using System;
using System.Collections.Generic;
using System.Linq;

namespace QuantConnect.Algorithm.Examples 
{
 
    public class TrailingStop 
    {
    	public decimal TrailingStopValue {get;set;}
        decimal TrailingStopPercent{get;set;}
        bool IsLong {get;set;}
        
        public TrailingStop ( decimal stopValue, decimal stopPercent, bool isLongEntry )
        {
        	TrailingStopValue = stopValue;
        	TrailingStopPercent = stopPercent;
        	IsLong = isLongEntry;
        }
        
        public bool IsTrailingExit( TradeBar b, out decimal exitPrice)
        {
            bool rtn = false;
            exitPrice = 0;
            
            if ( IsLong == true)
            {
                if (  b.Close / TrailingStopValue < 1-TrailingStopPercent/100)
                {
                    exitPrice = b.Close;
                    rtn = true;
                }
                
            }
            else
            {
                // short
                if ( b.Close / TrailingStopValue > 1+TrailingStopPercent/100 )
                {
                    exitPrice = b.Close;
                    rtn = true;
                }
            }
            
            // update Trailing stop if needed
            if ( rtn != true)
            {
                if ( IsLong == true && b.Close > TrailingStopValue)
                    TrailingStopValue = b.Close;
                
                if ( IsLong == false && b.Close < TrailingStopValue)
                    TrailingStopValue = b.Close;
            }
            return rtn;
        } // IsTrailingExit
    } // TrailingStop

}

/*
 * 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.
*/

 
namespace QuantConnect.Algorithm.Examples
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash
    /// </summary>
    public class Test3 : QCAlgorithm
    {
        string Symbol = null;
        int RollingSize = 2;
        RollingWindow<TradeBar> history = null;

        /// <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(2009, 3, 1);  //Set Start Date 
            //SetStartDate(2013, 1, 1);  //Set Start Date             
            //SetStartDate(2012, 1, 1);  //Set Start Date     
            //SetEndDate(2016, 4, 1);

            SetStartDate(2016, 5, 5);  //Set Start Date      
            
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(1000000);             //Set Strategy Cash    
            history = new RollingWindow<TradeBar>(RollingSize);
            Symbol = "VXX"; 
            // Find more symbols here: http://quantconnect.com/data
            AddSecurity(SecurityType.Equity, Symbol, Resolution.Minute, true, 3, false); 
			AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
			Securities[Symbol].SetDataNormalizationMode(DataNormalizationMode.Raw); 
            //Securities[Symbol].TransactionModel = new CustomFeeModel();
            
            SetWarmup(TimeSpan.FromDays(5));
            
            //var history2 = History(Symbol, TimeSpan.FromDays(5), Resolution.Daily);
            //foreach (var b in history2)
            //{
			//		history.Add(b);
            //}
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">TradeBars IDictionary object with your stock data</param>
        public void OnData(TradeBars data)
        {
            try
            {
                bool IsLong = true; 
                TradeBar b = null;
                data.TryGetValue(Symbol, out b);

                if (b!=null  && history.IsReady)
                {
                   
                }
               
                if ( b!=null && b.Time.Hour==15 && b.Time.Minute == 59)
                {
                        history.Add(b);
                        if ( b.Time.Hour==15 && b.Time.Minute == 59)
                        {
                        	Debug(">>LASTMIN>> " + Time.ToString() +" " + b.Close + " " + history[0].Close + " " + history[1].Close); 
                        }
                }
            }
            catch (Exception ex)
            {
                Error("OnData: " + ex.Message + "\r\n\r\n" + ex.StackTrace);
            }
            
        } // OnData

    }
    
}

namespace QuantConnect.Algorithm.Examples 
{

    //
    //	Make sure to change "BasicTemplateAlgorithm" to your algorithm class name, and that all
    //	files use "public partial class" if you want to split up your algorithm namespace into multiple files.
    //

    //public partial class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm
    //{
    //  Extension functions can go here...(ones that need access to QCAlgorithm functions e.g. Debug, Log etc.)
    //}

    //public class Indicator 
    //{
    //  ...or you can define whole new classes independent of the QuantConnect Context
    //}
    public class RollingWin<T>  : IReadOnlyWindow<T>
    {
        // the backing list object used to hold the data
        public  List<T> _list;
        // read-write lock used for controlling access to the underlying list data structure
        //private readonly ReaderWriterLockSlim _listLock = new ReaderWriterLockSlim(LockRecursionPolicy.SupportsRecursion);
        // the most recently removed item from the window (fell off the back)
        private T _mostRecentlyRemoved;
        // the total number of samples taken by this indicator
        private decimal _samples;
        // used to locate the last item in the window as an indexer into the _list
        private int _tail;

