from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data.Consolidators import *
from datetime import timedelta
from QuantConnect.Indicators import CommodityChannelIndex, Stochastic
from QuantConnect.Data import Slice

class NotebookProject(QCAlgorithm):
    
    wti_thirtyMinute = None
    gold_thirtyMinute = None
    naturalgas_thirtyMinute = None
    def Initialize(self):
        
        self.SetTimeZone("Europe/London")
        
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        
        #self.SetStartDate(DateTime(2020, 6, 29))  #Set Start Date
        self.SetStartDate(datetime.now() - timedelta(2))  #Set Start Date
        #self.SetEndDate(DateTime(2020, 7, 1))  #Set End Date
        self.SetEndDate(datetime.now())  #Set End Date
        
        self.wticousd = self.AddCfd("WTICOUSD", Resolution.Minute, Market.Oanda)
        self.gold = self.AddCfd("XAUUSD", Resolution.Minute, Market.Oanda)
        self.natgasusd = self.AddCfd("NATGASUSD", Resolution.Minute, Market.Oanda)
        
        self.wticousd.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.gold.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.natgasusd.SetDataNormalizationMode(DataNormalizationMode.Raw)
        
        #WEST TEXAS
        thirtyMinuteConsolidator = QuoteBarConsolidator(timedelta(minutes=15))
        thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteQuoteBarHandler
        self.SubscriptionManager.AddConsolidator("WTICOUSD", thirtyMinuteConsolidator)
        
        #GOLD
        gold_thirtyMinuteConsolidator = QuoteBarConsolidator(timedelta(minutes=15))
        gold_thirtyMinuteConsolidator.DataConsolidated += self.gold_ThirtyMinuteQuoteBarHandler
        self.SubscriptionManager.AddConsolidator("XAUUSD", gold_thirtyMinuteConsolidator)
        
        #NATURAL GAS
        naturalgas_thirtyMinuteConsolidator = QuoteBarConsolidator(timedelta(minutes=15))
        naturalgas_thirtyMinuteConsolidator.DataConsolidated += self.naturalgas_ThirtyMinuteQuoteBarHandler
        self.SubscriptionManager.AddConsolidator("NATGASUSD", naturalgas_thirtyMinuteConsolidator)
        
        self.sto_wti = Stochastic("WTICOUSD", 350, 21, 21) 
        self.cci_wti = CommodityChannelIndex("WTICOUSD", 175)
        self.sto_gold = Stochastic("XAUUSD", 172, 21, 95)
        self.cci_gold = CommodityChannelIndex("XAUUSD", 200)
        self.sto_naturalgas = Stochastic("NATGASUSD", 210, 21, 260)
        self.cci_naturalgas = CommodityChannelIndex("NATGASUSD", 200)
        
        self.PlotIndicator("Indicator-WTICOUSD ", self.sto_wti.StochD)
        self.PlotIndicator("Indicator-CommodityChannelIndex_WTI ", self.cci_wti.TypicalPriceAverage)
        self.PlotIndicator("Indicator-XAUUSD ", self.sto_gold.StochD)
        self.PlotIndicator("Indicator-CommodityChannelIndex_GOLD", self.cci_gold.TypicalPriceAverage)
        self.PlotIndicator("Indicator-NATGASUSD ", self.sto_naturalgas.StochD)
        self.PlotIndicator("Indicator-CommodityChannelIndex_GOLD", self.cci_naturalgas.TypicalPriceAverage)
        
        self.SetWarmup((210+21+260)*15, Resolution.Minute)
    
    
    
    def OnData(self, data):
        pass
        
        
        
    def ThirtyMinuteQuoteBarHandler(self, sender, consolidated):



        self.sto_wti.Update(consolidated)
        self.cci_wti.Update(consolidated)


        
        sto_value_wti = self.sto_wti.StochD
        cci_value_wti = self.cci_wti.ComputeNextValue


        
        if self.IsWarmingUp:
            return 
        
        
        
        #TESTING
        #if (str(consolidated.Symbol) == "WTICOUSD" and (self.Time.month == 6 and self.Time.day == 18 and self.Time.hour == 9 and self.Time.minute == 0)):
        #self.Debug(f'{self.Time} >> STO >> {sto_value_wti} CCI >> {cci_value}')
            #self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD Stochastic above 60", str(sto_value_wti))
        #    self.Debug(f'{self.Time} >> STO >> {sto_value_wti}')
        
        
        
