from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from datetime import date, timedelta, datetime
from System.Collections.Generic import List
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
import decimal as d
import numpy as np
import math
import json

### <summary>
### In this algortihm we show how you can easily use the universe selection feature to fetch symbols
### to be traded using the BaseData custom data system in combination with the AddUniverse{T} method.
### AddUniverse{T} requires a function that will return the symbols to be traded.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="universes" />
### <meta name="tag" content="custom universes" />
class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.UniverseSettings.Resolution = Resolution.Minute;

        self.SetStartDate(2017,2,1)
        self.SetEndDate(2017,2,27)
        
        self.AddUniverse(StockDataSource, "my-stock-data-source", self.stockDataSource)
        
        self.Schedule.On(self.DateRules.EveryDay(), 
            self.TimeRules.At(15, 44), 
            self.liquidateOnClose)
        
    
    def stockDataSource(self, data):
        list = []
        for item in data:
            if self.Time.date() == item.Time.date():
                for symbol in item["Symbols"]:
                    list.append(symbol)
        return list

    def OnData(self, slice):

        if slice.Bars.Count == 0: return
        if self._changes == None: return
    
        for tradeBar in slice.Bars.Values:
            self.SetHoldings(tradeBar.Symbol, .05)

        # reset changes
        self._changes = None
    
    def OnSecuritiesChanged(self, changes):
        self.Log("OnSecuritiesChanged: self.Time.date(): {}".format(self.Time.date()))
        self._changes = changes
        
    def liquidateOnClose(self):
        self.Liquidate()
        
class StockDataSource(PythonData):
    
    def GetSource(self, config, date, isLiveMode):
        if isLiveMode:
            url = "https://www.dropbox.com/s/307kb876cnc0grv/universe-test-live.csv?dl=1"
        else:
            url = "https://www.dropbox.com/s/307kb876cnc0grv/universe-test-backtest.csv?dl=1"
            
        return SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile)
    
    def Reader(self, config, line, date, isLiveMode):
        if not (line.strip() and line[0].isdigit()): return None
        
        stocks = StockDataSource()
        stocks.Symbol = config.Symbol
        
        csv = line.split(',')
        if isLiveMode:
            stocks.Time = date
            stocks["Symbols"] = csv
        else:
            stocks.Time = datetime.strptime(csv[0], "%Y-%m-%d")
            stocks["Symbols"] = csv[1:]
            
        return stocks