from AlgorithmImports import *
# endregion

class EnergeticYellowGreenFalcon(QCAlgorithm):

    def Initialize(self):
        # INITIALIZE
        self.SetStartDate(2022, 11, 12)  # Set Start Date
        self.SetEndDate(2022, 11, 16)
        self.SetCash(10000)  # Set Strategy Cash
        self.symbol = self.AddEquity('AAPL', Resolution.Minute)  
        self.symbol.SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted)
        option = self.AddOption("AAPL")
        self.option_symbol = option.Symbol
        self.SetSecurityInitializer(self.SecurityInitializer)

        # # SCHEDULED EVENTS
        self.Schedule.On(self.DateRules.EveryDay(self.symbol.Symbol), self.TimeRules.AfterMarketOpen(self.symbol.Symbol, 1), self.DayStart)
        self.Schedule.On(self.DateRules.EveryDay(self.symbol.Symbol), self.TimeRules.BeforeMarketClose(self.symbol.Symbol, 2), self.ParabolicCheck)
        self.Schedule.On(self.DateRules.EveryDay(self.symbol.Symbol), self.TimeRules.BeforeMarketClose(self.symbol.Symbol, 1), self.LiquidateCheck)
        self.Schedule.On(self.DateRules.EveryDay(self.symbol.Symbol), self.TimeRules.BeforeMarketClose(self.symbol.Symbol), self.DayEnd)

        # TOGGLES
        self.trading = False

        self.gap_up = False
        self.gap_down = False
        self.long = False
        self.short = False

        self.liquidate_toggle = False

        self.invest_daily = False
        self.daily_trigger = False
        self.invest_daily_s = False
        self.daily_trigger_s = False

        self.second_trade = False

        self.trail_stop = False
        self.trail_stop_s = False
        self.initial_day_stop_sell = False
        self.initial_day_stop_sell_s = False
        self.initial_stop_sell = False
        self.initial_stop_sell_s = False
        self.target_sell = False
        self.target_sell_s = False
        self.parabolic_sell = False
        self.parabolic_sell_s = False
        self.gap_up_sell = False
        self.gap_down_sell = False

        self.break_even = False

        self.chop = False

        # VARIABLES
        self.symbol_price = 0
        self.entry_price = 0
        self.trade_count = 0
        self.sell_count = 0
        self.open_price = 0
        self.day_counter = 0
        self.day_counter_s = 0

        self.initial_day_stop_price = 0
        self.initial_day_stop_price_s = 0

        self.initial_stop_price = 0
        self.initial_stop_price_s = 0
        
        self.initial_target_price = 0
        self.initial_target_price_s = 0

        self.trigger_day_timer = 0
        self.trigger_day_timer_s = 0
        self.trigger_day_high = 0
        self.trigger_day_low = 0
        self.previous_day_high = 0
        self.previous_day_low = 0
        self.trigger_day_open = 0
        self.trigger_day_close = 0
        
        self.trigger_free_high = 0
        self.trigger_free_low = 0
        self.trigger_free_open = 0
        self.trigger_free_close = 0
        
        self.trigger_day_high = 0 
        self.trigger_day_low = 0 
        self.trigger_day_open = 0 
        self.trigger_day_close = 0 

        self.current_day_high = 0
        self.current_day_low = 999999

        self.trigger_array_high = 0 
        self.trigger_array_low = 0 
        self.previous_array_high = 0 
        self.previous_array_low = 0 

        self.day_three_high = 0 
        self.day_four_high = 0 
        self.day_five_high = 0 
        self.day_six_high = 0 

        self.day_three_low = 0 
        self.day_four_low = 0 
        self.day_five_low = 0 
        self.day_six_low = 0 

        self.vix_price = 0

        self.order = True

        self.SetWarmUp(timedelta(days = 25))
        
