import numpy as np
import pandas as pd
from collections import deque

class QuantumOptimizedPrism(QCAlgorithm):

    def Initialize(self):
        
        '''Look back for breakout'''
        self.Lookback = 160
        
        self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
        self.SetCash(50000)
        self.symbolList = [ "BUSDUSDT", "BTCUSDT", "ETHUSDT", "ETHBTC", "BNBUSDT"]
                #"USDTUSD","BCHUSDT", "ATOMTUSDT", "BCHBNB", "BTCBNB","ETHBNB","DOGEBTC", "ADABNB"
        self.rollingWindow = {}
        self.weights = {}
        self.flashcheck = {}
        
        for name in self.symbolList:
            self.AddCrypto(name, Resolution.Hour, Market.Binance)
            self.rollingWindow["close_top_{0}".format(name)] = deque(maxlen=self.Lookback)
            self.weights[name] =  0.5
            self.flashcheck[name] = 0
            
        self.SetStartDate(2021, 1, 5)
        self.SetBenchmark("BTCUSDT")
        self.SetWarmUp(self.Lookback)
        #self.Schedule.On(self.DateRules.EveryDay("BTCUSD"), self.TimeRules.Every(timedelta(minutes=480)), self.Rebalance) 
        #self.Notify.Sms("17574091415", ("Hello Apollos, The Cryptocurrency Trading Algorithm was relaunched (7/29/2020) to fix the SMS Text message bug. I am now live trading again!!"))
        #self.Notify.Sms("12409972566", ("Howdy Steve, The Cryptocurrency Algorithm was relaunched (7/29/2020) to fix the SMS Text message bug. I am now live trading again!!"))
    
    def OnData(self, data):
        
        #if not self.rollingWindow.empty
        
        '''The data is bugged on this day for BTC'''
        if self.Time.day == 10 and self.Time.month == 8 and self.Time.year == 2018:
            return
        if self.IsWarmingUp: return
        for symbol in self.symbolList:
            sym_price = data[symbol].Price
            stop = self.flashcrashcheck(symbol, sym_price)
            self.rollingWindow["close_top_{0}".format(symbol)].appendleft(sym_price)
            
            if not self.IsWarmingUp and not stop:
                top, bot = self.indicator(symbol)
                
                if sym_price >= top:
                    self.SetHoldings(symbol, self.weights[symbol])
                    
                elif sym_price <= bot:
                    self.SetHoldings(symbol, 0)
                else:
                    pass
    '''
    def Rebalance(self):
        self.SetHoldings("BTCUSD", 0.40)
        #self.SetHoldings("ETHUSD", 0.25)
        #self.SetHoldings("ETHBTC", -0.18) 
        self.SetHoldings("BCHBTC", 0.25)
        self.SetHoldings("BCHUSD", -0.25)
        '''
    def OnOrderEvent(self, orderEvent):
        self.Log("{} {}".format(self.Time, orderEvent.ToString()))
        self.Notify.Sms("17574091415", ("Apollos, I just ordered these Crypto for you today: " + str(orderEvent) + " and Total Unrealized Profit is: " + str(self.Portfolio.TotalUnrealisedProfit)))
        #self.Notify.Sms("12409972566", ("Steve, I just ordered these Crypto for you today: " + str(orderEvent) + " and Total Unrealized Profit is: " + str(self.Portfolio.TotalUnrealisedProfit)))
        #order = self.Transactions.GetOrderById(orderEvent.OrderId)
        #if orderEvent.Status == OrderStatus.Invalid: