import numpy as np
import random

class CustomModelsAlgorithm(QCAlgorithm): 
    
    def Initialize(self):
        self.SetStartDate(2019,1,1)   # Set Start Date
        self.security = self.AddEquity("SPY", Resolution.Hour)
        self.security.SetFillModel(CustomFillModel(self)) 
        self.spy = self.security.Symbol 

    def OnData(self, data):
        open_orders = self.Transactions.GetOpenOrders(self.spy)
        if len(open_orders) != 0: return
    
        if self.Time.day > 10 and self.security.Holdings.Quantity <= 0:
            self.MarketOrder(self.spy, 100, True) 

        elif self.Time.day > 20 and self.security.Holdings.Quantity >= 0:
            self.MarketOrder(self.spy, -100, True)

# inherit Immediate Fill Model
class CustomFillModel(ImmediateFillModel):
    
    def __init__(self, algorithm):
        self.algorithm = algorithm
        self.absoluteRemainingByOrderId = {} 

    def MarketFill(self, asset, order):
        absoluteRemaining = order.AbsoluteQuantity

        if order.Id in self.absoluteRemainingByOrderId.keys():
            absoluteRemaining = self.absoluteRemainingByOrderId[order.Id]

        # Create the object
        fill = super().MarketFill(asset, order) 
        
        # Set this fill amount
        fill.FillQuantity = np.sign(order.Quantity) * 10
        
        if absoluteRemaining == fill.FillQuantity:
            fill.Status = OrderStatus.Filled
            
            if self.absoluteRemainingByOrderId.get(order.Id):
                self.absoluteRemainingByOrderId.pop(order.Id)
                
        else:
            fill.Status = OrderStatus.PartiallyFilled
            absoluteRemaining = absoluteRemaining - fill.FillQuantity
            self.absoluteRemainingByOrderId[order.Id] = absoluteRemaining
            price = self.algorithm.Securities["SPY"].Close
            self.algorithm.Debug(f"{self.algorithm.Time} - Partial Fill - Remaining {absoluteRemaining} Price - {price}")
            
        return fill