/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.Examples
{
    /// <summary>
    /// Uses daily data and a simple moving average cross to place trades and an ema for stop placement
    /// </summary>
    public class DailyAlgorithm : QCAlgorithm
    {
        private DateTime lastAction;
        private MovingAverageConvergenceDivergence macd;
        private ExponentialMovingAverage ema_tsla;
        String symbol_TSLA = "TSLA";

        String symbol_SPY = "SPY";


        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2016, 1, 1);  //Set Start Date
            SetEndDate(2016, 1, 20);    //Set End Date

            SetCash(100000);             //Set Strategy Cash

            // Find more symbols here: http://quantconnect.com/data
            AddSecurity(SecurityType.Equity, symbol_TSLA, Resolution.Hour);
            AddSecurity(SecurityType.Equity, symbol_SPY, Resolution.Hour);

            macd = MACD(symbol_TSLA, 12, 26, 9, MovingAverageType.Exponential, Resolution.Hour, Field.Close);
            ema_tsla = EMA(symbol_TSLA, 20, Resolution.Hour, Field.Close);

            Securities[symbol_TSLA].SetLeverage(1.0m);
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">TradeBars IDictionary object with your stock data</param>
        public void OnData(TradeBars data)
        {

            TradeBar TSLA = data[symbol_TSLA];
            Log(TSLA.Time.ToString() + "--TSLA-- " + TSLA.Close);

            TradeBar SPY = data[symbol_SPY];
            Log(SPY.Time.ToString() + " --SPY-- " + SPY.Close);


            if (!macd.IsReady) return;

            Log("MACD" + "  " + macd.ToString());
            Log("ema_tsla" + "  " + ema_tsla.ToString());


            if (!data.ContainsKey(symbol_TSLA)) return;
            if (lastAction.Date == Time.Date) return;
            lastAction = Time;

            var holding = Portfolio[symbol_SPY];

            Log("MACD" + "  " + macd.ToString());
            Log("EMA" + "  " + ema_tsla.ToString());

            if (holding.Quantity <= 0 && macd > macd.Signal && data[symbol_TSLA].Price > ema_tsla)
            {
                SetHoldings(symbol_TSLA, 0.25m);
            }
            else if (holding.Quantity >= 0 && macd < macd.Signal && data[symbol_TSLA].Price < ema_tsla)
            {
                SetHoldings(symbol_TSLA, -0.25m);
            }
        }
    }
}