using System.Net;

namespace QuantConnect
{
    public class ScheduledUniverseAlgorithm : QCAlgorithm
    {
        private int _lookbackPeriod = 3;
        private Dictionary<Symbol, IEnumerable<TradeBar>> _history;
        private Dictionary<DateTime, IEnumerable<Symbol>> _symbols;

        public override void Initialize()
        {
            SetStartDate(2013, 1, 1);  //Set Start Date
            SetEndDate(2014, 1, 1);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
			AddEquity("SPY", Resolution.Daily);

            _history = new Dictionary<Symbol, IEnumerable<TradeBar>>();
            _symbols = new Dictionary<DateTime, IEnumerable<Symbol>>();

            Schedule.On(DateRules.EveryDay(Securities["SPY"].Symbol), TimeRules.At(9, 20), UniverseUpdate);
        }

        public void OnData(TradeBars data)
        {
            foreach (var item in data)
            {
                if (!Portfolio[item.Key].Invested)
                {
                	Log("Buy 100 shares of " + item.Key);
                    Order(item.Key, 100);
                }
            }
        }

        public void UniverseUpdate()
        {
            const string liveUrl = @"https://www.dropbox.com/s/2az14r5xbx4w5j6/daily-stock-picker-live.csv?dl=1";
            const string backtestUrl = @"https://www.dropbox.com/s/rmiiktz0ntpff3a/daily-stock-picker-backtest.csv?dl=1";
            
            using (var client = new WebClient())
            {
                // handle live mode file format
                if (LiveMode)
                {
                    // fetch the file from dropbox
                    var file = client.DownloadString(liveUrl);

                    // if we have a file for today, break apart by commas and return symbols
                    _symbols.Add(DateTime.Today, file.ToCsv()
                        .Select(x => QuantConnect.Symbol.Create(x, SecurityType.Equity, Market.USA)));    
                }
                else
                {
                    if (_symbols.Count == 0)
                    {
                        // fetch the file from dropbox
                        var file = client.DownloadString(backtestUrl);

                        // split the file into lines and add to our cache
                        foreach (var line in file.Split(new[] { '\n', '\r' }, StringSplitOptions.RemoveEmptyEntries))
                        {
                            var csv = line.ToCsv();
                            var date = DateTime.ParseExact(csv[0], "yyyyMMdd", null);
                            _symbols.Add(date, csv.Skip(1)
                                .Select(x => QuantConnect.Symbol.Create(x, SecurityType.Equity, Market.USA)));
                        }
                    }
                }
            }

            IEnumerable<Symbol> fetchedSymbols;
            if (!_symbols.TryGetValue(Time.Date, out fetchedSymbols)) return;

            // Current securities
            var currentSecurities = Securities.Keys;

            // Add securities to the universe
            var addedSecurities = fetchedSymbols.Except(currentSecurities);
            foreach (var addedSecurity in addedSecurities)
            {
                AddEquity(addedSecurity, Resolution.Daily);
            }

            // Remove securities from the universe
            // It will liquidate positions
            // They will be part of the IAlgorithm.Securities, but not part of subscribed securities 
            var removedSecurities = currentSecurities.Except(fetchedSymbols);
            foreach (var removedSecurity in removedSecurities)
            {
                RemoveSecurity(removedSecurity);
            }

            // Get History and save it to cache
            foreach (var symbol in fetchedSymbols)
            {
                if (!_history.ContainsKey(symbol))
                {
                    _history.Add(symbol, History(symbol, TimeSpan.FromDays(_lookbackPeriod), Resolution.Daily));
                }
                else
                {
                    _history[symbol] = History(symbol, TimeSpan.FromDays(_lookbackPeriod), Resolution.Daily);
                }
            }

            Log("Universe updated at " + Time);
        }
    }
}