        /// <summary>
        ///     Initializes a new instance of the RollwingWindow class with the specified window size.
        /// </summary>
        /// <param name="size">The number of items to hold in the window</param>
        public RollingWin(int size)
        {
            if (size < 1)
            {
                throw new ArgumentException("RollingWindow must have size of at least 1.", "size");
            }
            _list = new List<T>(size);
        }

        /// <summary>
        ///     Gets the size of this window
        /// </summary>
        public int Size
        {
            get
            { 
                return _list.Capacity;
            }
        }

        /// <summary>
        ///     Gets the current number of elements in this window
        /// </summary>
        public int Count
        {
            get
            { 
                return _list.Count;
            }
        }

        /// <summary>
        ///     Gets the number of samples that have been added to this window over its lifetime
        /// </summary>
        public decimal Samples
        {
            get
            { 
                 return _samples;
            }
        }

        /// <summary>
        ///     Gets the most recently removed item from the window. This is the
        ///     piece of data that just 'fell off' as a result of the most recent
        ///     add. If no items have been removed, this will throw an exception.
        /// </summary>
        public T MostRecentlyRemoved
        {
            get
            {
                    if (!IsReady)
                    {
                        throw new InvalidOperationException("No items have been removed yet!");
                    }
                    return _mostRecentlyRemoved;
                

            }
        }

        /// <summary>
        ///     Indexes into this window, where index 0 is the most recently
        ///     entered value
        /// </summary>
        /// <param name="i">the index, i</param>
        /// <returns>the ith most recent entry</returns>
        public T this [int i]
        {
            get
            {
                    //_listLock.EnterReadLock();

                    if (i >= Count)
                    {
                        throw new ArgumentOutOfRangeException("i", i, string.Format("Must be between 0 and Count {0}", Count));
                    }
                    return _list[(Count + _tail - i - 1) % Count];
               
            }
            set
            {
                    if (i >= Count)
                    {
                        throw new ArgumentOutOfRangeException("i", i, string.Format("Must be between 0 and Count {0}", Count));
                    }
                    _list[(Count + _tail - i - 1) % Count] = value;
                
            }
        }

        /// <summary>
        ///     Gets a value indicating whether or not this window is ready, i.e,
        ///     it has been filled to its capacity and one has fallen off the back
        /// </summary>
        public bool IsReady
        {
            get
            { 
               return Samples > Size;
            }
        }

        /// <summary>
        ///     Returns an enumerator that iterates through the collection.
        /// </summary>
        /// <returns>
        ///     A <see cref="T:System.Collections.Generic.IEnumerator`1" /> that can be used to iterate through the collection.
        /// </returns>
        /// <filterpriority>1</filterpriority>
        public IEnumerator<T> GetEnumerator()
        {
            // we make a copy on purpose so the enumerator isn't tied 
            // to a mutable object, well it is still mutable but out of scope
            var temp = new List<T>(Count);
            

                for (int i = 0; i < Count; i++)
                {
                    temp.Add(this[i]);
                }
                return temp.GetEnumerator();

        }

        /// <summary>
        ///     Returns an enumerator that iterates through a collection.
        /// </summary>
        /// <returns>
        ///     An <see cref="T:System.Collections.IEnumerator" /> object that can be used to iterate through the collection.
        /// </returns>
        /// <filterpriority>2</filterpriority>
        IEnumerator IEnumerable.GetEnumerator()
        {
            return GetEnumerator();
        }

        /// <summary>
        ///     Adds an item to this window and shifts all other elements
        /// </summary>
        /// <param name="item">The item to be added</param>
        public void Add(T item)
        {
                _samples++;
                if (Size == Count)
                {
                    // keep track of what's the last element
                    // so we can reindex on this[ int ]
                    _mostRecentlyRemoved = _list[_tail];
                    _list[_tail] = item;
                    _tail = (_tail + 1) % Size;
                }
                else
                {
                    _list.Add(item);
                }
        }

        /// <summary>
        ///     Clears this window of all data
        /// </summary>
        public void Reset()
        {
            _samples = 0;
            _list.Clear();
        }
    }

}