import numpy as np
import decimal as d
from datetime import timedelta, datetime


class CustomChartingAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2016,1,1)
        self.SetEndDate(2017,1,1)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Daily)
        
        # In your initialize method:
		# Chart - Master Container for the Chart:
        stockPlot = Chart('Trade Plot')
        # On the Trade Plotter Chart we want 3 series: trades and price:
        stockPlot.AddSeries(Series('Buy', SeriesType.Scatter, 0))
        stockPlot.AddSeries(Series('Sell', SeriesType.Scatter, 0))
        stockPlot.AddSeries(Series('Price', SeriesType.Line, 0))
        self.AddChart(stockPlot)
        
        avgCross = Chart('AVG Cross')
        avgCross.AddSeries(Series('FastMA', SeriesType.Line, 1))
        avgCross.AddSeries(Series('SlowMA', SeriesType.Line, 1))
        self.AddChart(avgCross)

        self.fastMA = 0
        self.slowMA = 0
        self.resample = datetime.min
        self.resamplePeriod = (self.EndDate - self.StartDate) / 2000
        
    def OnData(self, slice):
        if slice["SPY"] is None:
            self.lastPrice = 0
            return

        self.lastPrice = slice["SPY"].Close
        if self.fastMA == 0: self.fastMA = self.lastPrice
        if self.slowMA == 0: self.slowMA = self.lastPrice
        self.fastMA = (d.Decimal(0.01) * self.lastPrice) + (d.Decimal(0.99) * self.fastMA)
        self.slowMA = (d.Decimal(0.001) * self.lastPrice) + (d.Decimal(0.999) * self.slowMA)

        if self.Time > self.resample:
            self.resample = self.Time  + self.resamplePeriod
            self.Plot('AVG Cross', 'FastMA', self.fastMA)
            self.Plot('AVG Cross', 'SlowMA', self.slowMA)
            
        # On the 5th days when not invested buy:
        if not self.Portfolio.Invested and self.Time.day % 13 == 0:
        	self.Order("SPY", (int)(self.Portfolio.MarginRemaining / self.lastPrice))
        	self.Plot('Trade Plot', 'Buy', self.lastPrice)
        elif self.Time.day % 21 == 0 and self.Portfolio.Invested:
            self.Plot('Trade Plot', 'Sell', self.lastPrice)
            self.Liquidate()

    def OnEndOfDay(self):
       #Log the end of day prices:
       self.Plot('Trade Plot', 'Price', self.lastPrice)