# region imports
from AlgorithmImports import *
# endregion


# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.



### <summary>
### Demonstration of the Option Chain Provider -- a much faster mechanism for manually specifying the option contracts you'd like to recieve
### data for and manually subscribing to them.
### </summary>
### <meta name="tag" content="strategy example" />
### <meta name="tag" content="options" />
### <meta name="tag" content="using data" />
### <meta name="tag" content="selecting options" />
### <meta name="tag" content="manual selection" />

class BootCampTask(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2017, 6, 1)
        self.SetEndDate(2017, 7, 1)
        self.SetCash(100000)
        self.equity = self.AddEquity("AMZN", Resolution.Minute)
        self.equity.SetDataNormalizationMode(DataNormalizationMode.Raw)

        
    def OnData(self,data):
        
        ''' OptionChainProvider gets a list of option contracts for an underlying symbol at requested date.
            Then you can manually filter the contract list returned by GetOptionContractList.
            The manual filtering will be limited to the information included in the Symbol 
            (strike, expiration, type, style) and/or prices from a History call '''
            
        if not self.Portfolio.Invested:
            contracts = self.OptionChainProvider.GetOptionContractList(self.equity.Symbol, data.Time)
            self.underlyingPrice = self.Securities[self.equity.Symbol].Price
            
            strike_dist = [i for i in contracts if i.ID.StrikePrice > self.underlyingPrice - (self.underlyingPrice * 0.1) and i.ID.StrikePrice < self.underlyingPrice + (self.underlyingPrice * 0.1)]
            if len(strike_dist) > 0:
                contract = strike_dist[0]
                # Before placing the order, use AddOptionContract() to subscribe the requested contract symbol
                self.Plot("Test", "Current Price", self.underlyingPrice)
                self.Plot("Test", "Max Strike", self.underlyingPrice + (self.underlyingPrice * 0.1))
                self.Plot("Test", "Min Strike", self.underlyingPrice - (self.underlyingPrice * 0.1))
                self.Plot("Test", "Strike Price", contract.ID.StrikePrice)
                self.AddOptionContract(contract, Resolution.Minute)
                self.MarketOrder(contract, -1)
                self.MarketOrder(self.equity.Symbol, 100)