using System;
using System.Linq;
using QuantConnect.Data.Consolidators;
using QuantConnect.Indicators;
using QuantConnect.Data.Market;
using QuantConnect.Algorithm;
using QuantConnect.Data.Custom;

namespace QuantConnect
{

	public class KYJIndicators : QCAlgorithm
	{
		//string crude = "CME/CLN2015";
		string symbol = "UWTI";

		MovingAverageConvergenceDivergence macd;
		MovingAverageConvergenceDivergence fifteenMinute_MACD;
		RelativeStrengthIndex rsi;
		RelativeStrengthIndex fifteenMinute_RSI;
		MoneyFlowIndex mfi;
		MoneyFlowIndex fifteenMinute_MFI;

		decimal price;

		TradeBar symbolDaily;

		//Initialize the data and resolution you require for your strategy:
		public override void Initialize ()
		{
			SetStartDate (2015, 5, 11);         
			SetEndDate (2015, 5, 22);
			SetCash (25000);

			//Add as many securities as you like. All the data will be passed into the event handler:
			AddSecurity (SecurityType.Equity, symbol, Resolution.Minute, fillDataForward: false);
			//AddData<QuandlFuture> (crude, Resolution.Daily); 

			//Set up Indicators
			macd = MACD (symbol, 12, 26, 9, MovingAverageType.Simple, Resolution.Minute);
			rsi = RSI (symbol, 14, MovingAverageType.Wilders, Resolution.Minute);
			mfi = MFI (symbol, 14, Resolution.Minute);

			//Setup Consolidators
			// define our daily trade bar consolidator. we can access the daily bar
			// from the DataConsolidated events
			var dailyConsolidator = new TradeBarConsolidator (TimeSpan.FromDays (1));
			var fifteenMinuteConsolidator = new TradeBarConsolidator (TimeSpan.FromMinutes (15));

			fifteenMinute_MACD = new MovingAverageConvergenceDivergence (12, 26, 9, MovingAverageType.Simple);
			fifteenMinute_RSI = new RelativeStrengthIndex (14, MovingAverageType.Wilders);
			fifteenMinute_MFI = new MoneyFlowIndex (14);

			RegisterIndicator (symbol, fifteenMinute_MACD, fifteenMinuteConsolidator, x => x.Value); // x => ((TradeBar) x).Close
			RegisterIndicator (symbol, fifteenMinute_RSI, fifteenMinuteConsolidator, x => x.Value);
			//RegisterIndicator (symbol, fifteenMinute_MFI, fifteenMinuteConsolidator, x => x.Value);

			// attach our event handler. the event handler is a function that will be called
			// each time we produce a new consolidated piece of data
			dailyConsolidator.DataConsolidated += OnDataDaily;

			// this call adds our daily consolidator to the manager to receive updates
			// from the engine
			SubscriptionManager.AddConsolidator (symbol, dailyConsolidator);

			// setup Charts
			var chart = new Chart ("rsi");
			var buy = new Series ("buy", SeriesType.Scatter);
			var sell = new Series ("sell", SeriesType.Scatter);
			var rsis = new Series ("rsi");
			chart.AddSeries (buy);
			chart.AddSeries (sell);
			chart.AddSeries (rsis);
			AddChart (chart);
		}

		public void OnDataDaily (object sender, TradeBar consolidated)
		{
			symbolDaily = consolidated;
			Log (Time.ToString ("u") + " Close price: " + consolidated.Close);
		}

		//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
		//public void OnData (Quandl data)
		public void OnData (TradeBars data)
		{
			
			// removed MFI since broken...
			if (!macd.IsReady || !rsi.IsReady || !fifteenMinute_MACD.IsReady || 
				!fifteenMinute_RSI.IsReady) {
				return;
			}


			decimal macdLine = macd.Fast - macd.Slow;
			decimal macdHistogram = Math.Round (macdLine - macd.Signal, 3);

			price = Math.Round (data [symbol].Close, 3);

            // Plot RSI
			Plot ("rsi", "rsi", fifteenMinute_RSI);
			
			// MFI not working (always 100) & can't RegisterIndicator
			if (!Portfolio.Invested && fifteenMinute_RSI < 30) {
				Plot ("rsi", "buy", fifteenMinute_RSI);
				SetHoldings (symbol, 0.75);
				Log (Time.ToString ("u") + " Purchased: " + symbol + " price = " + price + " MACDHis = " + macdHistogram + " 15m RSI = " + fifteenMinute_RSI + " MFI = " + mfi);

			} 
			else if (Portfolio.Invested && fifteenMinute_RSI > 70) {
				Plot ("rsi", "sell", fifteenMinute_RSI);
				Liquidate (symbol);
				Log (Time.ToString ("u") + " Sold: " + symbol + " price = " + price + " MACDHis = " + macdHistogram + " 15m RSI = " + fifteenMinute_RSI + " MFI = " + mfi);
			}
		}

		// Fire plotting events once per day:
		public override void OnEndOfDay (string symbol)
		{
			/*
			if (!macd.IsReady || !rsi.IsReady || !mfi.IsReady) {
				return;
			}
			*/

			//Plot("MACD", "Price", price);
			//Plot("MACD", macd.Fast, macd.Slow);
			//Plot ("RSI", "rsi", rsi);
			//Plot ("RSI", "price", price);
			//Plot ("MFI", mfi);
		}
	}

	// 	Custom quandl data type for setting customized value column name.
	// 	Value column is used for the primary trading calculations and charting.

	public class QuandlFuture : Quandl
	{

		public QuandlFuture () : base (valueColumnName: "Settle")
		{
		}
	}

}