from AlgorithmImports import *

class ScheduledPriceAlgorithm(QCAlgorithm):

    def Initialize(self):
        """
        Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm.
        All algorithms must initialized.
        """
        self.SetStartDate(2025, 5, 1)  # Set Start Date
        self.SetEndDate(2025, 5, 2)    # Set End Date
        self.SetCash(100000)           # Set Strategy Cash

        # A list of stocks we want to track
        self.symbols = ["FRGT", "KIDZ" , "VENA"]
        for symbol in self.symbols:
            self.AddEquity(symbol, Resolution.Minute)

        # Store the prices
        self.close_prices = {}
        self.open_prices = {}

        # Schedule an event to trigger at market close on May 1, 2025
        self.Schedule.On(self.DateRules.On(2025, 5, 1), \
                         self.TimeRules.At(15, 59), \
                         self.GetClosingPrices)

        # Schedule an event to trigger at market open on May 2, 2025
        self.Schedule.On(self.DateRules.On(2025, 5, 2), \
                         self.TimeRules.At(9, 31), \
                         self.GetOpeningPrices)

    def GetClosingPrices(self):
        """
        This method is scheduled to run at 3:59 PM on 2025-05-01.
        It retrieves the closing price for each symbol for that day.
        """
        self.Log(f"Fetching closing prices for {self.Time.strftime('%Y-%m-%d')}")
        for symbol in self.symbols:
            history = self.History(self.Symbol(symbol), 1, Resolution.Daily)
            if not history.empty:
                close_price = history.loc[symbol]['close'][0]
                self.close_prices[symbol] = close_price
                self.Log(f"Close price for {symbol}: {close_price}")
            else:
                self.Log(f"No history data for {symbol} on {self.Time.strftime('%Y-%m-%d')}")

    def GetOpeningPrices(self):
        """
        This method is scheduled to run at 9:31 AM on 2025-05-02.
        It retrieves the opening price for each symbol for that day.
        """
        self.Log(f"Fetching opening prices for {self.Time.strftime('%Y-%m-%d')}")
        for symbol in self.symbols:
            history = self.History(self.Symbol(symbol), 1, Resolution.Daily)
            if not history.empty:
                open_price = history.loc[symbol]['open'][0]
                self.open_prices[symbol] = open_price
                self.Log(f"Open price for {symbol}: {open_price}")
            else:
                self.Log(f"No history data for {symbol} on {self.Time.strftime('%Y-%m-%d')}")
        
        # Once we have both sets of prices, we can log them out or perform other actions
        self.LogResults()

    def LogResults(self):
        """
        Logs the final collected prices.
        """
        self.Log("--- Final Results ---")
        self.Log("Closing Prices on 2025-05-01:")
        for symbol, price in self.close_prices.items():
            self.Log(f"{symbol}: {price}")

        self.Log("Opening Prices on 2025-05-02:")
        for symbol, price in self.open_prices.items():
            self.Log(f"{symbol}: {price}")
        self.Log("--------------------")


    def OnData(self, data):
        """
        OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        Arguments:
            data: Slice object keyed by symbol containing the stock data
        """
        pass