#Education Purposes
# Ported to Indie from https://www.tradingview.com/script/MhlDpfdS-Volume-Flow-Indicator-LazyBear/ created by @LazyBear
# More info about the algorithm could be found here: https://precisiontradingsystems.com/volume-flow.htm

# This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.  
# If a copy of the MPL was not distributed with this file, you can obtain one at  
# <https://mozilla.org/MPL/2.0/>.

# indie:lang_version = 4
import math
from indie import indicator, param, MutSeriesF, level, line_style, color, plot, plot_style, SeriesF
from indie.algorithms import StdDev, Sma, Sum, Ema


@indicator('VFI')  # Volume Flow Indicator
@param.int('length', default=130, min=1, title='VFI length')
@param.float('coef', default=0.2, title='Cutoff coef')
@param.float('vcoef', default=2.5, title='Max. vol. cutoff')
@param.int('signal_length', default=5, min=1, title='Signal length')
@param.bool('smooth_vfi', default=False, title='Smooth VFI')
@param.bool('show_histo', default=True, title='Show histogram')
@level(0, line_color=color.GRAY, line_style=line_style.DASHED)
@plot(color=color.GRAY(0.5), line_width=3, style=plot_style.HISTOGRAM)
@plot(color=color.RED, title='EMA of VFI')
@plot(color=color.GREEN, line_width=2, title='VFI')
def Main(self, length, coef, vcoef, signal_length, smooth_vfi, show_histo):
    typical = self.hlc3

    inter = math.log(typical[0]) - math.log(typical[1])
    vinter = StdDev.new(MutSeriesF.new(inter), 30)[0]
    cutoff = coef * vinter * self.close[0]
    vave = Sma.new(self.volume, length)[1]
    vmax = vave * vcoef
    vc = min(self.volume[0], vmax)
    mf = typical[0] - typical[1]

    vcp = MutSeriesF.new(0)
    if mf > cutoff:
        vcp[0] = vc
    elif mf < -cutoff:
        vcp[0] = -vc

    vfi: SeriesF = MutSeriesF.new(Sum.new(vcp, length)[0] / vave)
    if smooth_vfi:
        vfi = Sma.new(vfi, 3)

    vfima = Ema.new(vfi, signal_length)
    d = vfi[0] - vfima[0]

    return (
        d if show_histo else math.nan,
        vfima[0],
        vfi[0],
    )