        # self.ema = self.EMA(self.symbol.Symbol, 20, Resolution.Daily)

        # self.vix = self.AddData(CBOE, 'VIX', Resolution.Daily).Symbol
        # self.vix_ema = self.EMA(self.vix, 20, Resolution.Daily)

        # CONSOLIDATED DATA 
            # Daily Bars
        dailyConsolidator = TradeBarConsolidator(timedelta(days=1))
        self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, dailyConsolidator)
        dailyConsolidator.DataConsolidated += self.OnDayBar
        self.dayBarWindow = RollingWindow[TradeBar](20)

            # TEST CONSOLIDATED
        free_consolidator = TradeBarConsolidator(timedelta(minutes=10))
        self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, free_consolidator)
        free_consolidator.DataConsolidated += self.OnFreeBar
        self.freeBarWindow = RollingWindow[TradeBar](1)

            # 5-Minute Bars
        five_min_consolidator = TradeBarConsolidator(timedelta(minutes=5))
        self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, five_min_consolidator)
        five_min_consolidator.DataConsolidated += self.OnFiveMinBar
        self.fiveMinBarWindow = RollingWindow[TradeBar](2)

    def SecurityInitializer(self, security):
        security.SetMarketPrice(self.GetLastKnownPrice(security))
        security.SetDataNormalizationMode(DataNormalizationMode.Raw)
       

    def OnData(self, data):
        if self.IsWarmingUp:
            return

        if not self.Portfolio.Invested and self.order:

            contract_symbols = self.OptionChainProvider.GetOptionContractList(self.option_symbol, self.Time)
            expiry = min([symbol.ID.Date for symbol in contract_symbols], default="EMPTY")
            filtered_symbols = [symbol for symbol in contract_symbols if symbol.ID.Date == expiry and self.option_symbol.ID.OptionRight == OptionRight.Call]
            self.contract_symbol = sorted(filtered_symbols, key=lambda symbol: symbol.ID.StrikePrice)[0]
            value = self.AddOptionContract(self.contract_symbol)
            shares_to_buy = int(self.Portfolio.Cash / (100*value.AskPrice))
            
            self.MarketOrder(self.contract_symbol, shares_to_buy)

            self.order = False
    
    # CONSOLILDATED FUNCTIONS
    def OnFiveMinBar(self, sender, bar):
        self.fiveMinBarWindow.Add(bar)
        if not self.fiveMinBarWindow.IsReady:
            return
        
        trigger_five_min = self.fiveMinBarWindow[0]
        previous_five_min = self.fiveMinBarWindow[1]

        self.trigger_five_min_high = trigger_five_min.High
        self.trigger_five_min_low = trigger_five_min.Low
        self.trigger_five_min_open = trigger_five_min.Open
        self.trigger_five_min_close = trigger_five_min.Close
        
        self.previous_five_min_high = previous_five_min.High
        self.previous_five_min_low = previous_five_min.Low

        # Inside Bar
        if (self.trigger_five_min_high < self.previous_five_min_high) and (self.trigger_five_min_low > self.previous_five_min_low):
            self.trigger_five_min_timer = self.Time.minute
            self.invest_five_min = True
            self.five_min_trigger = True
            self.trigger_five_min_timer_s = self.Time.minute
            self.invest_five_min_s = True
            self.five_min_trigger_s = True

        # 2Down
        if (self.trigger_five_min_high < self.previous_five_min_high) and (self.trigger_five_min_low < self.previous_five_min_low):
            self.trigger_five_min_timer = self.Time.minute
            self.invest_five_min = True
            self.five_min_trigger = True
        
