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set flag Reparse.

sclass Corridor {
  record noeq Position(double openingPrice, double direction) {
    double closingPrice = Double.NaN;
    gettable int digitizedOpeningPrice = digitizePrice(openingPrice);
    
    bool closed() { ret !isNaN(closingPrice); }
    S type() { ret trading_directionToPositionType(direction); }
    
    double profitAtPrice(double price) {
      ret (price-openingPrice)*direction;
    }
    
    double profit() {
      ret profitAtPrice(closed() ? closingPrice : currentPrice());
    }
    
    void close {
      if (closed()) fail("Can't close again");
      openPositions.remove(this);
      closingPrice = currentPrice();
      closedPositions.add(this);
      realizedProfit += profit();
      print(this);
      printPositions();
    }
    
    toString {
      ret renderFunctionCall(
        spaceCombine(
          closed() ? "Closed" : null,
          type()
        ),
        openingPrice + " [" + digitizedOpeningPrice() + "]",
        "profit=" + profit());
    }
  }
      
  settable double ladderStep = 1;
  gettable double currentPrice = 0;
  
  gettable double oldPrice = Double.NaN;
  gettable double startingPrice = Double.NaN;
  gettable double digitizationBase;
  gettable int lastDirection;
  gettable double realizedProfit;
  gettable int step;
  new LinkedHashSet<Position> openPositions;
  new L<Position> closedPositions;
  
  Position openPosition(double direction) {
    var p = new Position(currentPrice(), direction);
    openPositions.add(p);
    print("Opening " + p);
    printPositions();
    ret p;
  }
  
  Position openShort() { ret openPosition(-1); }
  Position openLong() { ret openPosition(1); }
  
  void printPositions {
    print(colonCombine(n2(openPositions, "open position"),
      joinWithComma(openPositions)));
  }
  
  bool started() { ret !isNaN(startingPrice); }
  
  void start {
    if (started()) fail("Already started");
    startingPrice = currentPrice();
    digitizationBase = frac(startingPrice/ladderStep);
    print("Starting CORRIDOR at " + startingPrice + " +/- " + ladderStep);
    openPosition(1);
    openPosition(-1);
  }
  
  int digitizePrice(double price) {
    ret iround((price-digitizationBase)/ladderStep);
  }
  
  int oldPriceDigitized() {
    ret digitizePrice(oldPrice);
  }
  
  int currentPriceDigitized() {
    ret digitizePrice(currentPrice());
  }
  
  selfType currentPrice aka price(double price) {
    oldPrice = currentPrice;
    
    if (oldPrice == price) this;
    
    currentPrice = price;
    int direction = sign(price-oldPrice);
    lastDirection = direction;
    if (oldPriceDigitized() == currentPriceDigitized()) this;
    
    ++step;
    printWithPrecedingNL(commaCombine(
      "Step " + step + ." Old price: " + oldPrice,
      "New price: " + price));

    step();
    this;
  }
  
  swappable void step {
    for (p : cloneList(openPositions)) {
      if (digitizePrice(p.openingPrice) < currentPriceDigitized()
        && p.direction == lastDirection)
        p.close();
    }
  }
  
  double unrealizedProfit() {
    ret doubleSum(map(openPositions, ->.profit()));
  }
  
  L<Position> negativePositions() {
    ret filter(openPositions, p -> p.profit() < 0);
  }
  
  double negativePositionSum() {
    ret doubleSum(map(negativePositions(), ->.profit()));
  }
  
  double profit() {
    ret realizedProfit+unrealizedProfit();
  }
  
  LS status() {
    ret ll(
      "Profit: " + profit(),
      "Realized profit: " + realizedProfit + " from " + n2(closedPositions, "closed position"),
      "Unrealized profit: " + unrealizedProfit() + " in " + n2(openPositions, "open position"),
      "Negative positions: " + negativePositionSum(),
    );
  }
  
  toString { ret commaCombine(status()); }
}