from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from System.Linq import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import *
from System.Collections.Concurrent import *
from QuantConnect.Data.UniverseSelection import *
from QuantConnect.Indicators.CandlestickPatterns import *
from QuantConnect.Data.Consolidators import *
from datetime import timedelta, datetime
import numpy as np
import sys
import decimal



class fifteenmincandle ( QCAlgorithm):
    
    def Initialize(self):
        self.Debug("step2")
        self.SetCash(100000)
        self.SetStartDate(2008,1,22)
        self.SetEndDate(2020,5,23)
        self.UniverseSettings.Resolution = Resolution.Minute
        equity = self.AddEquity("SPY", Resolution.Minute)
        self.spy = equity.Symbol
        periods = decimal.Decimal(1)
        # self.pattern = self.CandlestickPatterns.Harami(self.spy)
        self.SetWarmUp(timedelta(minutes=1))
        self.current=self.SetStartDate(2010,1,22)
        
        #self.Consolidate("SPY", timedelta(minutes=15)) #,self.OnDataConsolidated
        #fifteenMinuteConsolidator.DataConsolidated += self.fifteenMinuteBarHandler
        self.SetTimeZone("America/New_York")
        
        thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=15))
        
        
    def OnData(self,data):
        #self.Log("Time: {}" . format(slice.Time) )
        #self.Debug("On Data start")
        if (self.IsWarmingUp):  return
        #self.Debug(self.spy.Close)
        if self.Time.hour == 9 and self.Time.minute == 45:
            if data["SPY"].Close<data["SPY"].Open:
                self.MarketOrder("SPY", -1)
        
        # self.Beforeendofday(self.MarketOrder("SPY", -1))
        if self.Time.hour == 3 and self.Time.minute == 45:
            self.MarketOrder("SPY", 1)
        
    # def OnDataConsolidated(self, bar):
    #     if bar.Time.hour == 9 and bar.Time.minute == 30:
    #         self.openingBar = bar