using QuantConnect.Indicators.CandlestickPatterns;

namespace QuantConnect.Algorithm.CSharp
{

    public class TestMAcrossCount : QCAlgorithm
    {
    	//USER VARIABLES
    	Resolution _Res = Resolution.Daily;												// Reference resolution for our custom TradeBar
    	public static int _BarPerTimeSpan = 1;											// Number of block of data per custum TradeBar
    	public readonly TimeSpan _BarPeriod = TimeSpan.FromHours(_BarPerTimeSpan);		// Set the size of our custum TradeBar

		private int _EMA_Period = 20;


		// PROGRAM VARIABLES
		Dictionary <string, SymbolData> _DataDico = new Dictionary <string, SymbolData>();
		List <string> _MySymbolList = new List <string>
		{
			"BTCUSD",
			//"ETHUSD",
			//"LTCUSD",
			//"BCHUSD"
		};


		//****************************************************************************************************************************************
		// INITIALIASE BLOCK
		//****************************************************************************************************************************************
        public override void Initialize()
        {
        	SetStartDate(2019, 1, 1);
            SetEndDate(2019, 3, 30);
			SetAccountCurrency("USD");
            SetCash(100000);

			// Loop through our list of symbols and add them to our subscription manager
            foreach (var _symbol in _MySymbolList)
            {
            	var _Crypto = AddCrypto(_symbol, _Res);
            	_DataDico.Add(_symbol, new SymbolData(_Crypto.Symbol, _Crypto.BaseCurrencySymbol, _BarPeriod));
            }
            
            // Loop through the dictionary
            foreach (var _key in _DataDico)	// Loop going through each entry in our data dictionary
            {
            	var _symbolData = _key.Value;	// Assign each value associated with the keywords to a new variable name '_symbolData'
	            var _Consolidator = new TradeBarConsolidator(_BarPeriod);
        		_symbolData._EMA = new ExponentialMovingAverage(_symbolData._Symbol, _EMA_Period);

				_Consolidator.DataConsolidated += (sender, _baseData) =>
				{
					// '_bar' here is our newly consolidated data
        			var _bar = (IBaseDataBar)_baseData;
        			
        	        // Update the indicators
        			_symbolData._EMA.Update(_bar.Time, _bar.Close);
        			_symbolData._ConsolidatorFlag = true;

				};
				
            	_Consolidator.DataConsolidated += ConsolidatorHandler;	// Call ConsolidatorHandeler custom method
            	SubscriptionManager.AddConsolidator(_symbolData._Symbol, _Consolidator);	// Adding this consolidator to the Subscription Manager so it gets auto updates
            }

            SetWarmUp(TimeSpan.FromDays(200));
            SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin);
            
        }
        
        private void ConsolidatorHandler(object sender, IBaseDataBar _Consolidated)
        {
        	// This method will be called every time a new consolidated bar is ready
        	//Log($"{_Consolidated.EndTime:o} {_BarPerTimeSpan}-hour bar consolidated.");
        }
        
        
		//****************************************************************************************************************************************
        // ONDATA BLOCK
		//****************************************************************************************************************************************
        public override void OnData(Slice data)
        {
        	//Loop through our dictionary
        	foreach (var _symbolData in _DataDico.Values)
        	{
        		if(!data.ContainsKey(_symbolData._Symbol)) { return; }
        		_symbolData._Price_P1 = _symbolData._Price;		//Store previous period price
        		_symbolData._Price = data[_symbolData._Symbol].Close;

				//Check if algorithm is warming up and if indicators are ready, if not break
				if(IsWarmingUp) { return; }
				if(!_symbolData.IsReady) { return; }
				if(!_symbolData._ConsolidatorFlag) { return; }
				_symbolData._ConsolidatorFlag = false;

				//Work out MA cros count
				_symbolData._EMA_P1 = _symbolData._EMA_P0;
				_symbolData._EMA_P0 = _symbolData._EMA.Current;
				if((_symbolData._Price > _symbolData._EMA_P0 && _symbolData._Price_P1 <= _symbolData._EMA_P1)
				|| (_symbolData._Price < _symbolData._EMA_P0 && _symbolData._Price_P1 >= _symbolData._EMA_P1))
					{_symbolData._EMA_CrossCount = 0;}
					else {_symbolData._EMA_CrossCount++;}

				Plot($"Price {_symbolData._Symbol}",$"Price", _symbolData._Price);
				Plot($"Price {_symbolData._Symbol}",$"EMA({_EMA_Period})", _symbolData._EMA_P0);
				Plot($"EMA cross count {_symbolData._Symbol}",$"EMA cross count", _symbolData._EMA_CrossCount);

        	}
        }
        
        
		//****************************************************************************************************************************************
        //CUSTOM CLASS SymbolData
		//****************************************************************************************************************************************
        public class SymbolData
        {
        	public readonly Symbol _Symbol;
        	public readonly string _BaseSymbol;
        	public readonly string _AccountSymbol;
        	public readonly TimeSpan _BarPeriod;
    		public bool _ConsolidatorFlag = false;	// Flag whether a new custom candle has been fully consolidated; used to prevent ONDATA block code to be executed otherwise
			public int _EMA_CrossCount;

   			public decimal _Holding;
     		public decimal _Price;
    		public decimal _Price_P1;

			//***Indicator declaration***
    		public ExponentialMovingAverage _EMA;
			public decimal _EMA_P0;
			public decimal _EMA_P1;
    		
    		//***SymbolData class constructor which initializes a new instance of SymbolData***
    		public SymbolData(Symbol _symbol, string _baseSymbol, TimeSpan _barPeriod)
    		{
    			_Symbol = _symbol;
    			_BaseSymbol = _baseSymbol;
    			_AccountSymbol = _symbol.ToString().Remove(0,3);
    			_BarPeriod = _barPeriod;
    		}
    		
    		//***Returns true if all the data in this instance is ready (indicators, rolling windows, ect...)***
    		public bool IsReady
    		{
    			get {return _EMA.IsReady;}
    		}

        }
    }
}