package main

import (
	"fmt"
	"io/ioutil"
    "math"
    "math/rand"
    "log"
	"os"
    "sort"
	"strconv"
	"strings"
    "time"
)

// パラメタ変数
var plabel []string
var w1_11, w1_12, w1_21, w1_22 []float64
var b1_1, b1_2 []float64
var h1_11, h1_12, h1_21, h1_22 []float64
var w2_11, w2_21 []float64
var b2_1 []float64
var s1, s2 float64

// パラメタ以外の変数
const st int = 10 // とりあえず 10セット試す
const dd int = 7 // とりあえず 7日を予想
const pp int = 2009 // とりあえず pp種類のパラメタ
var x1, x2 float64
var y [st][dd][pp]float64
var e [st][pp]float64
var lstart [st]string   // 学習データの開始日
var lx1, lx2 [st]float64
var lans [st][dd]float64
var ps, sw time.Time

// 評価ソート用
type Es struct {
    idx int
    val float64
}
var ea [pp]Es

func init() {
    ps = time.Now()
    lstart[0] = "2007-04-02"
    lstart[1] = "2007-10-01"
    lstart[2] = "2008-04-01"
    lstart[3] = "2008-10-01"
    lstart[4] = "2009-04-01"
    lstart[5] = "2009-10-01"
    lstart[6] = "2010-04-01"
    lstart[7] = "2010-10-01"
    lstart[8] = "2011-04-01"
    lstart[9] = "2011-10-03"
}

// メイン
func main() {

    dfile := "ai_input.dat"
	pfile := "param.dat"

    // データ入力
	if err := read_data( dfile ); err != nil {
		fmt.Fprintf( os.Stderr, "%v\n", err )
		os.Exit( 1 )
	}
    swatch( "data input done." )

    // パラメタ入力
	if err := read_param( pfile ); err != nil {
		fmt.Fprintf( os.Stderr, "%v\n", err )
		os.Exit( 1 )
	}
    swatch( "param read done." )

    // 計算 & 評価
    calc_eval()
    swatch( "calc & eval done." )

    // 初期値出力
	mfile := "data/s0000.dat"
	if err := save_tmp( mfile, true, false ); err != nil {
		fmt.Fprintf( os.Stderr, "%v\n", err )
		log.Fatal( err )
	}
    swatch( "mid-save done." )

    // パラメタ書換えつつ探索
    for n := 0; n < 2000; n++ {
        update()
        swatch( fmt.Sprintf( "update/%05d done.", n )

        calc_eval()
        swatch( "calc & eval done." )
        mfile = fmt.Sprintf( "data/m%04d.dat", n )
        if err := save_tmp( mfile, true, false ); err != nil {
            fmt.Fprintf( os.Stderr, "%v\n", err )
            log.Fatal( err )
        }
        swatch( "mid-save done." )
    }

    // 最終出力
    /*
    ofile := "data/out.dat"
	if err := save_result( ofile, 0, 0.0 ); err != nil {
		fmt.Fprintf( os.Stderr, "%v\n", err )
		os.Exit( 1 )
	}
    */
    swatch( "finish.." )
}


// データの読込み
//#通番 年月日    始値   高値   安値   終値   3日平均 7日平均 30日平均
//0001 2007-04-02 117.84 118.08 117.46 117.84 117.84 117.84 117.84
func read_data( file string ) error {
	data, err := ioutil.ReadFile( file )
	if err != nil {
		return err
	}

    // 学習データ
    j, skip := 0, 0
    var lsidx [st]int   // learning-set start index
    var value []string
	for i, line := range strings.Split( string( data ), "\n" ) {
        if strings.HasPrefix( line, "#" ) {
            skip++
        } else {
            buf := strings.Fields( line )
            if len( buf ) == 0 {
                skip++
                continue
            }
            value = append( value, buf[5] )
            if j < st && buf[1] == lstart[j] {
                lsidx[j] = i - skip
                j++
            }
        }
	}

    for i, _ := range lstart {
        var f float64
        f, _ = strconv.ParseFloat( value[ lsidx[i] + 1], 64 ); lx1[i] = f
        f, _ = strconv.ParseFloat( value[ lsidx[i] ],    64 ); lx2[i] = f
        for j := 0; j < dd; j++ {
            f, _ = strconv.ParseFloat( value[ lsidx[i] + j + 2 ], 64 ); lans[i][j] = f
        }
    }

