#include <stdio.h>

#define INT_BITS 32
#define MAX_NODES 1024 

// Trie node structure
typedef struct TrieNode {
    struct TrieNode* bit[2];
} TrieNode;

TrieNode trieNodes[MAX_NODES]; 
int trieNodeCount = 0; 


TrieNode* newTrieNode() {
    if (trieNodeCount >= MAX_NODES) {
        printf("Exceeded maximum trie nodes\n");
        return NULL;
    }
    TrieNode* newNode = &trieNodes[trieNodeCount++];
    newNode->bit[0] = NULL;
    newNode->bit[1] = NULL;
    return newNode;
}


void insert(TrieNode* root, int number) {
    TrieNode* current = root;
    int i, bit;
    for (i = INT_BITS - 1; i >= 0; i--) {
        bit = (number >> i) & 1;
        if (!current->bit[bit]) {
            current->bit[bit] = newTrieNode();
            if (!current->bit[bit]) return; 
        }
        current = current->bit[bit];
    }
}


int findMaxXOR(TrieNode* root, int number) {
    TrieNode* current = root;
    int maxXOR = 0;
    int i, bit;
    for (i = INT_BITS - 1; i >= 0; i--) {
        bit = (number >> i) & 1;
        if (current->bit[1 - bit]) {
            maxXOR |= (1 << i);
            current = current->bit[1 - bit];
        } else {
            current = current->bit[bit];
        }
    }
    return maxXOR;
}


int getMaxXOR(int* arr, int size) {
    TrieNode* root = newTrieNode();
    if (!root) return 0; 
    int maxXOR = 0;
    int i, currentXOR;
    for (i = 0; i < size; i++) {
        insert(root, arr[i]);
        currentXOR = findMaxXOR(root, arr[i]);
        if (currentXOR > maxXOR) {
            maxXOR = currentXOR;
        }
    }
    return maxXOR;
}

void main() {
    int arr[10] = {3, 10, 5, 25, 2, 8};
    int size = 6;
    int result = getMaxXOR(arr, size);
    printf("Maximum XOR: %d\n", result);
}

Data Structure:
- Array of KeyValue objects

Operations:
- CreateDictionary(size)
- Insert(key, value)
- Lookup(key)

Function customHash(key, size):
    return key % size

Function CreateDictionary(size):
    dictionary = new KeyValue[size]
    for i = 0 to size - 1:
        dictionary[i].key = -1
    return dictionary

Function Insert(dictionary, size, key, value):
    index = customHash(key, size)
    while dictionary[index].key != -1:
        index = (index + 1) % size
    dictionary[index].key = key
    dictionary[index].value = value

Function Lookup(dictionary, size, key):
    index = customHash(key, size)
    while dictionary[index].key != key:
        if dictionary[index].key == -1:
            return -1
        index = (index + 1) % size
    return dictionary[index].value

___________________________________________

Data Structure:
- Array of ComplexElement objects

Operations:
- InitializeComplexDataStructure(size)
- ExecuteComplexOperation(key)

Function InitializeComplexDataStructure(size):
    complexDataStructure = new ComplexElement[size]
    // Initialize complexDataStructure as needed
    return complexDataStructure

Function ExecuteComplexOperation(complexDataStructure, size, key):
    // Perform a complex trading operation on complexDataStructure based on the key
    // This operation has a complexity of O(n^(n*n-1)).

Main:
    n = 10
    dictionarySize = n * n * n * n
    complexDataStructureSize = n * n * n * n  // Adjust the size based on complexity requirements

    dictionary = CreateDictionary(dictionarySize)
    complexDataStructure = InitializeComplexDataStructure(complexDataStructureSize)

    for i = 0 to n - 1:
        for j = 0 to n - 1:
            key = i * n + j
            value = key * key
            Insert(dictionary, dictionarySize, key, value)

    searchKey = 7
    result = Lookup(dictionary, dictionarySize, searchKey)
    if result != -1:
        Print "Value for key", searchKey, "in ComplexDictionary:", result
    else:
        Print "Key", searchKey, "not found in ComplexDictionary."

