using QuantConnect.Data.Custom.SmartInsider;

public class SmartInsiderAlgorithm : QCAlgorithm 
{
    public override void Initialize()
    {
    	SetStartDate(2019, 3, 1);
    	SetEndDate(2019, 7, 4);
    	SetCash(1000000);
    	
        AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseUniverse));
         
        // Request underlying equity data.
		var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
		// Add Smart Insider stock buyback transaction data for the underlying IBM asset
		var si = AddData<SmartInsiderTransaction>(ibm).Symbol;
		// Request 60 days of history with the SmartInsiderTransaction IBM Custom Data Symbol.
		var history = History<SmartInsiderTransaction>(si, 60, Resolution.Daily);
		// Count the number of items we get from our history request
		Debug($"We got {history.Count()} items from our history request");
    }
    
    public IEnumerable<Symbol> CoarseUniverse(IEnumerable<CoarseFundamental> coarse)
    {
    	var symbols = coarse.Where(x => x.HasFundamentalData && x.DollarVolume > 50000000)
    		.Select(x => x.Symbol)
    		.Take(10);

    	foreach (var symbol in symbols)
    	{
    		AddData<SmartInsiderTransaction>(symbol);
    	}
    	
    	return symbols;
    }
    
    public override void OnData(Slice data)
    {
		// Get all SmartInsider data available
		var transactions = data.Get<SmartInsiderTransaction>();
		
		foreach (var transaction in transactions.Values)
		{
			if (transaction.VolumePercentage == null || transaction.EventType == null)
			{
				continue;
			}
			
			// Using the Smart Insider transaction information, buy when company does a stock buyback
			if (transaction.EventType == SmartInsiderEventType.Transaction && transaction.VolumePercentage > 5)
			{
				SetHoldings(transaction.Symbol.Underlying, (decimal)transaction.VolumePercentage / 100);
			}
		}
    }
    
    public override void OnSecuritiesChanged(SecurityChanges changes)
	{
		foreach (var r in changes.RemovedSecurities.Where(x => x.Symbol.SecurityType == SecurityType.Equity))
		{
			// If removed from the universe, liquidate and remove the custom data from the algorithm
			Liquidate(r.Symbol);
			RemoveSecurity(QuantConnect.Symbol.CreateBase(typeof(SmartInsiderTransaction), r.Symbol, Market.USA));
		}
	}
}