using QuantConnect.Data.Consolidators;
using QuantConnect.Indicators;
using QuantConnect.Data.Market;
using Accord.MachineLearning.VectorMachines;

namespace QuantConnect.Algorithm 
{   
	/*
    *   QuantConnect University: FOREX - Using Currency Data
    *
    *   QuantConnect allows you to use currency data for your backtest with a 
    *   simple line of code. See the SecurityType.Forex below.
    */
	public class TestStrategy : QCAlgorithm
	{
		AverageTrueRange _atr;

		decimal _price;
		string _symbol = "EURUSD";
        
		public override void Initialize()
		{
            SetStartDate(2015, 1, 4);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
			SetCash(10000);
			AddSecurity(SecurityType.Forex, _symbol, Resolution.Minute);
			_atr = ATR(_symbol, 14,  MovingAverageType.Simple, Resolution.Daily);

            // Create a linear binary machine with 2 inputs
            var svm = new SupportVectorMachine(inputs: 2);

			// Construct Hour & Day Consolidators
			var dayConsolidator = new TradeBarConsolidator(TimeSpan.FromDays(1));
			var hourConsolidator = new TradeBarConsolidator(TimeSpan.FromHours (1));
			dayConsolidator.DataConsolidated += OnDataDay;
			dayConsolidator.DataConsolidated += OnDataHour;
			SubscriptionManager.AddConsolidator(_symbol,dayConsolidator);
			SubscriptionManager.AddConsolidator(_symbol,hourConsolidator);
		}

		public void OnData(TradeBars data) 
		{   
			if (!Portfolio.HoldStock) 
			{
				Order("EURUSD", 1000);
				Debug("Purchased EURUSD on " + Time.ToShortDateString());
			}
		}

		private void OnDataDay(object sender,TradeBar consolidated)
		{
			_price = consolidated.Close;

			if (!_atr.IsReady) return;

		}

		private void OnDataHour(object sender,TradeBar consolidated)
		{
			_price = consolidated.Close;
			//Log (_hourwindow[0].Close.ToString());
			//Log (_hourwindow [8].Close.ToString());
		}

		// Fire plotting events once per day:
		public override void OnEndOfDay() 
		{
			Plot("ATR", _atr);
			Plot("ATR", _price);
		}

	}
}