from datetime import datetime
class DynamicCalibratedContainmentField(QCAlgorithm):

        def Initialize(self):
            self.SetStartDate(2021, 9, 28)  # Set Start Date
            self.SetEndDate(2021, 9, 28)    #Set End Date
            self.SetCash(50000) 

            ticker = Futures.Indices.Dow30EMini
            future = self.AddFuture(ticker, Resolution.Minute) # Daily Minute
            future.SetFilter(0, 183)
            
            self.barWindow = RollingWindow[QuoteBar](1)
            self.macdWindow = RollingWindow[IndicatorDataPoint](5)
            self.hmaWindow = RollingWindow[IndicatorDataPoint](5)
            self.currentSymbol = "testing"
            self.marketOpenTime = datetime(2010, 1, 9, 7, 25, 0).time()
            self.marketCloseTime = datetime(2010, 1, 9, 10, 30, 0).time()

            self.consolidator_by_symbol = {}
            self.calls = 0
            self.current_min = 0
            self.current_date = 0
            self.macd = None 
            self.hma = None
            self.SetWarmUp(timedelta(40))


        def OnData(self, data):
            if self.current_min == self.Time.minute:
                return

            # register the new future 
            for chain in data.FutureChains:
                contracts = list(filter(lambda x: x.Expiry >= self.Time , chain.Value))
                if len(contracts) == 0:
                    self.Debug("NO contr")
                    continue
                sortedContracts = sorted(contracts, key=lambda k : k.Expiry)
                contract = sortedContracts[0]
                if contract.Symbol not in self.consolidator_by_symbol:
                    CountConsolidator = QuoteBarConsolidator(timedelta(minutes=5))
                    CountConsolidator.DataConsolidated += self.BarHandler
                    self.SubscriptionManager.AddConsolidator(contract.Symbol, CountConsolidator)
                    self.consolidator_by_symbol[contract.Symbol] = CountConsolidator
                    # self.macd = self.MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential)
                    # self.RegisterIndicator(contract.Symbol, self.macd, timedelta(minutes=5))
                    # self.hma = SimpleMovingAverage(2)
                    self.hma = HullMovingAverage(2)
                    self.RegisterIndicator(contract.Symbol, self.hma, CountConsolidator)
                    # self.macd.Updated += self.macdUpdated
                    self.hma.Updated += self.hmaUpdated
                    self.currentSymbol = contract.Symbol
            
            if self.Time.time() >= self.marketOpenTime and self.Time.time() <= self.marketCloseTime:
                if self.barWindow.IsReady and self.hma.IsReady:
                    # self.Debug(", {}, {}, {}, {}, {}, {}".format(data[self.currentSymbol].Open, data[self.currentSymbol].High, data[self.currentSymbol].Low, data[self.currentSymbol].Close, self.hma.Current.Value, self.hmaWindow[1].Value))
                    self.Debug(", {}, {}, {}, {}".format(self.barWindow[0].Close, data[self.currentSymbol].Close, self.hma.Current.Value, self.hmaWindow[0].Value))
            self.current_min = self.Time.minute

        def BarHandler(self, sender, bar):
            self.barWindow.Add(bar)
            
        def macdUpdated(self, sender, updated):
            self.macdWindow.Add(updated)
        
        def hmaUpdated(self, sender, updated):
            self.hmaWindow.Add(updated)