using System;
using QuantConnect.Securities;
using QuantConnect.Orders.Fees;
using QuantConnect.Notifications;
using QuantConnect.Orders;
using QuantConnect.Data.Market;
using QuantConnect.Packets;
using QuantConnect.Util;
using System.Reflection;
using QuantConnect.Scheduling;
using System.Linq;
using System.Net;

namespace QuantConnect 
{   
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        string symbol;
        int _holdings;
        decimal _pct;
        bool first = true;
        static string globalString;
 		static decimal _symPrice;
 		static decimal _profits;
        bool ready = false;
        const decimal StopLossPercent = 0.003m;
        private decimal highestPrice = 0.0m;
        private OrderTicket CurrentOrder;
    	private OrderTicket StopLoss;
        string time;
        string date;
        string utctime;
        string utcdate;
        const string url = @"https://www.dropbox.com/s/qx8hs2q81im9zmu/SymbolToday.csv?dl=1";
        
        public override void Initialize()
        {   
            SetBrokerageModel(BrokerageName.TradierBrokerage, AccountType.Cash);
            SetStartDate(2016, 03, 7);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            SetCash(2750);
            
            _pct = Portfolio.Cash/3 * .03m;
            //Schedule.Event().EveryDay().At(9,35).Run(() =>
            //{
            using (var client = new WebClient())
                {
                	var file = client.DownloadString(url);
                	var csv = file.Split(',');
                	var csvdatetime = csv[4];
                	symbol = csv[1];
                	DateTime dt = DateTime.Parse(csvdatetime);
					time = dt.ToString("HH:mm:ss");
					date = dt.Date.ToString("MM/dd/yyyy");
					utctime = UtcTime.ToString("HH:mm:ss");
					utcdate = UtcTime.Date.ToString("MM/dd/yyyy");
					Log("t"+time);
					Log("d"+date);
					Log("ut"+utctime);
					Log("ud"+utcdate);
                }
            AddSecurity(SecurityType.Equity, symbol, Resolution.Second, fillDataForward: true, 
            extendedMarketHours: false, 
            leverage: 1);
        //});
        }
        
        //public void PostInitialize()
        //{
        	
        //}
        public void OnData(TradeBars data) 
        {   
    		_symPrice = data[symbol].Price;

            _profits = Portfolio.TotalUnrealizedProfit;
            var shareCount = CalculateOrderQuantity(symbol, 1m/3);
            //if(date = utcdate)
            //{
            if(first)
            {
				first = false;
				CurrentOrder = Order(symbol,  shareCount);
				StopLoss = StopMarketOrder(symbol, -shareCount, _symPrice * (1m - .03m));
                Notify.Sms("+15126454560", "Buy " + globalString);
            }
			//}

			if (Portfolio.HoldStock)
			{
            	if (_symPrice > highestPrice && _profits > _pct)
            	{
            		highestPrice = _symPrice;
            		StopLoss.Update(new UpdateOrderFields{ StopPrice = _symPrice * (1m - StopLossPercent) });
            	}
            	Schedule.Event().EveryDay().BeforeMarketClose(symbol, 1).Run(() =>
            	{
            		Liquidate();
            	});
			}
			string messageString = String.Format("{0} \nTime: {1} \nPrice: {2} \nProfit: {3} \nHigh {4}", 
            symbol, time, _symPrice.ToString(), _profits, StopLoss.ToString());
            globalString = messageString;
        }
    }
}