import numpy as np
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Orders import *
from QuantConnect.Data import *

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2018,8, 1)  #Set Start Date
        self.SetEndDate(2018,8,2)    #Set End Date
        self.SetCash(5000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        #self.AddCrypto("BTCUSD", Resolution.Daily)
        self.AddEquity("AAPL", Resolution.Daily)
        
        # GDAX Commission
        #self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)
        
        #self.DefaultOrderProperties = GDAXOrderProperties()
        
        
    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        Arguments:
            data: Slice object keyed by symbol containing the stock data
        '''
        buying_power = self.Portfolio.GetBuyingPower("AAPL", OrderDirection.Buy)
        self.Debug("{0} >> Buying Power {1}, Close {2}".format(self.Time, buying_power, data["AAPL"].Close))