from QuantConnect.Orders.Fills import *

class MooMocEquityFillModel(FillModel):
    def __init__(self, algorithm):
        self.algorithm = algorithm

    def MarketOnCloseFill(self, security, order):
        fill = super().MarketOnCloseFill(security, order)
        if fill.FillQuantity == 0:
            return fill
        else:
            # Note: Ignoring slippage
            self.algorithm.Debug(f"MarketOnCloseFill original FillPrice={fill.FillPrice} new FillPrice={security.Close}")
            fill.FillPrice = security.Close
            return fill

    def MarketOnOpenFill(self, security, order):
        fill = super().MarketOnOpenFill(security, order)
        if fill.FillQuantity == 0:
            return fill
        else:
            # Note: Ignoring slippage
            self.algorithm.Debug(f"MarketOnOpenFill original FillPrice={fill.FillPrice} new FillPrice={security.Open}")
            fill.FillPrice = security.Open
            return fill

class DynamicResistanceGearbox(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 22)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        ticker = "BA"
        self.equity = self.AddEquity(ticker, Resolution.Minute)
        self.equity.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.equity.SetFillModel(MooMocEquityFillModel(self))

        self.Schedule.On(self.DateRules.EveryDay(ticker), self.TimeRules.BeforeMarketClose(ticker, 20), self.SubmitMarketOnCloseOrders) # MarketOnClose orders must be placed with at least a 16 minute buffer before market close.
        self.Schedule.On(self.DateRules.EveryDay(ticker), self.TimeRules.At(16, 30), self.SubmitMarketOnOpenOrders)

    def SubmitMarketOnCloseOrders(self):
        self.MarketOnCloseOrder(self.equity.Symbol, 1)

    def SubmitMarketOnOpenOrders(self):
        self.MarketOnOpenOrder(self.equity.Symbol, 1)

    def OnData(self, slice):
        pass