from AlgorithmImports import *

class NasdaqImporterAlgorithm(QCAlgorithm):

    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.nasdaqCode = "FRED/NAPM"
        ## Optional argument - personal token necessary for restricted dataset
        # NasdaqDataLink.SetAuthCode(self.GetParameter("nasdaq-data-link-api-key"))
        self.SetStartDate(2014,4,1)                                 #Set Start Date
        self.SetEndDate(2016,4,1)            #Set End Date
        self.SetCash(25000)                                         #Set Strategy Cash
        self.AddData(NasdaqCustomColumns, self.nasdaqCode, Resolution.Daily, TimeZones.NewYork)
        

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
        if data.ContainsKey(self.nasdaqCode):
            self.Plot("Data Chart", "NAPM", self.Securities[self.nasdaqCode].Price)

# NasdaqDataLink often doesn't use close columns so need to tell LEAN which is the "value" column.
class NasdaqCustomColumns(NasdaqDataLink):
    '''Custom nasdaq data type for setting customized value column name. Value column is used for the primary trading calculations and charting.'''
    def __init__(self):
        self.ValueColumnName = "NAPM"