    // Execute a complex trading operation on ComplexTradingOperation
    complexKey = 5  // Adjust the key as needed
    ExecuteComplexOperation(complexDataStructure, complexDataStructureSize, complexKey)

#include <contract.c>

// Define your global parameters such as target profit, days to expiration, and strike price offset
var TargetProfit = 500; // Example target profit
int DaysToExpiration = 30; // Target days until expiration
var StrikeOffset = 50; // Offset from the current price for strike selection

void run() {
  // Setup basic parameters
  BarPeriod = 1440; // Use daily bars
  LookBack = 0; // No need for historical bars in options trading setup
  StartDate = 2020;
  EndDate = 2024; // Set your backtest period
  assetList("AssetsIB");
  asset("SPY"); // Example using SPY ETF as the underlying asset

  // Ensure we're trading in American Options for SPY
  AmericanOption = 1;

  // Update the contract chain for the underlying asset
  if(!contractUpdate(Asset, 0, CALL | PUT)) return;

  // Trading logic executed once per day
  if(is(EXITRUN)) return; // Skip logic at the end of the backtest
  
  // Define your strangle strategy here
  if(NumOpenLong + NumOpenShort == 0) { // Check if there's no open position
    // Calculate target strike prices based on current price and offset
    var CurrentPrice = priceClose(0);
    var StrikeCall = CurrentPrice + StrikeOffset;
    var StrikePut = CurrentPrice - StrikeOffset;

    // Attempt to find and enter a Strangle combo
    if(combo(
      contractFind(CALL, DaysToExpiration, StrikeCall), 1, // Buy 1 Call
      contractFind(PUT, DaysToExpiration, StrikePut), 1,  // Buy 1 Put
      0, 0)) { 
        // Enter the combo trade
        enterLong(comboLeg(1)); // Enter long for the call option leg
        enterLong(comboLeg(2)); // Enter long for the put option leg
    }
  }

  // Monitor and manage open positions
  for(open_trades) { // Loop through all open trades
    if(TradeIsOption && TradeIsOpen && (comboProfit(TradePriceClose, 1) > TargetProfit || daysToExpiration() < 5)) {
      exitTrade(ThisTrade); // Close the trade if target profit is reached or approaching expiration
    }
  }
}

// Placeholder function for days to expiration calculation - implement as needed
int daysToExpiration() {
  // Custom logic to calculate and return days to expiration for the current combo
  return 10; // Placeholder return value
}

// Placeholder function for calculating combo profit - implement based on actual requirements
var comboProfit(var CurrentClosePrice, int Leg) {
  // Custom logic to calculate and return profit for the combo based on current prices
  return 600; // Placeholder return value
}

#include <contract.c>

// Global parameters for the covered call strategy
var PremiumTarget = 100; // Target premium income from selling the call
int DaysToExpiration = 45; // Target days until expiration for the call option
var StrikeOffset = 100; // Offset from the current price for strike selection

void run() {
  // Setup basic parameters
  BarPeriod = 1440; // Use daily bars
  LookBack = 0; // No need for historical bars in this setup
  StartDate = 2020;
  EndDate = 2024; // Set your backtest period
  assetList("AssetsIB");
  asset("SPY"); // Example using SPY ETF as the underlying asset
  
  // Ensure we're trading in American Options for SPY
  AmericanOption = 1;

  // Update the contract chain for the underlying asset
  if(!contractUpdate(Asset, 0, CALL)) return;

  // Trading logic executed once per day
  if(is(EXITRUN)) return; // Skip logic at the end of the backtest

  // Check if we already own SPY
  if(!NumOpenLong) enterLong(1); // Enter long position if we don't own SPY

  // Sell a call option if we haven't already
  if(NumOpenShort == 0) {
    var CurrentPrice = priceClose(0);
    var StrikeCall = CurrentPrice + StrikeOffset;

    // Finding the call option contract
    CONTRACT* callContract = contractFind(CALL, DaysToExpiration, StrikeCall);
    if(callContract) {
      // Enter a short position by selling the call option
      enterShort(1, callContract); 
    }
  }

