using QuantConnect;
using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Indicators;
using QuantConnect.Orders;
using System;
using System.Collections.Generic;
using System.Linq;

namespace QuantConnect.Algorithm.CSharp
{
    public class SummrFlagshipModel : QCAlgorithm
    {
        private Dictionary<string, RelativeStrengthIndex> _rsiIndicators;
        private List<string> _symbols;
        private DateTime _nextRebalanceTime;

        public override void Initialize()
        {
            // Set backtest start and end date
            SetStartDate(2020, 1, 1);
            SetEndDate(2024, 12, 31);

            // Set starting cash
            SetCash(100000);

            // Define symbols to trade
            _symbols = new List<string> { "SPY", "BIL", "IBTK", "SHY", "SOXL", "SQQQ", "SBND", "HIBL", "TECL", "SOXS" };

            // Add equity symbols and initialize RSI indicators
            _rsiIndicators = new Dictionary<string, RelativeStrengthIndex>();
            int rsiPeriod;
                
            foreach (var symbol in _symbols)
            {
                AddEquity(symbol, Resolution.Daily);
                                // Set RSI periods based on symbol
                switch (symbol)
                {
                    case "SPY":
                        rsiPeriod = 6;
                        break;
                    case "BIL":
                        rsiPeriod = 5;
                        break;
                    case "IBTK":
                        rsiPeriod = 7;
                        break;
                    case "SBND":
                        rsiPeriod = 10;
                        break;
                    case "HIBL":
                        rsiPeriod = 10;
                        break;
                    default:
                        rsiPeriod = 7; // Default period
                        break;
                }
                _rsiIndicators[symbol] = RSI(symbol, rsiPeriod, MovingAverageType.Wilders, Resolution.Daily);
            }
            // Initialize rebalance time to 30 minutes after market open
            //_nextRebalanceTime = DateTime.MinValue;
            // Schedule rebalance 30 minutes after market open
            Schedule.On(DateRules.EveryDay(), TimeRules.AfterMarketOpen("SPY", 30), () =>
                {
                    Rebalance();
                });
        }

        public void Rebalance()
        {
            // Ensure RSI indicators are ready
            if (!_rsiIndicators.All(x => x.Value.IsReady)) return;

            // Retrieve RSI values
            var rsiSPY = _rsiIndicators["SPY"].Current.Value;
            var rsiBIL = _rsiIndicators["BIL"].Current.Value;
            var rsiIBTK = _rsiIndicators["IBTK"].Current.Value;
            var rsiSBND = _rsiIndicators["SBND"].Current.Value;
            var rsiHIBL = _rsiIndicators["HIBL"].Current.Value;

            // Implement strategy logic
            if (rsiBIL < rsiIBTK)
            {
                if (rsiSPY > 75)
                {
                    // Allocate to SHY (bonds)
                    SetHoldings("SHY", 1.0);
                }
                else
                {
                    // Allocate to SOXL (bullish semiconductors)
                    SetHoldings("SOXL", 1.0);
                }
            }
            else
            {
                if (rsiSBND < rsiHIBL)
                {
                    // Allocate to SOXS (bearish semiconductors) or SQQQ (short QQQ)
                    SetHoldings("SOXS", 0.5);
                    SetHoldings("SQQQ", 0.5);
                }
                else
                {
                    // Allocate to SOXL (bullish semiconductors) or TECL (bullish tech)
                    SetHoldings("SOXL", 0.5);
                    SetHoldings("TECL", 0.5);
                }
            }

        }

    }
}