#region imports
from AlgorithmImports import *
#endregion
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel

class NadionTransdimensionalAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 9, 29)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.SetExecution(ImmediateExecutionModel())

        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
        self.UniverseSettings.Resolution=Resolution.Daily
        self.SetUniverseSelection( QC500UniverseSelectionModel() )
        
        self.SetAlpha(MyAlpha())
        
class MyAlpha(AlphaModel):
    securities = []
    symbol_data_by_symbol = {}
    def Update(self, algorithm, data):
        return []
    
    def OnSecuritiesChanged(self, algorithm, changes):
        algorithm.Log("Called")
        algorithm.Log(len(changes.RemovedSecurities))
        algorithm.Log(len(changes.AddedSecurities))
        
        for security in changes.AddedSecurities:
            self.symbol_data_by_symbol[security.Symbol] = SymbolData(algorithm, security.Symbol)
            #algorithm.Log(f"{algorithm.Time}: Added {security.Symbol}")

        for security in changes.RemovedSecurities:
            if security.Symbol in self.symbol_data_by_symbol:
                symbol_data = self.symbol_data_by_symbol.pop(security.Symbol, None)
                if symbol_data:
                    symbol_data.dispose()
            #algorithm.Log(f"{algorithm.Time}: Removed {security.Symbol}")
            if security in self.securities:
                self.securities.remove(security)
                if security.Invested:
                    self.Liquidate(security.Symbol, "Removed from Universe")
            
        
        self.securities.extend(changes.AddedSecurities)
        algorithm.Log(len(self.securities))
        algorithm.Log(len(algorithm.ActiveSecurities))

class SymbolData:
    def __init__(self, algorithm, symbol):
        self.algorithm = algorithm
        self.symbol = symbol

        self.indicator = SimpleMovingAverage(20)
        self.consolidator = TradeBarConsolidator(1)
        algorithm.SubscriptionManager.AddConsolidator(symbol, self.consolidator)
        algorithm.RegisterIndicator(symbol, self.indicator, self.consolidator)
        algorithm.WarmUpIndicator(self.symbol, self.indicator)
    
    def dispose(self):
        self.algorithm.SubscriptionManager.RemoveConsolidator(self.symbol, self.consolidator)