//+------------------------------------------------------------------+
//|                                                     RiskInfo.mqh |
//|                                  Copyright 2021, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"

#include "PositionInfo.mqh"


int lastsOpenPositionsChecked = 0;

struct RiskInfo {
   double MaxRiskByTradeInPercent;
   double MaxDrawdownInPercent;
   double moneyAllowToLoss;
   double moneyLoss;
   int consecutiveLossUmbral;
   int stopAfterConsecutiveLossTime;
   int currConsecutiveLoss;
   datetime currlossGreaterThanUmbralTime;
   datetime initTimeToAnalizeHistoryOrder;
};
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double moneyInRiskInOpenPosition (RiskInfo &riskInfoParam, int &periodInBarsParam[], PositionInfo &positionsInfoParam[], int periodInBarsLengthParam) {
   double moneyInOpenPosition = 0;
   for(int i=0; i<periodInBarsLengthParam && !IsStopped(); i++) {
      int bars = periodInBarsParam[i];
      bool madeTrade = madeTradeInPosition(positionsInfoParam, bars);
      if(madeTrade) {
         moneyInOpenPosition += positionsInfoParam[bars].riskInMoney;
      }
   }
   return moneyInOpenPosition;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int getConsecutiveLosser(RiskInfo &riskInfoParam, int TOPO_MAGIC_PARAM) {
   int result = 0;
   HistorySelect(riskInfoParam.initTimeToAnalizeHistoryOrder, TimeCurrent());
   int totals = HistoryOrdersTotal();
   if(totals <= 0)
      return 0;
   for(int i = totals - 1; i >= 0; i-- ) {
      ulong ticket = HistoryOrderGetTicket(i);
      if(HistoryOrderSelect(ticket) && HistoryOrderGetString(ticket,ORDER_SYMBOL) == Symbol() && HistoryOrderGetInteger(ticket,ORDER_MAGIC) == TOPO_MAGIC_PARAM) {
         if(HistoryDealSelect(ticket)) {
            double profit = HistoryDealGetDouble(ticket,DEAL_PROFIT);
            if(profit <= 0) {
               if(profit < 0)
                  result += 1;
            } else {
               break;
            }
         }
      }
   }
   return result;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool canMakeTradeFromRiskInfo (RiskInfo &riskInfoParam, int &periodInBarsParam[], PositionInfo &positionsInfoParam[], int periodInBarsLengthParam, datetime initTimeParam) {
   double riskInMoney = NormalizeDouble(AccountInfoDouble(ACCOUNT_BALANCE)*(riskInfoParam.MaxRiskByTradeInPercent/100),_Digits);
   double moneyInOpenPosition = moneyInRiskInOpenPosition(riskInfoParam,periodInBarsParam,positionsInfoParam,periodInBarsLengthParam);
   double moneyLossed = riskInfoParam.moneyLoss + riskInMoney + moneyInOpenPosition;
   if(riskInfoParam.moneyAllowToLoss < moneyLossed) {
      string msj = StringFormat("Alert: we can't make a new trade becouse constraint risk. money allow to loss(%f) ,money lossed:(%f) ,number of consecutive loss:(%d)", riskInfoParam.moneyAllowToLoss, riskInfoParam.moneyLoss, riskInfoParam.currConsecutiveLoss);
      Print(msj);
      Alert(msj);
   }

   if(riskInfoParam.currConsecutiveLoss >= riskInfoParam.consecutiveLossUmbral) {
      if(riskInfoParam.currlossGreaterThanUmbralTime == initTimeParam) {
         riskInfoParam.currlossGreaterThanUmbralTime = TimeCurrent();
      }
      if((TimeCurrent() - riskInfoParam.currlossGreaterThanUmbralTime) < riskInfoParam.stopAfterConsecutiveLossTime) {
         return false;
      } else {
         riskInfoParam.currConsecutiveLoss = 0;
         riskInfoParam.currlossGreaterThanUmbralTime = initTimeParam;
         riskInfoParam.initTimeToAnalizeHistoryOrder = TimeCurrent();
         return true;
      }
   }

   return true;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void updateRiskInfo (RiskInfo &riskInfoParam, int TOPO_MAGIC_PARAM) {
   double currAccountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
   double accountBalanceFromMoneyAllowToLoss = (riskInfoParam.moneyAllowToLoss*100) / riskInfoParam.MaxDrawdownInPercent;
   double currRiskInMoney = NormalizeDouble(currAccountBalance*(riskInfoParam.MaxDrawdownInPercent/100),_Digits);
   int currentPositions = PositionsTotal();
   // when accountBalanceFromMoneyAllowToLoss == currAccountBalance || currentPositions == lastsOpenPositionsChecked already analize this risk
   if(accountBalanceFromMoneyAllowToLoss == currAccountBalance || currentPositions == lastsOpenPositionsChecked)
      return;
   if(accountBalanceFromMoneyAllowToLoss <= currAccountBalance) {
      riskInfoParam.moneyAllowToLoss = currRiskInMoney;
      riskInfoParam.initTimeToAnalizeHistoryOrder = TimeCurrent();
   } else {
      riskInfoParam.moneyLoss = accountBalanceFromMoneyAllowToLoss - currAccountBalance;
   }
   lastsOpenPositionsChecked = currentPositions;
   riskInfoParam.currConsecutiveLoss = getConsecutiveLosser(riskInfoParam, TOPO_MAGIC_PARAM);
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
RiskInfo initRiskInfo(double MaxRiskByTradeInPercentParam, double MaxDrawdownInPercentParam, datetime initTimeParam, double moneyAllowToLossParam, int consecutiveLossUmbral, int stopAfterConsecutiveLossTimeInMinute) {
   RiskInfo riskInfoTmp;
   riskInfoTmp.MaxRiskByTradeInPercent = MaxRiskByTradeInPercentParam;
   riskInfoTmp.MaxDrawdownInPercent = MaxDrawdownInPercentParam;
   riskInfoTmp.currConsecutiveLoss = 0;
   riskInfoTmp.currlossGreaterThanUmbralTime = initTimeParam;
   riskInfoTmp.initTimeToAnalizeHistoryOrder = initTimeParam;
   riskInfoTmp.moneyAllowToLoss = moneyAllowToLossParam;
   riskInfoTmp.moneyLoss = 0;
   riskInfoTmp.consecutiveLossUmbral = consecutiveLossUmbral;
   riskInfoTmp.stopAfterConsecutiveLossTime = stopAfterConsecutiveLossTimeInMinute * 60;
   return riskInfoTmp;
}
//+------------------------------------------------------------------+