        #LIVE
        #if (self.Time.month == 7 and self.Time.day == 10 and self.Time.hour == 10 and self.Time.minute == 0) and (float(str(sto_value_wti.Current.Value)) >= float(62) and float(str(sto_value_wti.Current.Value)) <= float(68)):
        #if float(str(sto_value_wti.Current.Value)) <= float(20) and float(str(cci_value_wti)) <= float(100):
        #     self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD Stochastic between Less Than 20", "BUY ALERT below 20 for 1,300 pips = Stochastic", str(sto_value_wti.Current.Value))
        #     self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD CCI Must Be Less than -100", "BUY ALERT for 1,300 pips", str(cci_value_wti))
         
        self.Debug(f'{self.Time} STO >> {cci_value_wti}') 
         
             #self.Log(f'{self.Time} STO >> {sto_value_wti.Current.Value}')
        #    
        #elif float(str(sto_value_wti.Current.Value)) <= float(14):
            #self.Debug(f'I am in elif') 
            #self.Debug(f'{self.Time} STO >> {sto_value_wti.Current.Value}')
        #    self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD Stochastic < 30", "Buy for 1300 pips at below @14", str(sto_value_wti.Current.Value))
        #else:
            #self.Notify.Email("martintolmusk@gmail.com", "Nonsense", "Nonsense email")
            #self.Log(f'{self.Time} >> STO >> {sto_value_wti.Current.Value}  ')
            #self.Debug(f'{self.Time} >> STO >> {sto_value_wti.Current.Value}  ')
        #    return
              #self.Debug(f'{self.Time} >> STO >> {consolidated.Symbol}')    
        
        self.wti_thirtyMinute = consolidated
        
        
        
    def gold_ThirtyMinuteQuoteBarHandler(self, sender, consolidated):



        self.sto_gold.Update(consolidated)
        self.cci_gold.Update(consolidated)


        
        sto_value_gold = self.sto_gold.StochD
        cci_value_gold = self.cci_gold.TypicalPriceAverage



        if self.IsWarmingUp:
            return 
        
        
        
        #TESTING
        #if self.Time.month == 6 and self.Time.day == 18 and self.Time.hour >= 7 and self.Time.hour <= 11:
        #self.Debug(f'{self.Time} >> STO >> {sto_value_gold} CCI >> {cci_value}')
            #self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD Stochastic above 60", str(sto_value_gold))
            #self.Debug(f'{self.Time} >> STO >> {sto_value_gold}')
        
        
        
        #LIVE
        if float(str(sto_value_gold.Current.Value)) >= float(62) and float(str(sto_value_gold.Current.Value)) < float(68):
            self.Notify.Email("martintolmusk@gmail.com", "GOLD Stochastic between 62 and 67", "BUY ALERT for 15 dollars @66", str(sto_value_gold.Current.Value))
            self.Notify.Email("martintolmusk@gmail.com", "GOLD CCI", "BUY ALERT for 15 dollars @66", str(cci_value_gold))
            #self.Debug(f'{self.Time} STO >> {sto_value_gold.Current.Value}')
        #else:
            #self.Notify.Email("martintolmusk@gmail.com", "Nonsense", "Nonsense email")
            #self.Debug(f'{self.Time} >> STO >> {sto_value_gold.Current.Value}  ')
        
        self.gold_thirtyMinute = consolidated
    
    
    
    def naturalgas_ThirtyMinuteQuoteBarHandler(self, sender, consolidated):
    
    
    
        self.sto_naturalgas.Update(consolidated)
        self.cci_naturalgas.Update(consolidated)
        
        
        
        sto_value_naturalgas = self.sto_naturalgas.StochD
        cci_value_naturalgas = self.cci_naturalgas.TypicalPriceAverage
        
        
        
        if self.IsWarmingUp:
            return 
        
        
        
        #TESTING
        #if self.Time.month == 6 and self.Time.day == 18 and self.Time.hour >= 7 and self.Time.hour <= 11:
        #self.Debug(f'{self.Time} >> STO >> {sto_value_gold} CCI >> {cci_value}')
            #self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD Stochastic above 60", str(sto_value_gold))
            #self.Debug(f'{self.Time} >> STO >> {sto_value_gold}')
        
        
        
        #LIVE
        if float(str(sto_value_naturalgas.Current.Value)) <= float(20):
            self.Notify.Email("martintolmusk@gmail.com", "GOLD Stochastic between 62 and 67", "BUY ALERT 15 dollars below @20", str(sto_value_naturalgas.Current.Value))
            self.Notify.Email("martintolmusk@gmail.com", "GOLD CCI", "BUY ALERT 15 dollars if CCI less than -150", str(cci_value_naturalgas))
            #self.Debug(f'{self.Time} STO >> {sto_value_gold.Current.Value}')
        #else:
            #self.Notify.Email("martintolmusk@gmail.com", "Nonsense", "Nonsense email")
            #self.Debug(f'{self.Time} >> STO >> {sto_value_gold.Current.Value}  ')
        
        self.naturalgas_thirtyMinute = consolidated