    // 検証データ

	return nil
}

// パラメタの読込み
func read_param( file string ) error {
	data, err := ioutil.ReadFile( file )
	if err != nil {
		return err
	}
	for _, line := range strings.Split( string( data ), "\n" ) {
        if !strings.HasPrefix( line, "#" ) {
            buf := strings.Fields( line )
            if len( buf ) == 0 {
                continue
            }
            plabel = append( plabel, buf[0] )

            var f float64
            f, _ = strconv.ParseFloat( buf[1], 64 ); w1_11 = append( w1_11, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[2], 64 ); w1_12 = append( w1_12, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[3], 64 ); w1_21 = append( w1_21, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[4], 64 ); w1_22 = append( w1_22, f * 0.1 )

            f, _ = strconv.ParseFloat( buf[5], 64 ); b1_1 = append( b1_1, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[6], 64 ); b1_2 = append( b1_2, f * 0.1 )

            f, _ = strconv.ParseFloat( buf[7],  64 ); h1_11 = append( h1_11, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[8],  64 ); h1_12 = append( h1_12, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[9],  64 ); h1_21 = append( h1_21, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[10], 64 ); h1_22 = append( h1_22, f * 0.1 )

            f, _ = strconv.ParseFloat( buf[11], 64 ); w2_11 = append( w2_11, f * 0.1 )
            f, _ = strconv.ParseFloat( buf[12], 64 ); w2_21 = append( w2_21, f * 0.1 )

            f, _ = strconv.ParseFloat( buf[13], 64 ); b2_1 = append( b2_1, f * 0.1 )
        }
	}
	return nil
}

// 結果を保存
func save_tmp( file string, save, detail bool ) error {
    if !save {
        return nil
    }

    os.Remove( file )
	f, err := os.OpenFile( file, os.O_CREATE|os.O_WRONLY, 0644 )
	if err != nil {
        return err
	}
    if detail {
        for i := 0; i < st; i++ {
            for p := 0; p < pp; p++ {
                s := fmt.Sprintf( "e = %10.2f / %2d:%s\n", e[i][p], i, plabel[p] )
                f.WriteString( s )
                for d := 0; d < dd; d++ {
                    s = fmt.Sprintf( "%10.2f ( %.2f )\n", y[i][d][p], lans[i][d] )
                    f.WriteString( s )
                }
            }
            f.WriteString( "----\n" );
        }
    }
    for p := 0; p < pp; p++ {
        s := fmt.Sprintf( "ea = %7.2f / EA:%s [ ", ea[p].val, plabel[p] )
        s += fmt.Sprintf( "%3.1f %3.1f %3.1f %3.1f ", w1_11[p], w1_12[p], w1_21[p], w1_22[p] )
        s += fmt.Sprintf( "%3.1f %3.1f ", b1_1[p], b1_2[p] )
        s += fmt.Sprintf( "%3.1f %3.1f %3.1f %3.1f ", h1_11[p], h1_12[p], h1_21[p], h1_22[p] )
        s += fmt.Sprintf( "%3.1f %3.1f ", w2_11[p], w2_21[p] )
        s += fmt.Sprintf( "%3.1f ]\n", b2_1[p] )
        f.WriteString( s )
    }
	if err := f.Close(); err != nil {
        return err
	}
    return nil
}

func save_result( file string, line int, result float64 ) error {
	return nil
}

// 計算と評価
func calc_eval() {
    for p := 0; p < pp; p++ {
        ea[p].idx = p
        ea[p].val = 0.0
    }
    for i := 0; i < st; i++ {
        for p := 0; p < pp; p++ {
            initialize( i )
            for d := 0; d < dd; d++ {
                y[i][d][p] = do_calc( p )
            }
            e[i][p] = evaluate( i, p )
            ea[p].val += e[i][p]
        }
	}
    for p := 0; p < pp; p++ {
        if ea[p].val > 10000 {
            ea[p].val = 9999.99
        }
    }
}

