# -*- coding: utf-8 -*-
from pandas import DataFrame, Series
from pandas_ta._typing import DictLike, Int
from pandas_ta.ma import ma
from pandas_ta.maps import Imports
from pandas_ta.utils import (
    non_zero_range,
    tal_ma,
    v_mamode,
    v_offset,
    v_pos_default,
    v_series,
    v_talib
)



def stochf(
    high: Series, low: Series, close: Series,
    k: Int = None, d: Int = None,
    mamode: str = None, talib: bool = None,
    offset: Int = None, **kwargs: DictLike
) -> DataFrame:
    """Fast Stochastic

    This indicator, by George Lane in the 1950's, attempts to identify and
    quantify momentum like STOCH, but is more volatile.

    Sources:
        * [corporatefinanceinstitute](https://corporatefinanceinstitute.com/resources/knowledge/trading-investing/fast-stochastic-indicator/)
        * [sierrachart](https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=333&Name=KD_-_Fast)

    Parameters:
        high (Series): ```high``` Series
        low (Series): ```low``` Series
        close (Series): ```close``` Series
        k (int): The Fast %K period. Default: ```14```
        d (int): The Slow %D period. Default: ```3```
        mamode (str): See ```help(ta.ma)```. Default: ```"sma"```
        talib (bool): If installed, use TA Lib.  Default: ```True```
        offset (int): Post shift. Default: ```0```

    Other Parameters:
        fillna (value): ```pd.DataFrame.fillna(value)```

    Returns:
        (DataFrame): 2 columns
    """
    # Validate
    k = v_pos_default(k, 14)
    d = v_pos_default(d, 3)
    _length = k + d - 1
    high = v_series(high, _length)
    low = v_series(low, _length)
    close = v_series(close, _length)

    if high is None or low is None or close is None:
        return

    mamode = v_mamode(mamode, "sma")
    mode_tal = v_talib(talib)
    offset = v_offset(offset)

    # Calculate
    if Imports["talib"] and mode_tal:
        from talib import STOCHF
        stochf_ = STOCHF(high, low, close, k, d, tal_ma(mamode))
        stochf_k, stochf_d = stochf_[0], stochf_[1]
    else:
        lowest_low = low.rolling(k).min()
        highest_high = high.rolling(k).max()

        stochf_k = 100 * (close - lowest_low) \
            / non_zero_range(highest_high, lowest_low)
        stochfk_fvi = stochf_k.loc[stochf_k.first_valid_index():, ]
        stochf_d = ma(mamode, stochfk_fvi, length=d, talib=mode_tal)

    # Offset
    if offset != 0:
        stochf_k = stochf_k.shift(offset)
        stochf_d = stochf_d.shift(offset)

    # Fill
    if "fillna" in kwargs:
        stochf_k.fillna(kwargs["fillna"], inplace=True)
        stochf_d.fillna(kwargs["fillna"], inplace=True)

    # Name and Category
    _name = "STOCHF"
    _props = f"_{k}_{d}"
    stochf_k.name = f"{_name}k{_props}"
    stochf_d.name = f"{_name}d{_props}"
    stochf_k.category = stochf_d.category = "momentum"

    data = {stochf_k.name: stochf_k, stochf_d.name: stochf_d}
    df = DataFrame(data, index=close.index)
    df.name = f"{_name}{_props}"
    df.category = stochf_k.category

    return df