from AlgorithmImports import *

class RsiTakeProfitAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2024, 1, 1)
        self.SetEndDate(2024, 12, 31)
        self.SetCash(100000)

        self.tickers = ["TSLA", "GOOGL", "NVDA", "MSFT", "META", "HIMS", "UPST", "ORCL", "COIN", "AMD"]
        self.symbols = []
        self.rsi = {}
        self.entry_prices = {}  # Track entry prices per symbol

        for ticker in self.tickers:
            symbol = self.AddEquity(ticker, Resolution.Minute).Symbol
            self.symbols.append(symbol)

            # Set up 15-minute consolidator and RSI
            consolidator = TradeBarConsolidator(timedelta(minutes=15))
            self.SubscriptionManager.AddConsolidator(symbol, consolidator)

            rsi = RelativeStrengthIndex(14, MovingAverageType.Wilders)
            self.rsi[symbol] = rsi
            self.RegisterIndicator(symbol, rsi, consolidator)

            consolidator.DataConsolidated += self.OnDataConsolidated

    def OnDataConsolidated(self, sender, bar):
        symbol = bar.Symbol
        rsi = self.rsi[symbol]

        if not rsi.IsReady:
            return

        price = bar.Close
        holdings = self.Portfolio[symbol].Quantity

        # Buy condition: RSI ≤ 30 and no holdings
        if rsi.Current.Value <= 30 and holdings == 0:
            self.SetHoldings(symbol, 0.1)
            self.entry_prices[symbol] = price
            self.Debug(f"{self.Time} BUY {symbol.Value} | RSI: {rsi.Current.Value:.2f} | Entry: {price:.2f}")

        # Sell condition: If we hold and price ≥ 10% above entry
        elif holdings > 0 and symbol in self.entry_prices:
            entry_price = self.entry_prices[symbol]
            target_price = entry_price * 1.10

            if price >= target_price:
                self.Liquidate(symbol)
                self.Debug(f"{self.Time} SELL {symbol.Value} | Gain: {(price - entry_price) / entry_price:.2%} | Price: {price:.2f}")

    def OnData(self, data):
        pass