import QuantConnect

from datetime import datetime, timedelta
from QuantConnect.Data.Custom.SEC import *

class SECReport8KAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 1)
        self.SetEndDate(2019, 8, 21)
        self.SetCash(100000)
        
        self.UniverseSettings.Resolution = Resolution.Minute
        self.AddUniverseSelection(CoarseFundamentalUniverseSelectionModel(self.CoarseSelector))
        
        #Request underlying equity data.
        ibm = self.AddEquity("IBM", Resolution.Minute).Symbol
        # Add news data for the underlying IBM asset
        earningsFiling = self.AddData(SECReport10Q, ibm).Symbol
        # Request 120 days of history with the SECReport10Q IBM custom data Symbol
        history = self.History(SECReport10Q, earningsFiling, 120, Resolution.Daily)
        
        # Count the number of items we get from our history request
        self.Debug(f"We got {len(history)} items from our history request")
    
    def CoarseSelector(self, coarse):
        # Add SEC data from the filtered coarse selection
        symbols = [i.Symbol for i in coarse if i.HasFundamentalData and i.DollarVolume > 50000000][:10]

        for symbol in symbols:
            self.AddData(SECReport8K, symbol)
            
        return symbols

    def OnData(self, data):
        # Store the symbols we want to long in a list
        # so that we can have an equal-weighted portfolio
        longEquitySymbols = []
        
        # Get all SEC data and loop over it
        for report in data.Get(SECReport8K).Values:
            # Get the length of all contents contained within the report
            reportTextLength = sum([len(i.Text) for i in report.Report.Documents])
            
            if reportTextLength > 20000:
                longEquitySymbols.append(report.Symbol.Underlying)
            
        for equitySymbol in longEquitySymbols:
            self.SetHoldings(equitySymbol, 1.0 / len(longEquitySymbols))
            
    def OnSecuritiesChanged(self, changes):
        for r in [i for i in changes.RemovedSecurities if i.Symbol.SecurityType == SecurityType.Equity]:
            # If removed from the universe, liquidate and remove the custom data from the algorithm
            self.Liquidate(r.Symbol)
            self.RemoveSecurity(Symbol.CreateBase(SECReport8K, r.Symbol, Market.USA))