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
import decimal
import numpy as np
import math
import json

class customDataScheduleOn(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2008, 1, 8)
        self.SetEndDate(2014, 7, 25)
        self.SetCash(100000)


        self.AddData(DollarRupee, "USDINR")

        # Ignite printClose every 60 minutes
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(TimeSpan.FromMinutes(60)), Action(self.printClose))


    def OnData(self, data):
        if not data.ContainsKey("USDINR"): return
        
        if not self.Portfolio.Invested:
            self.SetHoldings("USDINR",1)

    # Print close price to log file
    def printClose(self):
        closePrice = self.Securities["USDINR"].Close
        self.Log("self.Time : " + str(self.Time) + " - closePrice : " + str(closePrice))


class DollarRupee(PythonData):
    '''Dollar Rupe is a custom data type we create for this algorithm'''
    def GetSource(self, config, date, isLiveMode):
        return SubscriptionDataSource("https://www.dropbox.com/s/m6ecmkg9aijwzy2/USDINR.csv?dl=1", SubscriptionTransportMedium.RemoteFile)

    def Reader(self, config, line, date, isLiveMode):
        if not (line.strip() and line[0].isdigit()): return None

        # New USDINR object
        currency = DollarRupee()
        currency.Symbol = config.Symbol

        try:
            data = line.split(',')
            currency.Time = datetime.strptime(data[0], "%Y-%m-%d")
            currency.Value = decimal.Decimal(data[1])
            currency["Close"] = float(data[1])

        except ValueError:
            # Do nothing
            return None

        return currency