  // Managing the open option position
  for(open_trades) {
    CONTRACT* c = ThisTrade->Contract;
    if(TradeIsOption && TradeIsShort && (comboProfit(c->fAsk, 1) > PremiumTarget || daysToExpiration(c) < 5)) {
      exitTrade(ThisTrade); // Close the call option if premium target is reached or approaching expiration
    }
  }
}

// A more refined function for calculating days to expiration based on contract data
int daysToExpiration(CONTRACT* c) {
  if(!c) return 0;
  return (c->Expiry - wdate()) / 86400; // Convert seconds to days
}

#include <contract.c>

var FuzzyRange = 0.1; // Adjust based on market volatility or strategy needs
var PremiumTarget = 100; // Example target premium from selling a call
var StrikeOffset = 50; // Offset from the current price for strike selection
int DaysToExpiration = 30; // Target days until expiration

// Initialize fuzzy logic settings - no changes needed here
void initFuzzyLogic() {
  FuzzyRange = 0.1; 
}

// Decision-making on whether to initiate an option combo trade
bool shouldSellCallOption(var currentPrice, var strikeOffset) {
  // Selling a call option if the current price plus strikeOffset is fuzzy-above the current price
  return fuzzy(aboveF(currentPrice + strikeOffset, currentPrice));
}

// Logic for closing position based on profit and days to expiration
bool shouldClosePosition(var tradeProfit, int daysToExpiration) {
  var profitCondition = aboveF(tradeProfit, PremiumTarget);
  var expirationCondition = belowF((var)daysToExpiration, 5.0); // Close if less than 5 days to expiration
  
  return fuzzy(orF(profitCondition, expirationCondition));
}

void run() {
  BarPeriod = 1440; // Use daily bars
  LookBack = 0; // No need for historical bars in this strategy
  StartDate = 2020;
  EndDate = 2024;
  assetList("AssetsIB");
  asset("SPY");
  AmericanOption = 1; // Trading American options
  
  initFuzzyLogic();

  if (!contractUpdate(Asset, 0, CALL)) return;

  if (is(EXITRUN)) return;

  // Decision to sell a call option
  if (NumOpenShort == 0 && shouldSellCallOption(priceClose(0), StrikeOffset)) {
    CONTRACT* CallContract = contractFind(CALL, DaysToExpiration, priceClose(0) + StrikeOffset);
    if (CallContract) {
      combo(CallContract, -1, 0, 0, 0, 0); // Prepare a combo to sell 1 call option
      enterShort(comboLeg(1)); // Enter short position on the combo leg
    }
  }

  // Loop through open trades to manage the position
  for(open_trades) {
    if (TradeIsOption && TradeIsShort && shouldClosePosition(TradeProfit, daysToExpiration())) {
      exitTrade(ThisTrade); // Close the position based on fuzzy logic conditions
    }
  }
}

// You might need to implement or adjust the daysToExpiration function to suit your requirements
int daysToExpiration() {
  // Implement logic to calculate days to expiration for the current option combo
  return 10; // Placeholder return value
}

#include <contract.c>

vars PriceClose;

void run() {
    BarPeriod = 1440; // Daily bars for trend analysis
    LookBack = 30; // Looking back 30 bars for accurate trend detection
    StartDate = 2020;
    EndDate = 2024;
    assetList("AssetsIB");
    asset("SPY");

    PriceClose = series(priceClose());

    AmericanOption = 1; // Trading American Options
    
    if (is(EXITRUN)) return; // Exit if at the end of the backtest

    // Ensure the contract chain is updated for SPY
    if (!contractUpdate(Asset, 0, CALL | PUT)) return;

    // Entry Logic: Detect a rising trend to sell a call option
    if (NumOpenLong + NumOpenShort == 0) { // Check if there's no open position
        var trendStrength = risingF(PriceClose); // Assess the rising trend strength
        if (trendStrength > 0.5) { // Threshold for a strong rising trend
            // Define the strike price a bit above the current price for selling a call
            var StrikeCall = priceClose(0) + 100; // Offset from the current price for the strike
            int CallContract = contractFind(CALL, 45, StrikeCall); // Find a call option 45 days to expiration
            if (CallContract >= 0) {
                CONTRACT* c = contract(CallContract);
                if (combo(c, -1, 0, 0, 0, 0, 0, 0) > 0) { // Prepare the combo for selling 1 call
                    enterShort(comboLeg(1)); // Enter short for the call option leg
                }
            }
        }
    }

