class MACDTrendAlgorithm(QCAlgorithm):

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(1980, 1, 4)    #Set Start Date
        self.SetEndDate(2018, 1, 1)      #Set End Date
        self.SetCash(10000)             #Set Strategy Cash

        ## This will add your custom data
        self.eurusd = self.AddData(EuroDollar, "D_EURUSD", Resolution.Daily).Symbol
        
        ## This will add QC Forex data
        self.AddForex('EURUSD', Resolution.Daily)
        
        self.UniverseSettings.Leverage = 50

        ## Make indicators generic and not attached to a particular symbol
        ## This will require manual update, but will allowseamless transition once
        ## QC data is available
        self.sma_actual = SimpleMovingAverage(2)
        self.sma = SimpleMovingAverage(100)
        self.psar = ParabolicStopAndReverse(0.04,0.04,0.4)
        self.rsi = RelativeStrengthIndex(100, MovingAverageType.Simple)
        self.previous = datetime.min
        
        ## Get historical data to warm-up indicators
        history = self.History(self.eurusd, 100, Resolution.Daily)
        for tuple in history.itertuples():
            self.sma_actual.Update(tuple.Index[1], tuple.close)
            self.sma.Update(tuple.Index[1], tuple.close)
            self.psar.Update(QuoteBar(tuple.Index[1], self.eurusd, Bar(tuple.open, tuple.high, tuple.low, tuple.close), 0,
                                                    Bar(tuple.open, tuple.high, tuple.low, tuple.close), 0))
            self.rsi.Update(tuple.Index[1], tuple.close)
    
    def OnData(self, data):
        self.Log(f'{data.Time} >> {[x.Value for x in data.Keys]}')
        
        ## Check to see which ticker is present and select which
        ## QuoteBar you want to use
        bar = None
        if data.ContainsKey('D_EURUSD') and data.ContainsKey('EURUSD'):
            bar = data['EURUSD']
        elif data.ContainsKey('D_EURUSD') and not data.ContainsKey('EURUSD'):
            bar = data['D_EURUSD']
        elif data.ContainsKey('EURUSD') and not data.ContainsKey('EURUSD'):
            bar = data['EURUSD']

        ## Do things here
        
        ## Be sure to update indicators
        if bar is not None:
            self.UpdateIndicators(bar)
    
    def UpdateIndicators(self, bar):
        self.sma_actual.Update(bar.EndTime, bar.Close)
        self.sma.Update(bar.EndTime, bar.Close)
        self.psar.Update(QuoteBar(bar.EndTime, self.eurusd, Bar(bar.Open, bar.High, bar.Low, bar.Close), 0,
                                                    Bar(bar.Open, bar.High, bar.Low, bar.Close), 0))
        self.rsi.Update(bar.EndTime, bar.Close)

class EuroDollar(PythonData):
    '''EURUSD Custom Data Class'''
    def GetSource(self, config, date, isLiveMode):
        return SubscriptionDataSource("https://www.dropbox.com/s/6q49hksqtz48sy9/EURUSD1440.csv?dl=1", SubscriptionTransportMedium.RemoteFile)


    def Reader(self, config, line, date, isLiveMode):
        if not (line.strip() and line[0].isdigit()): return None

        # New Nifty object
        currency = EuroDollar()
        currency.Symbol = config.Symbol

        try:
            # Example File Format:
            # Date,       Open       High        Low       Close     Volume      Turnover
            # 2011-09-13  7792.9    7799.9     7722.65    7748.7    116534670    6107.78
            data = line.split(',')
            currency.Time = datetime.strptime(data[0], "%Y.%m.%d")
            currency.Value = data[5]
            currency["Open"] = float(data[2])
            currency["High"] = float(data[3])
            currency["Low"] = float(data[4])
            currency["Close"] = float(data[5])


        except ValueError:
                # Do nothing
                return None

        return currency