/*
 * 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.
*/

using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Brokerages;
using QuantConnect.Indicators;
using QuantConnect.Orders;
using QuantConnect.Interfaces;
using NodaTime;
using NodaTime.TimeZones;

namespace QuantConnect.Algorithm.CSharp
{
  
    public class CryptoAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
    {
        private string ticker = "ETHUSD";
        private int startingCash = 100000;
        
        public override void Initialize()
        {
            SetStartDate(2021, 9, 16); // Set Start Date
            SetEndDate(2021, 9, 17); // Set End Date
            SetCash(startingCash);
			var symbol = AddCrypto(ticker, Resolution.Minute, "GDAX").Symbol;
            SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
            
            SetTimeZone(TimeZones.Chicago);
        }
        
        public void OnData(TradeBars data)
        {
        	var nonConsBar = data[ticker]; //non-consolidated bar
        	if(nonConsBar.Time.Hour == 21 && nonConsBar.Time.Date.Day == 16)
        	{
				Log(String.Concat(nonConsBar.Time, " Open:", nonConsBar.Open, " High:", nonConsBar.High, " Low:", nonConsBar.Low, " Close:", nonConsBar.Close));
        	}
        }

        /// <summary>
        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
        /// </summary>
        public bool CanRunLocally { get; } = true;

        /// <summary>
        /// This is used by the regression test system to indicate which languages this algorithm is written in.
        /// </summary>
        public Language[] Languages { get; } = { Language.CSharp, Language.Python };

        /// <summary>
        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "10"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
            {"Compounding Annual Return", "0%"},
            {"Drawdown", "0%"},
            {"Expectancy", "0"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
            {"Total Fees", "$85.34"},
            {"Estimated Strategy Capacity", "$0"},
            {"Lowest Capacity Asset", "BTCEUR XJ"},
            {"Fitness Score", "0.5"},
            {"Kelly Criterion Estimate", "0"},
            {"Kelly Criterion Probability Value", "0"},
            {"Sortino Ratio", "79228162514264337593543950335"},
            {"Return Over Maximum Drawdown", "-43.943"},
            {"Portfolio Turnover", "1.028"},
            {"Total Insights Generated", "0"},
            {"Total Insights Closed", "0"},
            {"Total Insights Analysis Completed", "0"},
            {"Long Insight Count", "0"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
            {"Estimated Monthly Alpha Value", "$0"},
            {"Total Accumulated Estimated Alpha Value", "$0"},
            {"Mean Population Estimated Insight Value", "$0"},
            {"Mean Population Direction", "0%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "0%"},
            {"Rolling Averaged Population Magnitude", "0%"},
            {"OrderListHash", "1bf1a6d9dd921982b72a6178f9e50e68"}
        };
    }
}