class MyAlgor(QCAlgorithm):

    def Initialize(self):
        
        # configurable params
        self.baseFX = 'EUR'
        self.quoteFX = 'GBP'
        self.atrPeriod = 14
        self.fastPeriod = 50
        
        # set brokerage model / account type / cash
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        self.SetCash(10000)
        
        # start and end dates for the backtest
        #self.SetTimeZone("UTC")
        self.SetStartDate(2020, 7, 1)
        self.SetEndDate(2020, 7, 10)

        # add currency pair
        self.fx = self.baseFX + self.quoteFX
        self.symbol = self.AddForex(self.fx, Resolution.Minute, market=Market.Oanda).Symbol

        #self.fx = "SPY"
        #self.symbol = self.AddEquity("SPY", Resolution.Daily, Market.USA).Symbol

        # schedule event 60 mins after market open
        self.Schedule.On(
            self.DateRules.EveryDay(self.fx),
            self.TimeRules.AfterMarketOpen(self.fx, 60),
            self.EveryDayAfterMarketOpen
            )
                         
        # add indicators and warmup period
        self.atr = self.ATR(
            self.symbol,
            self.atrPeriod,
            MovingAverageType.Wilders,
            Resolution.Daily
        )
        
        self.atr.Updated += self.atrUpdated
        
        self.fastEMA = self.EMA(
            self.symbol,
            self.fastPeriod,
            Resolution.Daily
        )
    
        self.SetWarmUp(
            max(
                self.atrPeriod,
                self.fastPeriod,
            ), 
            Resolution.Daily
        )
            
    def EveryDayAfterMarketOpen(self):
        if self.IsWarmingUp:
            return

        #self.Log(f"{self.Time} atr {self.atr.Current.Value:,.4f}   fast ema {self.fastEMA.Current.Value:,.4f}")
    
    def OnEndOfDay(self):
        self.Log(f"Closing Price: {self.Securities[self.fx].Price}")
    
    def atrUpdated(self, sender, updated):
        if not self.IsWarmingUp:
            self.Log(f"ATR: {self.atr.Current.Value}  EMA: {self.fastEMA.Current.Value}")