class FocusedAsparagusBeaver(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 3, 13)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.symbolData = {}
        self.AddUniverse(self.MyCoarseFilterFunction)
        
    def MyCoarseFilterFunction(self, coarse):
         sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
         filtered = [ x.Symbol for x in sortedByDollarVolume 
                      if x.Price > 10 and x.DollarVolume > 10000000 ]
         return filtered[:5]
    
    def OnSecuritiesChanged(self, changes):
        for added in changes.AddedSecurities:
            self.symbolData[added.Symbol] = SymbolData(self, added.Symbol)
        
        for removed in changes.RemovedSecurities:
            if removed.Symbol in self.symbolData:
                del self.symbolData[removed.Symbol]
                
    def OnData(self, data):
        for symbol, symbolData in self.symbolData.items():
            self.Plot("My Indicators", f"{symbol.Value} Hull Moving Average", symbolData.hma.Current.Value)
            self.Plot("My Indicators", f"{symbol.Value}Ichimoku Kinko Hyo", symbolData.ichimoku.Current.Value)

class SymbolData:
    def __init__(self, algo, symbol):
        # initialize the indicators
        self.hma = HullMovingAverage(12)
        self.ichimoku = IchimokuKinkoHyo(9, 26, 26, 52, 26, 26)
        
        # warm up
        history = algo.History(symbol, 52, Resolution.Hour)
        for bar in history.itertuples():
            tradeBar = TradeBar(bar.Index[1], bar.Index[0], bar.open, bar.high, bar.low, bar.close, bar.volume)
            self.hma.Update(bar.Index[1], bar.close)
            self.ichimoku.Update(tradeBar)

        # subscribe to auto update
        algo.RegisterIndicator(symbol, self.hma, Resolution.Hour)
        algo.RegisterIndicator(symbol, self.ichimoku, Resolution.Hour)