        # 2Up
        if (self.trigger_five_min_high > self.previous_five_min_high) and (self.trigger_five_min_low > self.previous_five_min_low):
            self.trigger_five_min_timer_s = self.Time.minute
            self.invest_five_min_s = True
            self.five_min_trigger_s = True
    
    def OnFreeBar(self, sender, bar):
        self.freeBarWindow.Add(bar)
        if not self.freeBarWindow.IsReady:
            return
        
        trigger_free = self.freeBarWindow[0]

        self.trigger_free_open = trigger_free.Open
        self.trigger_free_close = trigger_free.Close
        self.trigger_free_high = trigger_free.High
        self.trigger_free_low = trigger_free.Low

    def OnDayBar(self, sender, bar):
        self.dayBarWindow.Add(bar)
        if not self.dayBarWindow.IsReady:
            return
        
        # VARIABLES - HIGHS - LOWS
        trigger_day = self.dayBarWindow[0]
        previous_day = self.dayBarWindow[1]
        day_three = self.dayBarWindow[2]
        day_four = self.dayBarWindow[3]
        day_five = self.dayBarWindow[4]
        day_six = self.dayBarWindow[5]
        day_seven = self.dayBarWindow[6]
        day_eight = self.dayBarWindow[7]
        day_nine = self.dayBarWindow[8]
        day_ten = self.dayBarWindow[9]
        day_eleven = self.dayBarWindow[10]
        day_twelve = self.dayBarWindow[11]
        day_thirteen = self.dayBarWindow[12]
        day_fourteen = self.dayBarWindow[13]
        day_fifteen = self.dayBarWindow[14]
        day_sixteen = self.dayBarWindow[15]
        day_seventeen = self.dayBarWindow[16]
        day_eighteen = self.dayBarWindow[17]
        day_nineteen = self.dayBarWindow[18]
        day_twenty = self.dayBarWindow[19]

        self.trigger_day_high = trigger_day.High
        self.previous_day_high = previous_day.High
        self.day_three_high = day_three.High
        self.day_four_high = day_four.High
        self.day_five_high = day_five.High
        self.day_six_high = day_six.High
        self.day_seven_high = day_seven.High
        self.day_eight_high = day_eight.High
        self.day_nine_high = day_nine.High
        self.day_ten_high = day_ten.High
        self.day_eleven_high = day_eleven.High
        self.day_twelve_high = day_twelve.High
        self.day_thirteen_high = day_thirteen.High
        self.day_fourteen_high = day_fourteen.High
        self.day_fifteen_high = day_fifteen.High
        self.day_sixteen_high = day_sixteen.High
        self.day_seventeen_high = day_seventeen.High
        self.day_eighteen_high = day_eighteen.High
        self.day_nineteen_high = day_nineteen.High
        self.day_twenty_high = day_twenty.High

        self.trigger_day_low = trigger_day.Low
        self.previous_day_low = previous_day.Low
        self.day_three_low = day_three.Low
        self.day_four_low = day_four.Low
        self.day_five_low = day_five.Low
        self.day_six_low = day_six.Low
        self.day_seven_low = day_seven.Low
        self.day_eight_low = day_eight.Low
        self.day_nine_low = day_nine.Low
        self.day_ten_low = day_ten.Low
        self.day_eleven_low = day_eleven.Low
        self.day_twelve_low = day_twelve.Low
        self.day_thirteen_low = day_thirteen.Low
        self.day_fourteen_low = day_fourteen.Low
        self.day_fifteen_low = day_fifteen.Low
        self.day_sixteen_low = day_sixteen.Low
        self.day_seventeen_low = day_seventeen.Low
        self.day_eighteen_low = day_eighteen.Low
        self.day_nineteen_low = day_nineteen.Low
        self.day_twenty_low = day_twenty.Low
        
        # DAILY TRIGGERING DAILY LOGIC
            # Inside Bar
        if (self.trigger_day_high < self.previous_day_high) and (self.trigger_day_low > self.previous_day_low):
            self.trigger_day_timer = self.Time.day
            self.invest_daily = True
            self.daily_trigger = True
            self.trigger_day_timer_s = self.Time.day
            self.invest_daily_s = True
            self.daily_trigger_s = True

