id .. "_Start");
    to_str = instance.parameters:getString(id .. "_End");
    color = instance.parameters:getColor(id .. "_C");
    labels = instance.parameters:getBoolean(id .. "_L");

    from, valid = ParseTime(from_str);
    assert(valid, "Time " .. from_str .. " is invalid");
    to, valid = ParseTime(to_str);
    assert(valid, "Time " .. to_str .. " is invalid");

    core.host:trace(core.formatDate(from))
    core.host:trace(core.formatDate(to))

    local session = {};
    local n;
    session.show_median_line = instance.parameters:getBoolean(id .. "_show_median_line");
    session.extend = instance.parameters:getBoolean(id .. "_extend");
    session.id = gId;
    gId = gId + 10;
    session.labels = labels;
    session.name = name;
    session.from = from;
    session.color = color;
    if from < to then
        session.len = to - from;
    else
        session.len = to - from + 1;
    end
    n = name .. "_H";
    session.high = instance:addStream(n, core.Line, iname .. "." .. n, name .. "H", color, first);
    session.high:setStyle(instance.parameters.STYLE);
    session.highband = instance:addInternalStream(first, 0);
    
    n = name .. "_L";
    session.low = instance:addStream(n, core.Line, iname .. "." .. n, name .. "L", color, first);
    session.low:setStyle(instance.parameters.STYLE);
    session.lowband = instance:addInternalStream(first, 0);
    session.begin = instance:addInternalStream(0, 0);
    instance:createChannelGroup(name, name, session.highband, session.lowband, color, 100 - instance.parameters.HL);
    if labels and (S_H or S_OH or S_OD) and not(S_TT) then
        session.LH = instance:createTextOutput("", name .. "_HL", "Arial", instance.parameters.FS, core.H_Right, core.V_Top, color, 0);
    end

    if labels and (S_L or S_OD) and not(S_TT) then
        session.LL = instance:createTextOutput("", name .. "_LL", "Arial", instance.parameters.FS, core.H_Right, core.V_Bottom, color, 0);
    end

    if labels and S_N then
        session.LN = instance:createTextOutput("", name .. "_LN", "Arial", instance.parameters.FS, core.H_Right, core.V_Top, color, 0);
    end
    return session;
end

local streams = {}

-- register stream
-- @param barSize       Stream's bar size
-- @param extent        The size of the required extent (number of periods to look the back)
-- @return the stream reference
function registerStream(id, barSize, extent)
    local stream = {};
    local s1, e1, length;
    local from, to;

    s1, e1 = core.getcandle(barSize, 0, 0, 0);
    length = math.floor((e1 - s1) * 86400 + 0.5);

    stream.data = nil;
    stream.barSize = barSize;
    stream.length = length;
    stream.loading = false;
    stream.extent = extent;
    local from, dataFrom
    from, dataFrom = getFrom(barSize, length, extent);
    if (source:isAlive()) then
        to = 0;
    else
        t, to = core.getcandle(barSize, source:date(source:size() - 1), day_offset, week_offset);
    end
    stream.loading = true;
    stream.loadingFrom = from;
    stream.dataFrom = from;
    stream.data = host:execute("getHistory", id, source:instrument(), barSize, from, to, source:isBid());
    setBookmark(0);

    streams[id] = stream;
    return stream.data;
end

function getDate(id, candle, precise, period)
    local stream = streams[id];
    assert(stream ~= nil, "Stream is not registered");
    local from, dataFrom, to;
    if candle < stream.dataFrom then
        setBookmark(period);
        if stream.loading then
            return -1, true;
        end
        from, dataFrom = getFrom(stream.barSize, stream.length, stream.extent);
        stream.loading = true;
        stream.loadingFrom = from;
        stream.dataFrom = from;
        host:execute("extendHistory", id, stream.data, from, stream.data:date(0));
        return -1, true;
    end

    if (not(source:isAlive()) and candle > stream.data:date(stream.data:size() - 1)) then
        setBookmark(period);
        if stream.loading then
            return -1, true;
        end
        stream.loading = true;
        from = bf_data:date(bf_data:size() - 1);
        to = candle;
        host:execute("extendHistory", id, stream.data, from, to);
    end

    local p;
    p = findDateFast(stream.data, candle, precise);
    return p, stream.loading;
end

function setBookmark(period)
    local bm;
    bm = dummy:getBookmark(1);
    if bm < 0 then
        bm = period;
    else
        bm = math.min(period, bm);
    end
    dummy:setBookmark(1, bm);
end

-- get the from date for the stream using bar size and extent and taking the non-trading periods
-- into account
function getFrom(barSize, length, extent)
    local from, loadFrom;
    local nontrading, nontradingend;

    from = core.getcandle(barSize, source:date(source:first()), day_offset, week_offset);
    loadFrom = math.floor(from * 86400 - length * extent + 0.5) / 86400;
    nontrading, nontradingend = core.isnontrading(from, day_offset);
    if nontrading then
        -- if it is non-trading, shift for two days to skip the non-trading periods
        loadFrom = math.floor((loadFrom - 2) * 86400 - length * extent + 0.5) / 86400;
    end
    return loadFrom, from;
end

-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
    local period;
    local stream = streams[cookie];
    if stream == nil then
        return ;
    end
    stream.loading = false;
    period = dummy:getBookmark(1);
    if (period < 0) then
        period = 0;
    end
    loading = false;
    instance:updateFrom(period);
end

-- find the date in the stream using binary search algo.
function findDateFast(stream, date, precise)
    local datesec = nil;
    local periodsec = nil;
    local min, max, mid;

    datesec = math.floor(date * 86400 + 0.5)

    min = 0;
    max = stream:size() - 1;

    if max < 1 then
        return -1;
    end

    while true do
        mid = math.floor((min + max) / 2);
        periodsec = math.floor(stream:date(mid) * 86400 + 0.5);
        if datesec == periodsec then
            return mid;
        elseif datesec > periodsec then
            min = mid + 1;
        else
            max = mid - 1;
        end
        if min > max then
            if precise then
                return -1;
            else
                return min - 1;
            end
        end
    end
end