//#include <iostream>
//#include <vector>
#include <stdlib.h>
#include <stdio.h>

#include "ampl/ampl_c.h"

int main(int argc, char **argv) {
  // Create an AMPL instance
  AMPL *ampl;
  AMPL_CALL(AMPL_Create(&ampl));

  /*
  // If the AMPL installation directory is not in the system search path:
  AMPL_ENVIRONMENT *env;
  AMPL_EnvironmentCreate(&env, "full path to the AMPL installation directory", "");
  AMPL_CALL(AMPL_CreateWithEnv(&ampl, env));
  */

  if (argc > 1) AMPL_CALL(AMPL_SetOption(ampl, "solver", argv[1]));

  const char *modelDirectory = argc == 3 ? argv[2] : "../models";

  char dir[256];
  char mod[256];
  char dat[256];
  char run[256];

  sprintf(dir, "%s%s", modelDirectory, "/tracking");
  sprintf(mod, "%s%s", modelDirectory, "/tracking/tracking.mod");
  sprintf(dat, "%s%s", modelDirectory, "/tracking/tracking.dat");
  sprintf(run, "%s%s", modelDirectory, "/tracking/trackingbit.run");

  // Load the AMPL model from file
  AMPL_CALL(AMPL_Read(ampl, mod));

  // Read data
  AMPL_CALL(AMPL_ReadData(ampl, dat));

  // Read table declarations
  AMPL_CALL(AMPL_Read(ampl, run));

  // Set tables directory (parameter used in the script above)
  AMPL_CALL(AMPL_ParameterSetString(ampl, "data_dir", dir));

  // Read tables
  AMPL_CALL(AMPL_ReadTable(ampl, "assets"));
  AMPL_CALL(AMPL_ReadTable(ampl, "indret"));
  AMPL_CALL(AMPL_ReadTable(ampl, "returns"));

  // Relax the integrality
  AMPL_CALL(AMPL_SetBoolOption(ampl, "relax_integrality", true));
  // Solve the problem
  AMPL_CALL(AMPL_Solve(ampl, "", ""));

  double value;
  AMPL_CALL(AMPL_GetValueNumeric(ampl, "cst", &value));
  printf("QP objective value %f\n", value);

  double lowcutoff = 0.04;
  double highcutoff = 0.1;

  // Get the variable representing the (relaxed) solution vector
  AMPL_DATAFRAME *holdvalues;
  AMPL_CALL(AMPL_EntityGetValues(ampl, "hold", NULL, 0, &holdvalues));
  size_t nrows;
  AMPL_CALL(AMPL_DataFrameGetNumRows(holdvalues, &nrows));
  double *toHold;
  toHold = (double*) malloc(nrows * sizeof(double));

  // For each asset, if it was held by more than the highcutoff,
  // forces it in the model, if less than lowcutoff, forces it out
  size_t holdindex;
  AMPL_CALL(AMPL_DataFrameGetColumnIndex(holdvalues, "hold.val", &holdindex));
  for (size_t i = 0; i < nrows; i++) {
    AMPL_VARIANT *value;
    AMPL_CALL(AMPL_DataFrameElement(holdvalues, i, holdindex, &value));
    double holdvalue;
    AMPL_VariantGetNumericValue(value, &holdvalue);
    if (holdvalue < lowcutoff)
      toHold[i] = 0;
    else if (holdvalue > highcutoff)
      toHold[i] = 2;
    else
      toHold[i] = 1;
  }
  AMPL_DataFrameFree(&holdvalues);

  // uses those values for the parameter ifinuniverse, which controls
  // which
  // stock is included or not in the solution
  AMPL_CALL(AMPL_ParameterSetArgsDoubleValues(ampl, "ifinuniverse", nrows, toHold));
  free(toHold);

  // Get back to the integer problem
  AMPL_CALL(AMPL_SetBoolOption(ampl, "relax_integrality", false));
  // Solve the (integer) problem
  AMPL_CALL(AMPL_Solve(ampl, "", ""));
  AMPL_CALL(AMPL_GetValueNumeric(ampl, "cst", &value));
  printf("QMIP objective value %f\n", value);

  // Free the AMPL instance
  //AMPL_EnvironmentFree(&env);
  AMPL_Free(&ampl);

  return 0;
}