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 import SubscriptionDataSource
from QuantConnect.Python import PythonData

from datetime import date, timedelta, datetime
import numpy as np
import json

class CustomDataBitcoinAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 9, 13)
        self.SetEndDate(datetime.now().date() - timedelta(1))
        self.SetCash(100000)

        # Define the symbol and "type" of our generic data:
        self.AddData(Bitcoin, "BTC")


    def OnData(self, data):
        if not data.ContainsKey("BTC"): return
        close = data["BTC"].Close
        print('close price', close)
        # If we don't have any weather "SHARES" -- invest"
        if not self.Portfolio.Invested:
            # Weather used as a tradable asset, like stocks, futures etc.
            self.SetHoldings("BTC", 1)
            self.Debug("Buying BTC 'Shares': BTC: {0}".format(close))
        self.Debug("Time: {0} {1}".format(datetime.now(), close))


class Bitcoin(PythonData):
    '''Custom Data Type: Bitcoin data from Quandl - http://www.quandl.com/help/api-for-bitcoin-data'''

    def GetSource(self, config, date, isLiveMode):
        if isLiveMode:
            return SubscriptionDataSource("https://api-pub.bitfinex.com/v2/candles/trade:5m:tBTCUSD/hist?limit=1&sort=-1", SubscriptionTransportMedium.Rest);

        return SubscriptionDataSource("https://www.dropbox.com/s/zqt8mtpvyix9vwn/BTCUSD_BF.csv?dl=1", SubscriptionTransportMedium.RemoteFile)


    def Reader(self, config, line, date, isLiveMode):
        coin = Bitcoin()
        coin.Symbol = config.Symbol

        if isLiveMode:
            # Example Line Format:
            # [[1560932100000, 9193, 9203.1, 9204 , 9193, 2.3086]]
            # [[timestamp, open, high, low, close, volume]]
            try:
                #liveBTC = json.loads(line)
                liveBTC = line[0]
                # If value is zero, return None
                value = liveBTC[4]
                if value == 0: return None

                coin.Time = datetime.now()
                coin.Value = value
                coin["Open"] = float(liveBTC[1])
                coin["High"] = float(liveBTC[2])
                coin["Low"] = float(liveBTC[3])
                coin["Close"] = float(liveBTC[4])
                coin["Volume"] = float(liveBTC[5])
                coin["Volume_Pos"] = float(liveBTC[5])
                return coin
            except ValueError:
                # Do nothing, possible error in json decoding
                return None

        # Example Line Format:
        # date      open   high    low     close   volume    volume_pos   
        # 2011-09-13 5.8    6.0     5.65    5.97    58.37,    346.0973893944      
        if not (line.strip() and line[0].isdigit()): return None

        try:
            data = line.split(',')

            # If value is zero, return None
            value = data[4]
            if value == 0: return None

            coin.Time = datetime.strptime(data[0], "%Y-%m-%d %H:%M:%S")
            coin.Value = value
            coin["Open"] = float(data[1])
            coin["High"] = float(data[2])
            coin["Low"] = float(data[3])
            coin["Close"] = float(data[4])
            coin["Volume"] = float(data[5])
            coin["Volume_Pos"] = float(data[6])
            return coin;

        except ValueError:
            # Do nothing, possible error in json decoding
            return None