// アルゴリズム
func initialize( i int ) {
	x1, x2 = lx1[i], lx2[i]
	s1, s2 = 0.0, 0.0
}

func do_calc( p int ) float64 {

	a1 := x1 * w1_11[p] + x2 * w1_21[p] + s1 * h1_11[p] + s2 * h1_21[p] + b1_1[p]
	a2 := x1 * w1_12[p] + x2 * w1_22[p] + s1 * h1_12[p] + s2 * h1_22[p] + b1_2[p]

	// ReLU
	if a1 < 0 {
		s1 = 0
	} else {
		s1 = a1
	}
	if a2 < 0 {
		s2 = 0
	} else {
		s2 = a2
	}

	y1 := a1 * w2_11[p] + a2 * w2_21[p] + b2_1[p]

	x2 = x1
	x1 = y1

	return y1
}

// 評価関数
func evaluate( i, p int ) float64 {
    var e float64
    for d := 0; d < dd; d++ {
        e += ( lans[i][d] - y[i][d][p] ) * ( lans[i][d] - y[i][d][p] )
    }
    e /= float64(dd)
    return e
}

// パラメタ更新
func update() {
    // backup
    var bplabel []string
    var bw1_11, bw1_12, bw1_21, bw1_22 []float64
    var bb1_1, bb1_2 []float64
    var bh1_11, bh1_12, bh1_21, bh1_22 []float64
    var bw2_11, bw2_21 []float64
    var bb2_1 []float64

    es := ea[:]
    sort.SliceStable( es, func( i, j int ) bool { return es[i].val < es[j].val } )
    for i := 0; i < 7; i++ {
        j := es[i].idx
        bplabel = append( bplabel, plabel[j] )

        bw1_11 = append( bw1_11, w1_11[j] )
        bw1_12 = append( bw1_12, w1_12[j] )
        bw1_21 = append( bw1_21, w1_21[j] )
        bw1_22 = append( bw1_22, w1_22[j] )

        bb1_1 = append( bb1_1, b1_1[j] )
        bb1_2 = append( bb1_2, b1_2[j] )

        bh1_11 = append( bh1_11, h1_11[j] )
        bh1_12 = append( bh1_12, h1_12[j] )
        bh1_21 = append( bh1_21, h1_21[j] )
        bh1_22 = append( bh1_22, h1_22[j] )

        bw2_11 = append( bw2_11, w2_11[j] )
        bw2_21 = append( bw2_21, w2_21[j] )

        bb2_1 = append( bb2_1, b2_1[j] )
    }

	rand.Seed( time.Now().UnixNano() )
    for p := 0; p < pp; p++ {
        plabel[p] = fmt.Sprintf( "%04d", p )
        i := int( math.Mod( float64( p ), 7 ) )

        w1_11[p] = bw1_11[i] + float64( rand.Intn( 3 ) - 1 )
        w1_12[p] = bw1_12[i] + float64( rand.Intn( 3 ) - 1 )
        w1_21[p] = bw1_21[i] + float64( rand.Intn( 3 ) - 1 )
        w1_22[p] = bw1_22[i] + float64( rand.Intn( 3 ) - 1 )

        b1_1[p] = bb1_1[i] + float64( rand.Intn( 3 ) - 1 )
        b1_2[p] = bb1_2[i] + float64( rand.Intn( 3 ) - 1 )

        h1_11[p] = bh1_11[i] + float64( rand.Intn( 3 ) - 1 )
        h1_12[p] = bh1_12[i] + float64( rand.Intn( 3 ) - 1 )
        h1_21[p] = bh1_21[i] + float64( rand.Intn( 3 ) - 1 )
        h1_22[p] = bh1_22[i] + float64( rand.Intn( 3 ) - 1 )

        w2_11[p] = bw2_11[i] + float64( rand.Intn( 3 ) - 1 )
        w2_21[p] = bw2_21[i] + float64( rand.Intn( 3 ) - 1 )

        b2_1[p] = bb2_1[i] + float64( rand.Intn( 3 ) - 1 )
    }
}

// 時間計測
func swatch( s string ) {
    sw = time.Now()
    fmt.Fprintf( os.Stderr, "[ %v ( %v ) ]\t%s\n", time.Since( ps ), time.Since( sw ), s )
}