/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

// modified by U. Weber am 22.05.2018

using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using QuantConnect.Securities;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Regression Channel algorithm simply initializes the date range and cash
    /// </summary>
    /// <meta name="tag" content="indicators" />
    /// <meta name="tag" content="indicator classes" />
    /// <meta name="tag" content="placing orders" />
    /// <meta name="tag" content="plotting indicators" />
    public class RegressionChannelAlgorithm : QCAlgorithm
    {
        private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
        private SecurityHolding _holdings;
        private RegressionChannel _rc;
        private TradeBars _data; 

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2012, 1, 1);  //Set Start Date
            SetEndDate(2015, 1, 1);    //Set End Date
            SetCash(100000);           //Set Strategy Cash
            // Find more symbols here: http://quantconnect.com/data
            var equity = AddEquity(_spy, Resolution.Minute);
            _holdings = equity.Holdings;
            _rc = new RegressionChannel(15,2);
            
            //_rc = RC(_spy, 30, 2, Resolution.Daily);

            var stockPlot = new Chart("Trade Plot");
            stockPlot.AddSeries(new Series("Buy", SeriesType.Scatter, 0));
            stockPlot.AddSeries(new Series("Sell", SeriesType.Scatter, 0));
            stockPlot.AddSeries(new Series("UpperChannel", SeriesType.Line, 0));
            stockPlot.AddSeries(new Series("LowerChannel", SeriesType.Line, 0));
            stockPlot.AddSeries(new Series("Regression", SeriesType.Line, 0));
            AddChart(stockPlot);
            
            // schedule an event to fire every trading day for a security
            // the time rule here tells it to fire 10 minutes before SPY's market close
            Schedule.On(DateRules.EveryDay(), TimeRules.BeforeMarketClose("SPY", 10), () =>
            {
                //Debug("EveryDay.SPY 10 min before close: Fired at: " + Time);
                check_conditions_for_all_data();

            });
            
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public void OnData(TradeBars data)
        {
        
            //  Debug(" in OnData " + Time.ToString() + " " +  Time.Hour + " " + Time.Minute);

        //	if (! (Time.Hour == 15 && Time.Minute == 50) )
        //	    return;
        //	{
        	   _data = data;	

        //	}
        }

        public override void OnEndOfDay()
        {
        	Debug(" in  OnEndOfDay " + Time.ToString() + " rc_LowerChanngel=" +  _rc.LowerChannel );
        	
            Plot("Trade Plot", "UpperChannel", _rc.UpperChannel);
            Plot("Trade Plot", "LowerChannel", _rc.LowerChannel);
            Plot("Trade Plot", "Regression", _rc.LinearRegression);
        }
    
        public void check_conditions_for_all_data() {
	    //--------------------------------------------------------------------	

               var time = DateTime.Now;
        	   var value = _data[_spy].Value;
        	
        	   _rc.Update(time,value);
        	
               if (!_rc.IsReady || !_data.ContainsKey(_spy)) return;

                Debug(" in check_conditions_for_all_data " + Time.ToString() + " Close=" + value + " rc_LowerChanngel="  +  _rc.LowerChannel );

                if (_holdings.Quantity <= 0 && value < _rc.LowerChannel)
                {
                  SetHoldings(_spy, 1);
                  Plot("Trade Plot", "Buy", value);
                }

                if (_holdings.Quantity >= 0 && value > _rc.UpperChannel)
                {
                  SetHoldings(_spy, -1);
                  Plot("Trade Plot", "Sell", value);
                }	    
         }	
    	
    }
}