using ampl;
using ampl.Entities;
using System;
using System.Collections.Generic;
using System.Linq;

namespace Examples
{
    public class TrackingModel
    {
        /// <summary>
        /// This example shows a simple AMPL iterative procedure implemented in AMPL
        /// </summary>
        /// <param name="args">
        /// </param>
        public static int Main(string[] args)
        {
            string modelDirectory = ((args != null) && (args.Length > 0)) ? args[0]
                  : "../../models";
            string solver = ((args != null) && (args.Length > 1)) ? args[1] : null;

            /*
            // If the AMPL installation directory is not in the system search path:
            ampl.Environment env = new ampl.Environment(
              "full path to the AMPL installation directory");
            // Create an AMPL instance
            using (AMPL a = new AMPL(env)) {}
            */

            // Create an AMPL instance
            using (AMPL ampl = new AMPL())
            {
                if (solver != null) ampl.SetOption("solver", solver);
                modelDirectory += "/tracking";

                // Load the AMPL model from file
                ampl.Read(modelDirectory + "/tracking.mod");
                // Read data
                ampl.ReadData(modelDirectory + "/tracking.dat");
                // Read table declarations
                ampl.Read(modelDirectory + "/trackingbit.run");
                // set tables directory (parameter used in the script above)
                ampl.GetParameter("data_dir").Set(modelDirectory);
                // Read tables
                ampl.ReadTable("assets");
                ampl.ReadTable("indret");
                ampl.ReadTable("returns");

                var hold = ampl.GetVariable("hold");
                Parameter ifinuniverse = ampl.GetParameter("ifinuniverse");

                // Relax the integrality
                ampl.SetOption("relax_integrality", true);
                // Solve the problem
                ampl.Solve();
                Console.Write("QP objective value {0}\n",
                  ampl.GetObjectives().First().Value);

                double lowcutoff = 0.04;
                double highcutoff = 0.1;

                // Get the variable representing the (relaxed) solution vector
                DataFrame holdvalues = hold.GetValues();
                List<double> toHold = new List<double>(holdvalues.NumRows);
                // For each asset, if it was held by more than the highcutoff, forces it in the model, if
                // less than lowcutoff, forces it out
                foreach (var value in holdvalues.GetColumn("hold.val"))
                {
                    if (value.Dbl < lowcutoff)
                        toHold.Add(0);
                    else if (value.Dbl > highcutoff)
                        toHold.Add(2);
                    else
                        toHold.Add(1);
                }
                // uses those values for the parameter ifinuniverse, which controls which stock is included
                // or not in the solution
                ifinuniverse.SetValues(toHold.ToArray());

                // Get back to the integer problem
                ampl.SetOption("relax_integrality", false);
                // Solve the (integer) problem
                ampl.Solve();
                Console.Write("QMIP objective value {0}\n",
                ampl.GetObjectives().First().Value);
            }
            return 0;
        }
    }
}