using System;
using System.Collections;
using System.Collections.Generic;
using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Indicators;
using QuantConnect.Securities;

namespace QuantConnect
{
    public class PedroNucci20150706 : QCAlgorithm
    {
        private const string _symbol = "ITUB4F.SA";
        //MyEMA emaFast = new MyEMA(15);
        //MyEMA emaSlow = new MyEMA(50);

        ExponentialMovingAverage emaFast;
        ExponentialMovingAverage emaSlow;

        public override void Initialize()
        {
            SetStartDate(2015, 3, 1);
            SetEndDate(DateTime.Now);
            SetCash(5000);
            //Quandl Indexes 
            AddData<YahooCsv>(_symbol, Resolution.Minute);

            emaFast = new ExponentialMovingAverage(15);
            emaSlow = new ExponentialMovingAverage(50);

            var consolidator = ResolveConsolidator(_symbol, Resolution.Hour);

            consolidator.DataConsolidated += (s, e) => OnConsolidatedData(e);

            RegisterIndicator(_symbol, emaFast, consolidator, x => x.Value);
            RegisterIndicator(_symbol, emaSlow, consolidator, x => x.Value);

            //AddSecurity(SecurityType.Equity, _symbol, Resolution.Minute);
            //SetRunMode...
        }



        private DateTime previous;

        /// <summary>
        /// This will be data parsed from url, no consolidation applied
        /// </summary>
        public void OnData(YahooCsv data) { }

        /// <summary>
        /// Trade on consolidated data
        /// </summary>
        /// <param name="data"></param>
        public void OnConsolidatedData(BaseData data)
        {
            if (!emaSlow.IsReady || !emaFast.IsReady)
                return;

            //emaFast.AddSample(data.Value);
            //emaSlow.AddSample(data.Value);
            int holdings = Portfolio[_symbol].Quantity;


            const decimal tolerance = 0.00015m;

            // we only want to go long if we're currently short or flat
            if (holdings <= 0)
            {
                // if the fast is greater than the slow, we'll go long
                if (emaFast > emaSlow * (1 + tolerance))
                {
                    Log("BUY  >> " + Securities[_symbol].Price);
                    SetHoldings(_symbol, 1.0);
                }
            }

            // we only want to liquidate if we're currently long
            // if the fast is less than the slow we'll liquidate our long
            if (holdings > 0 && emaFast < emaSlow)
            {
                Log("SELL >> " + Securities[_symbol].Price);
                Liquidate(_symbol);
            }

            /*if (holdings <= 0){
                if (emaFast.EMA > emaSlow.EMA){
                    Order(_symbol, Math.Abs(holdings)+70);
                }
            } else if (holdings >= 0){
                if (emaFast.EMA < emaSlow.EMA){
                    Order(_symbol,-(holdings+70));
                }
            }*/

            /*
            
            // a couple things to notice in this method:
            //  1. We never need to 'update' our indicators with the data, the engine takes care of this for us
            //  2. We can use indicators directly in math expressions
            //  3. We can easily plot many indicators at the same time


            // only once per day
            if (previous.Date == data.Time.Date) return;

            // define a small tolerance on our checks to avoid bouncing
            const decimal tolerance = 0.00015m;
            var holdings = Portfolio[_symbol].Quantity;

            // we only want to go long if we're currently short or flat
            if (holdings <= 0)
            {
                // if the fast is greater than the slow, we'll go long
                if (fast > slow * (1 + tolerance))
                {
                    Log("BUY  >> " + Securities[_symbol].Price);
                    SetHoldings(_symbol, 1.0);
                }
            }

            // we only want to liquidate if we're currently long
            // if the fast is less than the slow we'll liquidate our long
            if (holdings > 0 && fast < slow)
            {
                Log("SELL >> " + Securities[_symbol].Price);
                Liquidate(_symbol);    
            }

            Plot(_symbol, "Price", data.Value);
            Plot("Ribbon", "Price", data.Value);
            
            // easily plot indicators, the series name will be the name of the indicator
            Plot(_symbol, fast, slow);
            Plot("Ribbon", ribbon);

            previous = data.Time;
            */
        }
    }

    public class YahooCsv : BaseData
    {
        public decimal Open = 0;
        public decimal High = 0;
        public decimal Low = 0;
        public decimal Close = 0;
        //        public decimal AdjustedClose = 0;
        public decimal Volume = 0;

        public YahooCsv()
        {
            this.Symbol = "";
        }

        /// <summary>
        /// Return the URL external source for the data: QuantConnect will download it an read it line by line automatically:
        /// </summary>
        public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLive)
        {
            //QUANDL WRAPPER ON YAHOO FINANCE API TO SORT DATA:
            //https://www.quandl.com/api/v1/datasets/YAHOO/INDEX_SPY.csv?trim_start=2000-01-01&trim_end=2014-12-03&sort_order=asc
            //return new SubscriptionDataSource("https://www.quandl.com/api/v1/datasets/YAHOO/" + config.Symbol + ".csv?trim_start=" + startDate + "&trim_end=" + endDate + "&sort_order=asc&exclude_headers=true", SubscriptionTransportMedium.RemoteFile);


            //var startDate = "1433769540";
            //var endDate = "1433781240";

            var startDate = (int)(new DateTime(2015, 3, 1).Subtract(new DateTime(1970, 1, 1)).TotalMilliseconds / 1000);
            var endDate = (int)(DateTime.Now.Date.Subtract(new DateTime(1970, 1, 1)).TotalMilliseconds / 1000);

            var url = "http://newnode-pnucci.rhcloud.com/stock/yahoocsv?s=" + config.Symbol + "&d1=" + startDate + "&d2=" + endDate;

            //Console.WriteLine(url);
            System.Diagnostics.Debug.WriteLine("------------------ url: " + url);

            return new SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile);
        }

        /// <summary>
        /// Convert each line of the file above into an object.
        /// </summary>
        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLive)
        {
            YahooCsv yBar = new YahooCsv();

            try
            {
                string[] data = line.Split(',');
                //Required.
                yBar.Symbol = config.Symbol;
                //yBar.Time = DateTime.ParseExact(data[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
                yBar.Time = new DateTime(1970, 1, 1, 0, 0, 0, 0).AddMilliseconds(ulong.Parse(data[0]) * 1000);

                //User configured / optional data on each bar:
                yBar.Open = Convert.ToDecimal(data[1]);
                yBar.Close = Convert.ToDecimal(data[2]);
                yBar.High = Convert.ToDecimal(data[3]);
                yBar.Low = Convert.ToDecimal(data[4]);
                yBar.Volume = Convert.ToDecimal(data[5]);
                //yBar.AdjustedClose = Convert.ToDecimal(data[6]);

                //This is the value the engine uses for portfolio calculations
                yBar.Value = yBar.Close;
            }
            catch
            {
            }

            return yBar;
        }
    }
}