from datetime import datetime

class AWSData(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 12, 1)  # Set Start Date
        self.SetEndDate(2020, 12, 31)
        self.SetCash(10000)  # Set Strategy Cash
        
        self.assets = ["VMVL"]
        
        for etf in self.assets:
            
            symbol = self.AddData(AWSImport, etf, Resolution.Daily).Symbol
            self.Log(str.format("{0} data was added with symbol {1}.", etf, symbol.Value))


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        for asset in self.assets:
            
            if not data.ContainsKey(asset):
                self.Log("Asset key not found in data slice.")
                return
            
            if data[asset] is not None:
                self.Log("Asset data slice empty.")
                return
            
            self.Log(data[asset].Value)
            self.SetHoldings("VMVL", 0.8)
        
class AWSImport(PythonData):
    '''Custom Data Class to import prepared AWS data'''
    
    def GetSource(self, config, date, isLiveMode):
            
        cids = {"VMVL": 986914,
                "IMIE": 45820,
                "LRUS": 47592,
                "XD3E": 38681,
                "IS3S": 959560,
                "IUSN": 1123006}
        
        requrl = str.format("https://v78wgv6s66.execute-api.us-east-2.amazonaws.com/test/get_data_from_investing?cid={0}&ticker={1}&start_date={2}&end_date={3}&resolution={4}",
                    cids[config.Symbol.Value],
                    config.Symbol.Value,
                    str.format("{0}/{1}/{2}", date.month, date.day, date.year),
                    str.format("{0}/{1}/{2}", date.month, date.day+1, date.year),
                    "Daily")
        
        return SubscriptionDataSource(requrl, SubscriptionTransportMedium.Rest)
        
    
    def Reader(self, config, line, date, isLiveMode):
        
        # New AWSImport object
        index = AWSImport()
        index.Symbol = config.Symbol
        
        try:
            
            data = line.split(';')
            
            index.Time = datetime.strptime(data[0], "%b %d, %Y")
            index.Value = float(data[1])
            index["Close"] = float(data[1])
            index["Open"] = float(data[2])
            index["High"] = float(data[3])
            index["Low"] = float(data[4])
            index["Volume"] = float(data[5][:-1])*1000
            index["Dailyreturn"] = float(data[6][:-1]) / 100

        except ValueError:
            
            return None
             
        return index