from datetime import datetime, timedelta
import decimal as d


class macross(QCAlgorithm):
    
    def Initialize(self):
        
        self.SetCash(10000)
        self.SetStartDate(2016, 3, 1)
        self.SetEndDate(2017, 5, 30)
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        self.SetWarmUp(222)
        
        self.Min = Resolution.Minute
        self.Hour = Resolution.Hour
        self.Day = Resolution.Daily
        
        self.Indicators = {}
        self.Consolidators = {}
        
        self.pairs = ['USDCAD']
        
        for symbol in self.pairs:
            
            self.AddForex(symbol, self.Min, Market.Oanda)
            
            self.Consolidators[symbol] = {}
            self.Consolidators[symbol]['CON_1'] = QuoteBarConsolidator(timedelta(minutes=15))
            self.Consolidators[symbol]['CON_1'].DataConsolidated += self.on_custom

            
            self.Indicators[symbol] = {}
            self.Indicators[symbol]['EMA'] = {}
            self.Indicators[symbol]['EMA']['CUSTOM_1'] = ExponentialMovingAverage(symbol, 13)


            self.RegisterIndicator(symbol, self.Indicators[symbol]['EMA']['CUSTOM_1'], self.Consolidators[symbol]['CON_1'])
            self.SubscriptionManager.AddConsolidator(symbol, self.Consolidators[symbol]['CON_1'])



    def OnData(self, data):
        if self.IsWarmingUp: 
            return
      
            
        for symbol in self.pairs:
            

            if not self.Indicators[symbol]['EMA']['CUSTOM_1'].IsReady: return

            EMA_1 = self.Indicators[symbol]['EMA']['CUSTOM_1'].Current.Value
            
            
            
            Close = data[symbol].Close
            Open = data[symbol].Open
            High = data[symbol].High
            Low = data[symbol].Low
            Use = self.Portfolio.MarginRemaining * 4
            Invested = self.Securities[symbol].Invested

            
            if not Invested:
                if Low < EMA_1:
                            self.Sell(symbol, Use)
                            self.Debug("sell " + str(symbol) + "  on: {0}".format(self.Time))
                            
            elif Invested:
                if Low > EMA_1:
                        self.Liquidate()
                        self.Debug("LIQUIDATION")
            

    def on_custom(self, sender, bar):
        if self.IsWarmingUp: 
            return
        symbol = str(bar.get_Symbol())
        
    def OnOrderEvent(self, orderEvent):
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
        self.Log("{0}: {1}: {2}".format(self.Time, order.Type, orderEvent))
        
        self.ordersymbol = orderEvent.Symbol
        self.orderquantity = orderEvent.FillQuantity
        self.orderprice = orderEvent.FillPrice

        
        
        if order.Status == OrderStatus.Filled:
            if order.Type == OrderType.StopMarket:
                self.Transactions.CancelOpenOrders(order.Symbol)

                
        if order.Status == OrderStatus.Canceled:
            self.Log(str(orderEvent))