            # 2Down
        if (self.trigger_day_high < self.previous_day_high) and (self.trigger_day_low < self.previous_day_low):
            self.trigger_day_timer = self.Time.day
            self.invest_daily = True
            self.daily_trigger = True
        
            # 2Up
        if (self.trigger_day_high > self.previous_day_high) and (self.trigger_day_low > self.previous_day_low):
            self.trigger_day_timer_s = self.Time.day
            self.invest_daily_s = True
            self.daily_trigger_s = True

        # DEFINING CHOP LOGIC
        self.trigger_array_highs = []
        self.trigger_array_lows = []
        self.previous_array_highs = []
        self.previous_array_lows = []

        self.trigger_array_highs.append(self.trigger_day_high)
        self.trigger_array_highs.append(self.previous_day_high)
        # self.trigger_array_highs.append(self.day_three_high)
        # self.trigger_array_highs.append(self.day_four_high)
        # self.trigger_array_highs.append(self.day_five_high)
        # self.trigger_array_highs.append(self.day_six_high)
        # self.trigger_array_highs.append(self.day_seven_high)
        # self.trigger_array_highs.append(self.day_eight_high)
        # self.trigger_array_highs.append(self.day_nine_high)
        # self.trigger_array_highs.append(self.day_ten_high)
        # self.trigger_array_highs.append(self.day_eleven_high)
        # self.trigger_array_highs.append(self.day_twelve_high)
        # self.trigger_array_highs.append(self.day_thirteen_high)
        # self.trigger_array_highs.append(self.day_fourteen_high)
        # self.trigger_array_highs.append(self.day_fifteen_high)
        # self.trigger_array_highs.append(self.day_sixteen_high)
        # self.trigger_array_highs.append(self.day_seventeen_high)
        # self.trigger_array_highs.append(self.day_eighteen_high)
        # self.trigger_array_highs.append(self.day_nineteen_high)
        # self.trigger_array_highs.append(self.day_twenty_high)

        self.trigger_array_lows.append(self.trigger_day_low)
        self.trigger_array_lows.append(self.previous_day_low)
        # self.trigger_array_lows.append(self.day_three_low)
        # self.trigger_array_lows.append(self.day_four_low)
        # self.trigger_array_lows.append(self.day_five_low)
        # self.trigger_array_lows.append(self.day_six_low)
        # self.trigger_array_lows.append(self.day_seven_low)
        # self.trigger_array_lows.append(self.day_eight_low)
        # self.trigger_array_lows.append(self.day_nine_low)
        # self.trigger_array_lows.append(self.day_ten_low)
        # self.trigger_array_lows.append(self.day_eleven_low)
        # self.trigger_array_lows.append(self.day_twelve_low)
        # self.trigger_array_lows.append(self.day_thirteen_low)
        # self.trigger_array_lows.append(self.day_fourteen_low)
        # self.trigger_array_lows.append(self.day_fifteen_low)
        # self.trigger_array_lows.append(self.day_sixteen_low)
        # self.trigger_array_lows.append(self.day_seventeen_low)
        # self.trigger_array_lows.append(self.day_eighteen_low)
        # self.trigger_array_lows.append(self.day_nineteen_low)
        # self.trigger_array_lows.append(self.day_twenty_low)

        # self.previous_array_highs.append(self.trigger_day_high)
        # self.previous_array_highs.append(self.previous_day_high)
        self.previous_array_highs.append(self.day_three_high)
        self.previous_array_highs.append(self.day_four_high)
        self.previous_array_highs.append(self.day_five_high)
        self.previous_array_highs.append(self.day_six_high)
        self.previous_array_highs.append(self.day_seven_high)
        self.previous_array_highs.append(self.day_eight_high)
        self.previous_array_highs.append(self.day_nine_high)
        self.previous_array_highs.append(self.day_ten_high)
        # self.previous_array_highs.append(self.day_eleven_high)
        # self.previous_array_highs.append(self.day_twelve_high)
        # self.previous_array_highs.append(self.day_thirteen_high)
        # self.previous_array_highs.append(self.day_fourteen_high)
        # self.previous_array_highs.append(self.day_fifteen_high)
        # self.previous_array_highs.append(self.day_sixteen_high)
        # self.previous_array_highs.append(self.day_seventeen_high)
        # self.previous_array_highs.append(self.day_eighteen_high)
        # self.previous_array_highs.append(self.day_nineteen_high)
        # self.previous_array_highs.append(self.day_twenty_high)

