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
    naturalgas_thirtyMinute = None
    gold_thirtyMinute = None
    
    wticcousd_symbol = "WTICOUSD"
    naturalgas_symbol = "NATGASUSD"
    gold_symbol = "XAUUSD"
    
    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.natgasusd = self.AddCfd(self.naturalgas_symbol, Resolution.Minute, Market.Oanda)
        self.gold = self.AddCfd("XAUUSD", Resolution.Minute, Market.Oanda)
        
        self.wticousd.SetDataNormalizationMode(DataNormalizationMode.Raw)
        #self.natgasusd.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.gold.SetDataNormalizationMode(DataNormalizationMode.Raw)
        
        #WEST TEXAS
        thirtyMinuteConsolidator = QuoteBarConsolidator(timedelta(minutes=30))
        thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteQuoteBarHandler
        self.SubscriptionManager.AddConsolidator("WTICOUSD", thirtyMinuteConsolidator)
        
        #NATURAL GAS
        #naturalgas_thirtyMinuteConsolidator = QuoteBarConsolidator(timedelta(minutes=30))
        #naturalgas_thirtyMinuteConsolidator.DataConsolidated += self.naturalgas_ThirtyMinuteQuoteBarHandler
        #self.SubscriptionManager.AddConsolidator(self.naturalgas_symbol, naturalgas_thirtyMinuteConsolidator)
        
        #GOLD
        gold_thirtyMinuteConsolidator = QuoteBarConsolidator(timedelta(minutes=30))
        gold_thirtyMinuteConsolidator.DataConsolidated += self.gold_ThirtyMinuteQuoteBarHandler
        self.SubscriptionManager.AddConsolidator("XAUUSD", gold_thirtyMinuteConsolidator)
        
        self.sto_wti = Stochastic("WTICOUSD", 105, 21, 30) 
        self.cci_wti = CommodityChannelIndex("WTICOUSD", 200)
        #self.sto_naturalgas = Stochastic(self.naturalgas_symbol, 18, 20, 14)
        self.sto_gold = Stochastic("XAUUSD", 172, 21, 95)
        self.cci_gold = CommodityChannelIndex("XAUUSD", 200)
        
        
        
        #self.RegisterIndicator("WTICOUSD", self.sto, thirtyMinuteConsolidator)
        #self.RegisterIndicator("WTICOUSD", self.cci, thirtyMinuteConsolidator)
        
        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.SetWarmup(200*30, 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.TypicalPriceAverage
        
        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 float(str(sto_value_wti.Current.Value)) > float(62) and float(str(sto_value_wti.Current.Value)) < float(67):
              self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD Stochastic between 62 and 67", "BUY ALERT for 1,300 pips = Stochastic", str(sto_value_wti.Current.Value))
              self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD CCI", "BUY ALERT for 1,300 pips", str(cci_value_wti))
              #self.Log(f'{self.Time} STO >> {sto_value_wti.Current.Value}')
              #self.Debug(f'{self.Time} STO >> {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}  ')

            #self.Debug(f'{self.Time} >> STO >> {consolidated.Symbol}')    
        
        self.wti_thirtyMinute = consolidated
        
    #def naturalgas_ThirtyMinuteQuoteBarHandler(self, sender, consolidated):
        
        #self.sto_naturalgas.Update(consolidated)
        
        #self.cci.Update(consolidated)
        
        #sto_value_natgas = self.sto_naturalgas.StochD
        
        #cci_value = self.cci.Current.Value
        
        #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_natgas} CCI >> {cci_value}')
            #self.Notify.Email("martintolmusk@gmail.com", "WTICOUSD Stochastic above 60", str(sto_value_natgas))
            #self.Debug(f'{self.Time} >> STO >> {sto_value_natgas}')
        
        #LIVE    
       # if consolidated.Symbol == self.naturalgas_symbol and float(str(sto_value_natgas)) >= 62 and float(str(sto_value_natgas)) <= 66:
      #      self.Notify.Email("martintolmusk@gmail.com", "Natural Gas Stochastic above 62", str(sto_value_natgas))
        
        
     #   self.naturalgas_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(59) and float(str(sto_value_gold.Current.Value)) < float(65):
              self.Notify.Email("martintolmusk@gmail.com", "GOLD Stochastic between 61 and 64", "BUY ALERT 15 dollars", str(sto_value_gold.Current.Value))
              self.Notify.Email("martintolmusk@gmail.com", "GOLD CCI", "BUY ALERT 15 dollars", 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