# region imports
from AlgorithmImports import *
# endregion

class CryingYellowJaguar(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 7, 3)  # Set Start Date
        self.SetEndDate(2022, 7, 4)
        self.SetCash(100000)  # Set Strategy Cash
        
        #pair = "US30USD"
        self.pair = self.AddCfd("US30USD", Resolution.Second, Market.Oanda).Symbol

        #Custom Weekly Consolidator
        w = QuoteBarConsolidator(self.CustomWeeklyConsolidator)
        w.DataConsolidated += self.OnDataCustomWeekly

        #History Call
        #Re the following call, if, say, you call it on June 26th, it will give you all day bars from June 5th to June 26th.
        #That does not mean you will get 21 day bars as a result... You won't get bars on Saturdays, for instance
        #Just so you know.
        history = self.History(self.pair, timedelta(21), Resolution.Daily) #history call for three weeks
        for index, row in history.iterrows(): #create bars from returned dataframe
            quote_bar = QuoteBar(index[1] - timedelta(1), self.pair, Bar(row.bidopen, row.bidhigh, row.bidlow, row.bidclose), 0.0, Bar(row.askopen, row.askhigh, row.asklow, row.askclose), 0.0, timedelta(1))
            self.Log(quote_bar.EndTime)
            w.Update(quote_bar)

    def OnData(self, data):
        pass

    def OnDataCustomWeekly(self, sender, dataCustomDayStart):
        self.Log("Weekly Hello")
        self.Log(f'O: {dataCustomWeekly.Open} H: {dataCustomWeekly.High} L: {dataCustomWeekly.Low} C: {dataCustomWeekly.Close}')
        
    def CustomWeeklyConsolidator(self, dt: datetime) -> CalendarInfo:
        #Custom Weekly On Futures / Forex Time 17h start
        #From https://www.quantconnect.com/docs/v2/writing-algorithms/consolidating-data/consolidator-types#02-Time-Period-Consolidators

        #This code seeks to consolidate data between Sundays at 17:00:00:0.0
        #So a week is considered between Sunday 17:00:00:0.0 (inclusive) and the next Sunday 17:00:00:0.0 (exclusive - the last tick I mean)
        #Just so you know again.
        #For your use case, it seems ok.
        #But you can have incomplete weeks, of course. If the data starts on a Wednesday, say, that Wednesday, plus Thursday-Friday and Sunday until 17h00
        #is going to go in the first weekly bar. Then, it IS a weekly bar, but backed with less data than the full week.
        period = timedelta(7)

        dt = dt.replace(hour=17, minute=0, second=0, microsecond=0)
        delta = 1+dt.weekday()
        if delta > 6:
            delta = 0
        start = dt-timedelta(delta)

        return CalendarInfo(start, period)

# region imports
from AlgorithmImports import *
# endregion

class CryingYellowJaguar(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 7, 3)  # Set Start Date
        self.SetEndDate(2022, 7, 4)
        self.SetCash(100000)  # Set Strategy Cash
        
        #pair = "US30USD"
        self.pair = self.AddCfd("US30USD", Resolution.Second, Market.Oanda).Symbol

        #Custom Weekly Consolidator
        w = QuoteBarConsolidator(self.CustomWeeklyConsolidator)
        w.DataConsolidated += self.OnDataCustomWeekly

        #History Call
        #timedelta is 21 calendar days, otherwise is 21 daily bars
        #problem was arising from not using timedelta
        ###Re the following call, if, say, you call it on June 26th, it will give you all day bars from June 5th to June 26th.
        #That does not mean you will get 21 day bars as a result... You won't get bars on Saturdays, for instance
        #Just so you know.
        history = self.History(self.pair, timedelta(days=21), Resolution.Hour) #history call for three weeks
        for index, row in history.iterrows(): #create bars from returned dataframe
            quote_bar = QuoteBar(index[1] - timedelta(1), self.pair, Bar(row.bidopen, row.bidhigh, row.bidlow, row.bidclose), 0.0, Bar(row.askopen, row.askhigh, row.asklow, row.askclose), 0.0, timedelta(1))
            #self.Log(quote_bar.EndTime)
            w.Update(quote_bar)

    def OnData(self, data):
        pass

    def OnDataCustomWeekly(self, sender, dataCustomWeekly):
        self.Log("Weekly Hello")
        self.Log(f'O: {dataCustomWeekly.Open} H: {dataCustomWeekly.High} L: {dataCustomWeekly.Low} C: {dataCustomWeekly.Close}')
        
    def CustomWeeklyConsolidator(self, dt: datetime) -> CalendarInfo:
        #Custom Weekly On Futures / Forex Time 17h start
        #From https://www.quantconnect.com/docs/v2/writing-algorithms/consolidating-data/consolidator-types#02-Time-Period-Consolidators

        #This code seeks to consolidate data between Sundays at 17:00:00:0.0
        #So a week is considered between Sunday 17:00:00:0.0 (inclusive) and the next Sunday 17:00:00:0.0 (exclusive - the last tick I mean)
        #Just so you know again.
        #For your use case, it seems ok.
        #But you can have incomplete weeks, of course. If the data starts on a Wednesday, say, that Wednesday, plus Thursday-Friday and Sunday until 17h00
        #is going to go in the first weekly bar. Then, it IS a weekly bar, but backed with less data than the full week.

        period = timedelta(7)

        dt = dt.replace(hour=17, minute=0, second=0, microsecond=0)
        delta = 1+dt.weekday()
        if delta > 6:
            delta = 0
        start = dt-timedelta(delta)

        return CalendarInfo(start, period)