using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using QuantConnect.Securities;


namespace QuantConnect.Algorithm.CSharp
{
    public class EnergeticRedPanda : QCAlgorithm
    {
		//USER VARIABLES
		private string _ticker = "ETHUSD";    //virtual pair - tracks the USD value of 1 ETH
		private int _startingCash = 1000000;
		private decimal _weight = .5m; //.5m;  
		
		private decimal _trailPercent = .025m;  //  trailing stop 
		private decimal _targetPercent = .025m; // profit target
		private decimal _stopPercent = .05m;  //  stops loss
		
		private SecurityHolding _holdings;
		
		//private VolumeWeightedAveragePriceIndicator _vwap; //added as a Vwap entry 
        //public override void Initialize()                  //
		
		//PROGRAM VARIABLES
		public decimal _price;
		public decimal usd;      //the amount of USD in our cashbook
		public decimal _holding; //the number of Ether we hold in the portfolio
		public string _baseSymbol; //tracks the USD value of 1 ETH 
		
		public decimal _trailPrice;
		public decimal _targetPrice;
		public decimal _stopPrice;
		
		
        public override void Initialize()
        {
            SetStartDate(2020, 1, 1);  //Set Start Date - year/MM/DD
            SetEndDate(2022, 1, 1);
            SetCash(_startingCash);    //Set Strategy Cash
        	
           var _crypto = AddCrypto(_ticker, Resolution.Daily);
			_baseSymbol = _crypto.BaseCurrencySymbol;
			
			_holdings = _crypto.Holdings;
            
            
            //_vwap = VWAP( "ETHUSD", 20); 
            
			SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
			
			//Adding insights to the simpliest possible alpha model
			AddAlpha( new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(5), 1, 1, null));
		
			SetRiskManagement(new MaximumDrawdownPercentPerSecurity(0.25m));
			
			// Schedule an event to fire on certain days of the week
			Schedule.On(DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday), TimeRules.At(12, 0), () =>
			{
				Log("Mon/Fri at 12pm: Fired at: " + Time);
			}); 
        
	    }
	    
	    // ONDATA BLOCK
		public override void OnData(Slice data)
        {	
        	_price = data[_ticker].Price;
            
            if (!Portfolio.Invested) 
            {
                 SetHoldings(_ticker, _weight);
                 Log($"NotInv-Purchased {_ticker} at {_price}");
            	 
            	 _targetPrice = _price + ( _price * _targetPercent);
            	 
            	 _trailPrice = _price + ( _price * _trailPercent);
            	 
            }
            	
                
            if (Portfolio.Invested)
            {
                 _holding = Portfolio.CashBook[_baseSymbol].Amount;
        		 _targetPrice = _price + ( _price * _targetPercent);
            	 _stopPrice = _price - ( _price * _stopPercent);
            	 
        		  if ( _price > _targetPrice)
                  {
                  	Sell(_ticker, _holding);
        		    Log($"Inv-Sold {_ticker} at {_price}");
                  }
                  
                  if ( _price < _stopPrice)
        		  {
                  	Sell(_ticker, _holding);
        		    Log($"Inv-Stopped {_ticker} at {_price}");
                  }
                  
                  if ( _price > _trailPrice) 
        		  {
                  	Sell(_ticker, _holding);
        		    Log($"Inv-Stopped {_ticker} at {_price}");
                  }
                  
            }
            
        }  
   //     	public override void OnEndOfDay(string _ticker)
			// {
   // 			Liquidate(_ticker);
			// }
        
        // public override void OnOrderEvent(OrderEvent orderEvent)
        // {
        // 	Log(orderEvent.ToString());
        // }
    } 
}