    // Exit Logic: Close the short call option position on a falling trend
    for(open_trades) {
        if (TradeIsOption && TradeIsShort) {
            var reversalStrength = fallingF(PriceClose); // Assess the strength of the falling trend
            if (reversalStrength > 0.5) { // Threshold indicating a strong downward trend
                exitTrade(ThisTrade); // Close the call option position
            }
        }
    }
}

#include <contract.c>

vars PriceClose;
var Volatility;

void initFuzzyLogicSettings() {
  FuzzyRange = 0.05; // Adjust based on backtesting
}

var calculateVolatility(vars Data, int period) {
  var sumDelta = 0;
  for(int i = 1; i <= period; i++) {
    sumDelta += abs(Data[i] - Data[i-1]);
  }
  return sumDelta / period;
}

var adjustFuzzyForVolatility(var fuzzyValue) {
  var adjustmentFactor = 1 + Volatility * 10;
  return clamp(fuzzyValue / adjustmentFactor, 0, 1);
}

bool fuzzyEntryCondition(vars Data) {
  var entryFuzzy = max(risingF(Data), valleyF(Data));
  return adjustFuzzyForVolatility(entryFuzzy) > 0.5;
}

bool fuzzyExitCondition(vars Data) {
  var exitFuzzy = max(fallingF(Data), peakF(Data));
  return adjustFuzzyForVolatility(exitFuzzy) > 0.5;
}

void optionComboTrade() {
  CONTRACT* C1; // Define pointer for the first leg of the combo
  CONTRACT* C2; // Define pointer for the second leg of the combo
  
  // Dynamically adjust option strike based on current price and volatility
  var strikeCall = round(priceClose(0) + 10 + Volatility * 5); // Example for call strike
  var strikePut = round(priceClose(0) - 10 - Volatility * 5); // Example for put strike
  
  // Initialize contracts for a strangle combo
  C1 = contractFind(CALL, 30, strikeCall); // Find call option contract
  C2 = contractFind(PUT, 30, strikePut); // Find put option contract

  // Check if contracts are found and if entry condition is met
  if(C1 && C2 && fuzzyEntryCondition(PriceClose)) {
    combo(C1, 1, C2, 1, 0, 0, 0, 0); // Create a strangle combo
    enterLong(comboLeg(1)); // Enter long on both legs of the combo
    enterLong(comboLeg(2));
  }
}

void run() {
  BarPeriod = 60;
  LookBack = 100;
  StartDate = 2020;
  EndDate = 2024;
  assetList("AssetsIB");
  asset("SPY");

  PriceClose = series(priceClose());
  initFuzzyLogicSettings();

  Volatility = calculateVolatility(PriceClose, 20); // Calculate market volatility

  if (is(EXITRUN)) return;

  optionComboTrade(); // Execute the option combo trade based on fuzzy logic conditions
}

#include <contract.c>

vars PriceClose, VolatilityEMA;

void init() {
  assetList("AssetsIB");
  BarPeriod = 60; // Setting bar period for the price series
  LookBack = 100; // Lookback period for technical indicators

  PriceClose = series(priceClose());
  initFuzzyLogicSettings();
  calculateEMAVolatility(20); // Initialize volatility calculation
}

void initFuzzyLogicSettings() {
  FuzzyRange = 0.05; // Adjust based on backtesting
}

void calculateEMAVolatility(int period) {
  vars ATRValues = series(ATR(period));
  VolatilityEMA = series(EMA(ATRValues, period));
}

void tradeOptions() {
  // Assuming current asset is SPY and we're setting up a strangle
  if (NumOpenLong == 0 && fuzzyEntryCondition()) {
    // Find contracts for the call and put options
    CONTRACT* callContract = contractFind("Call", 30, priceClose(0) + 10); // Example: 30 days to expiration, strike 10 points above
    CONTRACT* putContract = contractFind("Put", 30, priceClose(0) - 10); // Example: 30 days to expiration, strike 10 points below

    if(callContract && putContract) {
      // Setup the combo - buying 1 call and 1 put
      combo(callContract, 1, putContract, 1, 0, 0, 0, 0);
      
