using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;

namespace QuantConnect.Algorithm.CSharp
{
    public class CoarseFineFundamentalComboAlgorithm : QCAlgorithm
    {
    	private int month = -1;
        private const int NumberOfSymbolsCoarse = 5;
    
        // initialize our changes to nothing
        private SecurityChanges _changes = SecurityChanges.None;

        public override void Initialize()
        {
            UniverseSettings.Resolution = Resolution.Daily;

            SetStartDate(2016, 01, 01);
            
            AddUniverse(CoarseSelectionFunction);
        }

        public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
        {
        	if( Time.Month % 3 != 0 || Time.Month == month)
        	{
        		return Universe.Unchanged;
        	}
        	
        	month = Time.Month;
        	
        	var sortedByDollarVolume = coarse
                .Where(x => x.HasFundamentalData)
                .OrderByDescending(x => x.DollarVolume);

            // take the top entries from our sorted collection
            var top5 = sortedByDollarVolume.Take(NumberOfSymbolsCoarse);

            // we need to return only the symbol objects
            return top5.Select(x => x.Symbol);
        }

        public void OnData(TradeBars data)
        {
            // if we have no changes, do nothing
            if (_changes == SecurityChanges.None) return;

            foreach (var security in _changes.RemovedSecurities)
            {
                if (security.Invested)
                {
                    Liquidate(security.Symbol);
                    Debug("Liquidated Stock: " + security.Symbol.Value);
                }
            }

            foreach (var security in _changes.AddedSecurities)
            {
                SetHoldings(security.Symbol, 0.1m);
                Debug("Purchased Stock: " + security.Symbol.Value);
            }

            _changes = SecurityChanges.None;
        }

        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            _changes = changes;
        }
    }
}