from AlgorithmImports import *


class VixMiniFuturesAlgorithm(QCAlgorithm):
    """Subscribes to the first three VXM (CBOE Mini VIX) futures contracts.

    VXM has no universe (chain) files on QC because AlgoSeek does not cover CFE,
    so `add_future(...)` would return an empty chain. Instead we build the
    contract tickers ourselves (VXM + month code + 2-digit year) and let
    SymbolRepresentation.parse_future_symbol resolve each one to a canonical
    Symbol with the correct expiry, then subscribe to them individually.
    """

    # CME/CFE month codes, January -> December.
    MONTH_CODES = "FGHJKMNQUVXZ"

    def initialize(self):
        self.set_start_date(2026, 7, 21)
        self.set_cash(100000)

        self.contracts = []

        # Walk forward month by month from the current month, keeping the first
        # three contracts that have not expired yet. This runs live, so
        # self.time is "now".
        today = self.time.date()
        year, month = self.time.year, self.time.month

        for _ in range(12):
            if len(self.contracts) == 3:
                break

            ticker = f"VXM{self.MONTH_CODES[month - 1]}{year % 100:02d}"
            symbol = SymbolRepresentation.parse_future_symbol(ticker)

            security = self.add_future_contract(symbol, Resolution.TICK)
            self.contracts.append(security.symbol)
            self.set_benchmark(security.symbol)
            self.log(f"Subscribed to {ticker} -> {security.symbol} "
                f"(expiry {symbol.id.date:%Y-%m-%d})")

            month += 1
            if month > 12:
                month = 1
                year += 1

    def on_data(self, slice: Slice):
        for symbol in self.contracts:
            bar = slice.bars.get(symbol)
            if bar is not None:
                self.log(f"{symbol.value} close {bar.close}")