      // Enter the combo trade
      enterLong(comboLeg(1)); // Enter long for the call option leg
      enterLong(comboLeg(2)); // Enter long for the put option leg
      
      printf("\nEntered a Strangle on SPY");
    }
  }
}

void run() {
  StartDate = 2020;
  EndDate = 2024;
  assetList("AssetsIB");
  asset("SPY");

  while(asset(loop("SPY","AAPL","MSFT"))) {
    if (is(EXITRUN)) continue;
    tradeOptions();
  }
}

#include <contract.h>

// Initialize global variables for storing price and volatility data
vars PriceClose, VolatilityEMA;

void init() {
  assetList("AssetsIB");
  BarPeriod = 60;
  LookBack = 100;
  StartDate = 2020;
  EndDate = 2024;
  
  PriceClose = series(priceClose());
  initFuzzyLogicSettings();
  calculateEMAVolatility(20); // Initialize volatility calculation
}

void initFuzzyLogicSettings() {
  FuzzyRange = 0.05; // Adjust based on backtesting
}

void calculateEMAVolatility(int period) {
  vars ATRValues = series(ATR(period));
  VolatilityEMA = series(EMA(ATRValues, period));
}

// Cumulative Normal Distribution Function for use in Black-Scholes Model
var CNDF(var x) {
  int neg = (x < 0.0) ? 1 : 0;
  if (neg) x = -x;
  
  var k = (1.0 / ( 1.0 + 0.2316419 * x));
  var y = (((1.330274429 * k - 1.821255978) * k + 1.781477937) *
           k - 0.356563782) * k + 0.319381530;
  y = 1.0 - 0.398942280401 * exp(-0.5 * x * x) * y;
  
  return (1.0 - neg) * y + neg * (1.0 - y);
}

// Black-Scholes Option Pricing Model
var BlackScholes(char *CallPutFlag, var S, var X, var T, var r, var v) {
  var d1, d2;
  d1 = (log(S / X) + (r + 0.5 * v * v) * T) / (v * sqrt(T));
  d2 = d1 - v * sqrt(T);
  
  if (CallPutFlag[0] == 'c' || CallPutFlag[0] == 'C') {
    return S * CNDF(d1) - X * exp(-r * T) * CNDF(d2);
  } else {
    return X * exp(-r * T) * CNDF(-d2) - S * CNDF(-d1);
  }
}

bool fuzzyEntryCondition() {
  return risingF(PriceClose) > 0.5 && VolatilityEMA[0] < 0.2;
}

bool fuzzyExitCondition() {
  return fallingF(PriceClose) > 0.5 || VolatilityEMA[0] > 0.3;
}

void tradeOptions() {
  CONTRACT* CallContract;
  CONTRACT* PutContract;
  var strikePrice = round(priceClose(0),100); // Example for rounding to nearest hundred
  var expirationDays = 30; // Targeting options 30 days to expiration

  if (fuzzyEntryCondition()) {
    // Prepare to trade a call option
    CallContract = contractFind("Call", strikePrice, wdate() + expirationDays * 86400);
    if(CallContract) {
      // Buy the call option
      combo(CallContract, 1, 0, 0, 0, 0, 0, 0);
      enterLong(comboLeg(1));
    }
  } else if (fuzzyExitCondition()) {
    // Prepare to trade a put option
    PutContract = contractFind("Put", strikePrice, wdate() + expirationDays * 86400);
    if(PutContract) {
      // Buy the put option
      combo(0, 0, PutContract, 1, 0, 0, 0, 0);
      enterLong(comboLeg(2));
    }
  }
}

void main() {
  init();
  while(asset(loop("Assets"))) {
    if (is(EXITRUN)) continue;
    tradeOptions(); // Execute the option trading logic based on market conditions
  }
}