using QuantConnect.Data;
using QuantConnect.Data.Auxiliary;
using QuantConnect.Data.Custom.SEC;

namespace QuantConnect.Algorithm.CSharp
{
    public class SECReport8KAlgorithm : QCAlgorithm
    {
        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2019, 8, 21);
            SetCash(100000);

            UniverseSettings.Resolution = Resolution.Minute;
            AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseSelector));
            
            // Request underlying equity data.
			var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
			// Add SEC report 10-Q data for the underlying IBM asset
			var earningsFiling = AddData<SECReport10Q>(ibm).Symbol;
			// Request 120 days of history with the SECReport10Q IBM custom data Symbol.
			var history = History<SECReport10Q>(earningsFiling, 120, Resolution.Daily);
			
			// Count the number of items we get from our history request
        	Debug($"We got {history.Count()} items from our history request");
        }
        
        public IEnumerable<Symbol> CoarseSelector(IEnumerable<CoarseFundamental> coarse) 
        {
        	// Add SEC data from the filtered coarse selection
        	var symbols = coarse.Where(x => x.HasFundamentalData && x.DollarVolume > 50000000)
        		.Select(x => x.Symbol)
        		.Take(10);
        		
        	foreach (var symbol in symbols) 
        	{
        		AddData<SECReport8K>(symbol);
        	}
        	
        	return symbols;
        }

		public override void OnData(Slice data) 
		{
			// Store the symbols we want to long in a list
			// so that we can have an equal-weighted portfolio
			var longEquitySymbols = new List<Symbol>();
			
			// Get all SEC data and loop over it
			foreach (var report in data.Get<SECReport8K>().Values)
			{
				// Get the length of all contents contained within the report
	        	var reportTextLength = report.Report.Documents.Select(x => x.Text.Length).Sum();
	        	
	        	if (reportTextLength > 20000)
	        	{
	        		longEquitySymbols.Add(report.Symbol.Underlying);
	        	}
			}
			
			foreach (var equitySymbol in longEquitySymbols) 
			{
				SetHoldings(equitySymbol, 1m / longEquitySymbols.Count);
			}
		}
		
		public override void OnSecuritiesChanged(SecurityChanges changes)
		{
			foreach (var r in changes.RemovedSecurities.Where(x => x.Symbol.SecurityType == SecurityType.Equity))
			{
				// If removed from the universe, liquidate and remove the custom data from the algorithm
				Liquidate(r.Symbol);
				RemoveSecurity(QuantConnect.Symbol.CreateBase(typeof(SECReport8K), r.Symbol, Market.USA));
			}
		}
    }
}