# https://www.tradingview.com/script/TunYA7oc-Supertrend-1-0-with-Alerts/
# https://www.quantconnect.com/forum/discussion/3383/custom-indicator-in-python-algorithm/p1
from collections import deque
from QuantConnect.Indicators import AverageTrueRange
class CalibratedUncoupledProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 5, 4)  # Set Start Date
        self.SetEndDate(2020, 5, 4)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        
        self.superTrend = SuperTrend('custom', 3)
        superTrendConsolidator = TradeBarConsolidator(1)
        superTrendConsolidator.DataConsolidated += self.superTrendConsolidateHandler

    def OnData(self, data):
        self.Debug("-------time : {}----<br>".format(self.Time))
        self.Debug(" up : {}<br>".format(self.superTrend.Up))
    
    def superTrendConsolidateHandler(self, sender, bar):
        pass
        
class SuperTrend:
    def __init__(self, name, period):
        self.Name = name
        self.Time = datetime.min
        self.IsReady = False
        self.Trend = 0
        self.Up = 0
        self.Down = 0
        self.queue = deque(maxlen=period)
        self.atr = AverageTrueRange(period, MovingAverageType.Wilders)
        
    # def __repr__(self):
    #     return "{0} -> IsReady: {1}. Time: {2}. Value: {3}".format(self.Name, self.IsReady, self.Time, self.Value)
        
    def Update(self, input):
        self.atr.Update(input)
        if self.atr.IsReady: 
            self.queue.appendleft(input.Close)
            hl2 = (input.High - input.Low) / 2
            self.Up = hl2 + (self.atr.Current.Value * 1.5)
            count = len(self.queue)
            self.IsReady = count == self.queue.maxlen