import numpy as np

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        self.SetStartDate(2018,7, 30)  #Set Start Date
        self.SetEndDate(2018,8,20)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.Crypto = ["BTCUSD","LTCUSD","ETHUSD"]
        
        self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)
        
        RSI_Period    = 24                # RSI Look back period 
        self.RSI_OB   = 65                # RSI Overbought level
        self.RSI_OS   = 35                # RSI Oversold level
        self.Allocate = 0.30              # Percentage of captital to allocate

        self.Indicators = dict()
        self.Charts = dict()
        self.Consolidators = dict()
        
        for Symbol in self.Crypto:
            self.Consolidators[Symbol] = dict()
            self.AddCrypto(Symbol, Resolution.Hour)
        
            # Each Equity requires its own consoilidator! See: 
        
            # Create our consolidators
            self.Consolidators[Symbol]['W1 Con'] = TradeBarConsolidator(timedelta(days=5))
            
            # Register our Handlers
            self.Consolidators[Symbol]['W1 Con'].DataConsolidated += self.On_W1
        
            self.Indicators[Symbol] = dict()
            self.Indicators[Symbol]['RSI'] = dict()
            
            self.Indicators[Symbol]['RSI']['D'] = self.RSI(Symbol, RSI_Period)
            self.Indicators[Symbol]['RSI']['W'] = RelativeStrengthIndex(Symbol, RSI_Period)
            
            # Register the indicaors with our stock and consolidator
            self.RegisterIndicator(Symbol, self.Indicators[Symbol]['RSI']['W'], self.Consolidators[Symbol]['W1 Con'])
        
            # Finally add our consolidators to the subscription
            # manager in order to receive updates from the engine
            self.SubscriptionManager.AddConsolidator(Symbol, self.Consolidators[Symbol]['W1 Con'])
        
            self.Charts[Symbol] = dict()
            
            # Plot the RSI
            RSIChartName = Symbol+" RSI"
            self.Charts[Symbol]['RSI'] = Chart(RSIChartName, ChartType.Stacked)
            self.Charts[Symbol]['RSI'].AddSeries(Series("D1", SeriesType.Line))
            self.Charts[Symbol]['RSI'].AddSeries(Series("W1", SeriesType.Line))
            self.AddChart(self.Charts[Symbol]['RSI'])
            
        
        
        # Ensure that the Indicator has enough data before trading,.
        # x5 to get enough weekly data
        self.SetWarmUp(RSI_Period*5)
        
    def On_W1(self,sender,bar):
        '''
        This method will be called every time a new 30 minute bar is ready. 
        
        '''

        # Make sure we are not warming up 
        if self.IsWarmingUp: return
    
        Symbol = str(bar.get_Symbol())
        self.Plot(Symbol+' RSI', 'W1', self.Indicators[Symbol]['RSI']['W'].Current.Value)
    
        
    def OnData(self, data):
        
        # Make sure we are not warming up 
        if self.IsWarmingUp: return
        
        # Loop through our equities
        for Symbol in self.Crypto:
            
            # Add some alias for reading ease
            Close = data[Symbol].Close
            D1_RSI = self.Indicators[Symbol]['RSI']['D'].Current.Value
            W1_RSI = self.Indicators[Symbol]['RSI']['W'].Current.Value
            
            self.Debug("{}: Close: {} RSI: {}".format(Symbol, Close, D1_RSI))
            
                
            self.Plot(Symbol +' RSI', 'D1', D1_RSI)
        
            # Determine our entry and exit conditions
            # Do it here to avoid long lines later
            Long_Cond1 = D1_RSI < self.RSI_OS
            Long_Cond2 = W1_RSI < self.RSI_OS
            Exit_Cond1 = D1_RSI > self.RSI_OB
            Exit_Cond2 = W1_RSI > self.RSI_OB  
        
            if not self.Securities[Symbol].Invested:
                # If not, the long conditions
                if all([Long_Cond1]):
                    # Buy!
                    self.SetHoldings(Symbol, self.Allocate)
            else:
            
                if all([Exit_Cond1]):
                    # Sell!
                    self.Liquidate(Symbol)