# region imports
from AlgorithmImports import *
# endregion

class CryingYellowJaguar(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 7, 3)  # Set Start Date
        self.SetEndDate(2022, 7, 4)
        self.SetCash(100000)  # Set Strategy Cash
        
        pair = "US30USD"
        self.pair = self.AddCfd(pair, Resolution.Second, Market.Oanda).Symbol

        #Custom Weekly Consolidator
        w = QuoteBarConsolidator(self.CustomWeeklyConsolidator)
        w.DataConsolidated += self.OnDataCustomWeekly

        #History Call
        history = self.History(self.pair, timedelta(21), Resolution.Daily) #history call for three weeks
        for index, row in history.iterrows(): #create bars from returned dataframe
            quote_bar = QuoteBar(index[1] - timedelta(1), self.pair, Bar(row.bidopen, row.bidhigh, row.bidlow, row.bidclose), 0.0, Bar(row.askopen, row.askhigh, row.asklow, row.askclose), 0.0, timedelta(1))
            self.Log(quote_bar.EndTime)
            w.Update(quote_bar)

    def OnData(self, data):
        pass

    def OnDataCustomWeekly(self, sender, dataCustomDayStart):
        self.Log("Weekly Hello")
        
    def CustomWeeklyConsolidator(self, dt: datetime) -> CalendarInfo:
        #Custom Weekly On Futures / Forex Time 17h start
        #From https://www.quantconnect.com/docs/v2/writing-algorithms/consolidating-data/consolidator-types#02-Time-Period-Consolidators

        period = timedelta(7)

        dt = dt.replace(hour=17, minute=0, second=0, microsecond=0)
        delta = 1+dt.weekday()
        if delta > 6:
            delta = 0
        start = dt-timedelta(delta)

        return CalendarInfo(start, period)