// Simple example of using RInside to call Portfolio Probe within C++

// adapted from examples by  Dirk Eddelbuettel and Romain Francois

#include <RInside.h>                    // for the embedded R via RInside

int main(int argc, char *argv[]) {

    try {
        RInside R(argc, argv);          // create an embedded R instance 

        std::string txt = "suppressMessages(library(PortfolioProbeBeta))";
        R.parseEvalQ(txt);              // load library, no return value

        txt = "Var <- var(cbind(ABC=rnorm(10), DEF=rnorm(10))); Var";
        Rcpp::NumericMatrix Var = R.parseEval(txt);  // assign mat. Var to NumericMatrix

	   txt = "Pri <- c(ABC=34.86, DEF=29.73); Pri";
	   Rcpp::NumericVector Pri = R.parseEval(txt);

        std::cout << "Var has " 
                  << Var.nrow() << " rows and " 
                  << Var.ncol() << " columns" << std::endl;
        
        txt = "colnames(Var)";		// assign columns names of Var to ans and
        Rcpp::CharacterVector cnames = R.parseEval(txt);   // into str.vec. cnames

        for (int i=0; i<Var.ncol(); i++) {
            std::cout <<  cnames[i] << " has variance " << Var(i,i) << std::endl;
        }
	   std::cout << "Covariance is " << Var(0,1) << std::endl << std::endl;

	txt = "op <- trade.optimizer(Pri, Var, gross=1e6, long.only=TRUE); print(op$results); Tra <- op$trade; Tra";
	Rcpp::NumericVector theTrade = R.parseEval(txt);

	txt = "names(Tra)";
	Rcpp::CharacterVector theTradeNames = R.parseEval(txt);

	std::cout << std::endl << "The trade is " << std::endl;
	for (int i=0; i < theTrade.length(); i++) {
		std::cout << theTradeNames[i] << " : " << theTrade[i] << std::endl;
	}
    
    } catch(std::exception& ex) {
        std::cerr << "Exception caught: " << ex.what() << std::endl;
    } catch(...) {
        std::cerr << "Unknown exception caught" << std::endl;
    }

    exit(0);
}