using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Orders;

namespace QuantConnect.Algorithm.CSharp
{   

    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	decimal alpha;
    	decimal lastClose;
    	private const string Symbol = "SPY";
    	private readonly List<OrderTicket> _openOrders = new List<OrderTicket>();
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			alpha = new Decimal(1.05);
			lastClose = new Decimal(1);
			
            //Start and End Date range for the backtest:
            SetStartDate(2014, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Hour);
        
        }
        
    
    private bool CheckPairOrdersForFills(OrderTicket longOrder, OrderTicket shortOrder)
        {	
        	
            if (longOrder.Status == OrderStatus.Filled)
            {
                Log(shortOrder.OrderType + ": Cancelling short order, long order is filled.");
                shortOrder.Cancel("Long filled.");
                return true;
            }
           
            if (shortOrder.Status == OrderStatus.Filled)
            {
                Log(longOrder.OrderType + ": Cancelling long order, short order is filled.");
                longOrder.Cancel("Short filled");
                return true;
            }
            return false;
        }
        
    private bool TimeIs(int hour1, int hour2, int hour3)
        {
            return Time.Hour == hour1 || Time.Hour == hour2 || Time.Hour == hour3;
        }
    
    
    public void  OnData(TradeBars data) 
        {   
        	
        	decimal close = data["SPY"].Close;
            decimal cash = Portfolio.Cash;
            int quantity = (int)Math.Floor(cash / (10*close));
            
          if(TimeIs(10,13,15) && ((cash/10) < Portfolio.GetBuyingPower(Symbol, OrderDirection.Hold))){
           
          if(!Portfolio.HoldStock){
          	
               OrderTicket longTicket = LimitOrder(Symbol, quantity, close*.99m);
               _openOrders.Add(longTicket);
               
               OrderTicket shortTicket = LimitOrder(Symbol, -quantity, close*1.01m);
               _openOrders.Add(shortTicket);
               
               if (_openOrders.Count > 0){
            	Debug("There are more than 1 open orders");
                OrderTicket longOrder = _openOrders[0];
                OrderTicket shortOrder = _openOrders[1];
                
               if(CheckPairOrdersForFills(longOrder,shortOrder)){
               	//Check for Submitted Orders
               	_openOrders.Clear();
               	return;
               }
                var newLongLimit = longOrder.Get(OrderField.LimitPrice) + 0.01m;
                var newShortLimit = shortOrder.Get(OrderField.LimitPrice) - 0.01m;
                Log("Updating limits - Long: " + newLongLimit.ToString("0.00") + " Short: " + newShortLimit.ToString("0.00"));

                longOrder.Update(new UpdateOrderFields
                {
                    // we could change the quantity, but need to specify it
                    //Quantity = 
                    LimitPrice = newLongLimit,
                    Tag = "Update #" + (longOrder.UpdateRequests.Count + 1)
                });
                shortOrder.Update(new UpdateOrderFields
                {
                    LimitPrice = newShortLimit,
                    Tag = "Update #" + (shortOrder.UpdateRequests.Count + 1)
                });
               
            }
           }
              
           }
        }
    }
}