# region imports
from AlgorithmImports import *
import pandas as pd
import numpy as np
from datetime import time, datetime, timedelta
# endregion

class MyAlgorithm(QCAlgorithm):
	
    def Initialize(self):
        self.SetStartDate(2021, 3, 15)  # Set Start Date
        self.SetEndDate(2021, 4, 15)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbolData = {}
        self.ticker_list = ['AAPL', 'IBM', 'DIS', 'MSFT']
        for ticker in self.ticker_list:
            symbol = self.AddEquity(ticker).Symbol
            self.symbolData[symbol] = SymbolData(self, symbol)
        self.invest = False
        self.sell = True
        self.liquidate = True
        '''
        self.potential_buy = False
        self.indicator_week = False
        self.indicator_day = 0
        self.indicatorHigh = 0
        self.indicatorWeekHigh = 0
        '''

        self.potential_buy = {}
        self.indicator_week = {}
        self.indicator_day = {}
        self.indicatorHigh = {}
        self.indicatorWeekHigh = {}
        
        
    
        for symbol, data in self.symbolData.items():
                
                
            # define a consolidator to consolidate data for this symbol on the requested period
            
            dailyConsolidator = TradeBarConsolidator(timedelta(days=1))
            weeklyConsolidator = TradeBarConsolidator(Calendar.Weekly)
            # write up our consolidator to update the indicator
            dailyConsolidator.DataConsolidated += self.OnTwoDayBar
            weeklyConsolidator.DataConsolidated += self.OnTwoWeekBar
            # we need to add this consolidator so it gets auto updates
            self.SubscriptionManager.AddConsolidator(data.symbol, dailyConsolidator)
            self.SubscriptionManager.AddConsolidator(data.symbol, weeklyConsolidator)
        
    def OnTwoDayBar(self, sender, bar):
        self.symbolData[bar.Symbol].barWindow.Add(bar)
        self.barWindow = self.symbolData[bar.Symbol].barWindow
        
        if not self.barWindow.IsReady:
            return
        
        indicatorBar = self.barWindow[0]
        previousBar = self.barWindow[1]
        
        self.indicatorHigh[bar.Symbol] = indicatorBar.High
        
        indicatorLow = indicatorBar.Low
        
        previousHigh = previousBar.High
        previousLow = previousBar.Low

        # Inside Bar
        if (self.indicatorHigh[bar.Symbol] < previousHigh) and (indicatorLow > previousLow):
            self.indicator_day[bar.Symbol] = self.Time.day
            self.potential_buy[bar.Symbol] = True

        # 2Down
        if (self.indicatorHigh[bar.Symbol] < previousHigh) and (indicatorLow < previousLow):
            self.indicator_day[bar.Symbol] = self.Time.day
            self.potential_buy[bar.Symbol] = True
    
    def OnTwoWeekBar(self, sender, bar):
        self.symbolData[bar.Symbol].weekBarWindow.Add(bar)
        self.barWindow = self.symbolData[bar.Symbol].weekBarWindow
        if not self.barWindow.IsReady:
            return
        
        indicatorBar = self.barWindow[0]
        previousBar = self.barWindow[1]
        
        self.indicatorWeekHigh[bar.Symbol] = indicatorBar.High
        indicatorLow = indicatorBar.Low
        
        previousHigh = previousBar.High
        previousLow = previousBar.Low

        # Inside Bar
        if (self.indicatorWeekHigh[bar.Symbol] < previousHigh) and (indicatorLow > previousLow):
            self.indicator_week[bar.Symbol] = True
            self.Debug(str(self.indicator_week) + str(bar.Symbol.Value))

        # 2Down
        if (self.indicatorHigh[bar.Symbol] < previousHigh) and (indicatorLow < previousLow):
            self.indicator_week[bar.Symbol] = True


    def OnData(self, data):
        for symbol in self.symbolData.keys():
            symboldata = self.symbolData[symbol]
            if symboldata.IsReady():
                
           
                profit = self.Portfolio[symbol].UnrealizedProfitPercent
                symbol_price = self.Securities[symbol].Price
              
                
                
                if (self.indicator_day[symbol] == self.Time.day) and (symbol_price > self.indicatorHigh[symbol]) and self.potential_buy[symbol]:
                
                    shares_to_buy = int(self.Portfolio.Cash / data[symbol].Open)
                    self.Debug(symbol)
                    self.MarketOrder(symbol, (shares_to_buy*0.1))
                    self.potential_buy[symbol] = False
                
                if symbol in self.indicatorWeekHigh is True:
                    if symbol in self.indicator_week is True:

                        if (symbol_price > self.indicatorWeekHigh[symbol]) and self.indicator_week[symbol]:
                            shares_to_buy = int(self.Portfolio.Cash / data[symbol].Open)
                            self.Debug(symbol)
                            self.MarketOrder(symbol, (shares_to_buy*0.1))
                            self.potential_buy[symbol] = False

class SymbolData:
    def __init__(self, algorithm, symbol):
        self.algorithm = algorithm
        self.symbol = symbol
        
        self.barWindow = RollingWindow[TradeBar](2)
        self.weekBarWindow = RollingWindow[TradeBar](2)
        
        

    def IsReady(self):
        return self.barWindow.IsReady and self.weekBarWindow.IsReady