# region imports
from AlgorithmImports import *
# endregion

CONTENT = """
2020-01-20,FB,100
2020-01-20,MSFT,200
2020-01-20,NVDA,300
2024-09-03,META,-100
2024-09-03,MSFT,-200
2024-09-03,NVDA,-300"""


class CustomDataTradeProviderAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2020, 1, 1)
        self.set_end_date(2024, 12, 31)

        # Save the data to the object store
        if not self.object_store.contains_key("selected_trades.csv"):
            self.object_store.save("selected_trades.csv", CONTENT)

        self.settings.seed_initial_prices = True

        self.add_data(SelectedTrades, "X")

    def on_data(self, slice: Slice) -> None:
        for symbol, data in slice.get(SelectedTrades).items():
            if not symbol in self.securities:
                self.add_security(symbol)            
            self.market_order(symbol, data.quantity)


class SelectedTrades(PythonData):
    
    def get_source(self, config: SubscriptionDataConfig, date: datetime, is_live_mode: bool) -> SubscriptionDataSource:
        return SubscriptionDataSource("selected_trades.csv", SubscriptionTransportMedium.OBJECT_STORE)

    def reader(self, config: SubscriptionDataConfig, line: str, date: datetime, is_live_mode: bool) -> BaseData:
        if not line.strip():
            return None
        data = [x.strip() for x in line.split(',')]
        ticker = data[1]
        time = datetime.strptime(data[0], "%Y-%m-%d")
        # Create the SecurityIdentifier with the point-in-time ticker and the current date
        # In this example, we trade META in 2020 when its ticker was FB
        # Then, we will see it when it is META
        security_id = SecurityIdentifier.generate_equity(ticker, Market.USA, mapping_resolve_date=time)
        if security_id.date.year < 1998:
            # Ticker not found in QuantConnect database on this date
            return None
        trade = SelectedTrades()
        trade.symbol = Symbol(security_id, ticker)
        trade.end_time = time
        trade.time = time - timedelta(1)
        trade.quantity = float(data[2])
        return trade