        # self.previous_array_lows.append(self.trigger_day_low)
        # self.previous_array_lows.append(self.previous_day_low)
        self.previous_array_lows.append(self.day_three_low)
        self.previous_array_lows.append(self.day_four_low)
        self.previous_array_lows.append(self.day_five_low)
        self.previous_array_lows.append(self.day_six_low)
        self.previous_array_lows.append(self.day_seven_low)
        self.previous_array_lows.append(self.day_eight_low)
        self.previous_array_lows.append(self.day_nine_low)
        self.previous_array_lows.append(self.day_ten_low)
        # self.previous_array_lows.append(self.day_eleven_low)
        # self.previous_array_lows.append(self.day_twelve_low)
        # self.previous_array_lows.append(self.day_thirteen_low)
        # self.previous_array_lows.append(self.day_fourteen_low)
        # self.previous_array_lows.append(self.day_fifteen_low)
        # self.previous_array_lows.append(self.day_sixteen_low)
        # self.previous_array_lows.append(self.day_seventeen_low)
        # self.previous_array_lows.append(self.day_eighteen_low)
        # self.previous_array_lows.append(self.day_nineteen_low)
        # self.previous_array_lows.append(self.day_twenty_low)

        def max(i):
            max_value = i[0]
            for number in i:
                if number > max_value:
                    max_value = number
            return max_value
        def min(i):
            min_value = i[0]
            for number in i:
                if number < min_value:
                    min_value = number
            return min_value
        
        self.trigger_array_high = max(self.trigger_array_highs)
        self.trigger_array_low = min(self.trigger_array_lows)
        self.previous_array_high = max(self.previous_array_highs)
        self.previous_array_low = min(self.previous_array_lows) 

        # Inside Bar
        if (self.trigger_array_high < self.previous_array_high) and (self.trigger_array_low > self.previous_array_low):
            self.trading = True
        else:
            self.trading = False
    
    # SCHEDULED EVENTS
    def DayStart(self): 
        self.invest_five_min = False
        self.five_min_trigger = False
        self.invest_five_min_s = False
        self.five_min_trigger_s = False

    def ParabolicCheck(self):
        self.parabolic_sell = True
        self.parabolic_sell_s = True
    
    def LiquidateCheck(self): 
        if self.long:
            self.day_counter += 1
        else:
            self.day_counter = 0

        if self.short:
            self.day_counter_s += 1
        else: 
            self.day_counter_s = 0
    
    def DayEnd(self):
        self.gap_up_sell = False
        self.gap_down_sell = False

        self.invest_daily = False
        self.daily_trigger = False
        self.invest_daily_s = False
        self.daily_trigger_s = False

        self.parabolic_sell = False
        self.parabolic_sell_s = False

        self.chop = False
        self.trading = True

        self.current_day_high = 0
        self.current_day_low = 999999

        # self.long = False
        # self.short = False

        # self.trail_stop = False
        # self.trail_stop_s = False
        # self.initial_day_stop_sell = False
        # self.initial_day_stop_sell_s = False 
        # self.initial_stop_sell = False
        # self.initial_stop_sell_s = False
        # self.target_sell = False
        # self.target_sell_s = False
        # self.parabolic_sell = False
        # self.parabolic_sell_s = False

        # self.break_even = False

        # self.second_trade = False

        # self.trade_count = 0