namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash. This is a skeleton
    /// framework you can use for designing an algorithm.
    /// </summary>
    public class OcoTest : QCAlgorithm
    {
    	private int _cash = 25000;
    	private string _symbol = "AAPL";
    	Resolution _resolution=Resolution.Hour;

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2017, 6, 6);  //Set Start Date
            SetEndDate(2017, 6, 8);    //Set End Date
            SetCash(_cash);             //Set Strategy Cash
			Transactions.MarketOrderFillTimeout = TimeSpan.FromSeconds(30);

            // Find more symbols here: http://quantconnect.com/data
            AddEquity(_symbol, _resolution);
			
			//Don't keep any positions overnight
			 Schedule.On(DateRules.EveryDay(_symbol), TimeRules.BeforeMarketClose(_symbol, 55), () =>  //minutes before market close
			{
				Debug("BeforeMarketClose Liquidate");
		        Transactions.CancelOpenOrders(_symbol);
     			Liquidate();
			});
			
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
        	var curBar = data[_symbol];
        	
		 	if(IsWarmingUp) return;
		 
		 	//Check for bad Slice
		 	if(!ValidateTradeBar(curBar)){
		 		Debug("INVALID TRADE BAR at:" + Time.ToString());
		 		return;
		 	}
		 	
		 	var shares = 16;
		 	var price = Securities[_symbol].Price;
		 	var profitLossAmt = .24m;
		 	if(Time.Day == 6 && Time.Hour == 11)
        	{
        		//SHORT 16 shares
        		Debug("Placing SHORT market order for " + shares.ToString());
        		
        		MarketOrder(_symbol, shares * -1);
				LimitOrder(_symbol, shares, price - profitLossAmt );  //BUY LIMIT - profit
        		StopMarketOrder(_symbol, shares, price + profitLossAmt);  //BUY STOP - loss        		
        		
        	}else if(Time.Day == 7 && Time.Hour == 10){
        		//LONG 16 shares
        		Debug("Placing LONG market order for " + shares.ToString());
        		
        		MarketOrder(_symbol, shares);
        		StopMarketOrder(_symbol, shares * -1, price - profitLossAmt);  //SELL STOP - loss
				LimitOrder(_symbol, shares * -1, price + profitLossAmt ); //SELL LIMIT - profit

        	}
        	
        	return;
        	
        	
  			/*
			//Restrict trading time? - hours are: 10-16 
            if(Time.Hour >= 15) return;
            //Debug("hour is " + Time.Hour + " price: " + curBar.Open);
            
            //Calculate our average bar size
            var avgBarSize = CalcAverageBarSize(_stockData.HistoryWindow);
            //Debug("avgBarSize = " + avgBarSize.ToString());
            
            //Get bar direction
            barDirection = GetBarDirection(curBar);
            //Debug("bar direction: " + barDirection.ToString());
            
            //Return if no change?
            if(barDirection == EnumBarDirection.Flat){
            	return;	
            }
            
            //Is our current bar >= multiple of average
            var currentBarSize = Math.Abs(curBar.Close - curBar.Open);
            //Debug("current bar size: " + currentBarSize.ToString() + " avg bar size: " + avgBarSize.ToString());
            if(currentBarSize >= (avgBarSize * _triggerBarSizeMultiple)){
            	triggerBarSize = true;
            	//Debug("TRIGGER BAR SIZE: "   + currentBarSize.ToString());
            }
            
            //if no bar trigger, exit 
            if(!triggerBarSize) return;
            
            //Is EMA within current bar?
            var emaVal = _stockData.EmaWindow[0].Value;
    		if(barDirection == EnumBarDirection.Up){
    			if(emaVal >= curBar.Open && emaVal <= curBar.Close){
    				triggerEmaWithinBar = true;
    			}
    		}else{
    			if(emaVal <= curBar.Open && emaVal >= curBar.Close){
    				triggerEmaWithinBar = true;
    			}
    		}
            
            if(triggerEmaWithinBar){
            	Debug("TRIGGER EMA WITHIN BAR - DIRECTION: " + barDirection + " avg bar size: " + avgBarSize.ToString());
            }

			//If no ema in bar trigger ,exit 
			//if(!triggerEmaWithinBar) return;
			

            var price = Securities[_symbol].Price;
            var shares = Math.Round((_cash * _tradePct) / price);
            var tradeKey = Time.ToString("yyyyddMM") + "-" + _symbol;

			//If we don't own and haven't traded it today (trade key), then trade
            if(!Portfolio[_symbol].Invested && !_trades.ContainsKey(tradeKey)){
            	
            	
            	if(barDirection == EnumBarDirection.Down){
            		//BUY 
            		Debug("Placing LONG market order for " + shares.ToString() + " @ " + price.ToString() + " " + tradeKey);
            		var openTicket = MarketOrder(_symbol, shares);
 					_openOrderIds.Add(openTicket.OrderId);
 					
            		StopMarketOrder(_symbol, shares * -1, price - avgBarSize);  //SELL STOP - loss
					LimitOrder(_symbol, shares * -1, price + avgBarSize ); //SELL LIMIT - profit
            		
            	}else{
            		//SELL
            		Debug("Placing SHORT market order for " + shares.ToString() + " @ " + price.ToString() + " " + tradeKey);
            		var openTicket = MarketOrder(_symbol, shares * -1);
                    _openOrderIds.Add(openTicket.OrderId);
            			
					LimitOrder(_symbol, shares, price - avgBarSize );  //BUY LIMIT - profit
            		StopMarketOrder(_symbol, shares, price + avgBarSize);  //BUY STOP - loss
            	}
 
 				//Add trade to keep track of what we traded and when
            	_trades.Add(tradeKey, shares.ToString() + " @ " + price.ToString());
                
            }
			   */         
        }
        
        // Override the base class event handler for order events
		public override void OnOrderEvent(OrderEvent orderEvent)
		{
		    var order = Transactions.GetOrderById(orderEvent.OrderId);
		    Debug(string.Format("OnOrderEvent: {0}: {1}: {2}", Time, order.Type, orderEvent));
		    
		    //If we filled a non market order, close any other orders
		    if(order.Type != OrderType.Market && orderEvent.Status == OrderStatus.Filled){
		    	Debug(string.Format("Cancelling open orders for: {0}", orderEvent.Symbol));
		    	Transactions.CancelOpenOrders(orderEvent.Symbol);
		    }
		}


        private bool ValidateTradeBar(TradeBar bar){
        	return bar != null && bar.Open >= 0 && bar.Close >= 0;
        }
        
    }
}