from enum import Enum
class UncoupledQuantumCoil(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 2, 9)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity('SPY', Resolution.Minute).Symbol
        self.sma = self.SMA(self.symbol, 20, Resolution.Minute)
        self.sma.Updated += self.UpdateSmaWin
        self.sma_win = RollingWindow[float](2)
        
        self.close_win = RollingWindow[float](2)
        
        self.state = State.TO_BUY

    def UpdateSmaWin(self, sender, updated):
        if self.sma.IsReady:
            self.sma_win.Add(self.sma.Current.Value)
    
    def OnData(self, data):
        if data.ContainsKey(self.symbol) and data[self.symbol] is not None:
            self.close_win.Add(data[self.symbol].Close)
        
        if self.state == State.TO_BUY:
            if self.CheckSignal():
                self.state = State.BUY_SUBMITTED
                self.SetHoldings(self.symbol, 1)
        
    def CheckSignal(self):
        if not self.sma_win.IsReady or not self.close_win.IsReady:
            return False
        if self.close_win[1] < self.sma_win[1] and self.close_win[0] > self.sma_win[0]:
            return True
        else:
            return False
            
    def OnOrderEvent(self, orderEvent):
        self.Debug('OnOrderEvent')
        if orderEvent.Status == OrderStatus.Filled:
            if self.state == State.BUY_SUBMITTED:
                sell_num = self.Portfolio[self.symbol].Quantity
                sell_price = self.Portfolio[self.symbol].Price
                self.LimitOrder(self.symbol, -sell_num, sell_price + .01)
                self.state = State.SELL_SUBMITTED
            elif self.state == State.SELL_SUBMITTED:
                self.state = State.TO_BUY
        
class State(Enum):
    TO_BUY = 0
    BUY_SUBMITTED = 1
    SELL_SUBMITTED = 2