namespace QuantConnect.Algorithm.CSharp
{
    public class ConsolidatorAt30 : QCAlgorithm
    {
        private MovingAverageConvergenceDivergence oneHourMACD;
        private MovingAverageConvergenceDivergence fourHourMACD;
        private readonly string _spy = "SPY";
        
        RollingWindow<IndicatorDataPoint> oneHourWindow;
        RollingWindow<IndicatorDataPoint> fourHourWindow;
        
        public override void Initialize()
        {
            SetStartDate(2020, 01, 01);
            SetEndDate(DateTime.Now);
            SetWarmUp(TimeSpan.FromDays(30));
            
            AddEquity(_spy, Resolution.Minute);
            
            // define our daily macd(12,26) with a 9 day signal
            oneHourMACD = new MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential);
            fourHourMACD = new MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential);
            
            oneHourWindow = new RollingWindow<IndicatorDataPoint>(4);
            fourHourWindow = new RollingWindow<IndicatorDataPoint>(4);
            
            var oneHour = new TradeBarConsolidator(TimeSpan.FromMinutes(60));
            var fourHours = new TradeBarConsolidator(TimeSpan.FromMinutes(240));
            
            //bind event handler to data consolidated event.
            oneHour.DataConsolidated += OnOneHour;
            fourHours.DataConsolidated += OnFourHours;
            
            oneHourMACD.Histogram.Updated += (object sender, IndicatorDataPoint updated) =>
            {
            oneHourWindow.Add(updated);
            };
            
            fourHourMACD.Histogram.Updated += (object sender, IndicatorDataPoint updated) =>
            {
            fourHourWindow.Add(updated);
            };
            
            //register the consolidator for data.
            SubscriptionManager.AddConsolidator(_spy, oneHour);
            RegisterIndicator(_spy, oneHourMACD, oneHour);
            
            SubscriptionManager.AddConsolidator(_spy, fourHours);
            RegisterIndicator(_spy, fourHourMACD, fourHours);
        }
        
	    public void OnOneHour(object sender, TradeBar consolidated)
	    {
	    	if (!oneHourMACD.IsReady) return;
            if (!oneHourWindow.IsReady) return;
            
            Debug("One Hour MACD: "+ oneHourMACD.Histogram + " Previous: " + oneHourWindow[1]*1);
	    }
	    
	    public void OnFourHours(object sender, TradeBar consolidated)
	    {
	    	if (!fourHourMACD.IsReady) return;
            if (!fourHourWindow.IsReady) return;
            
            Debug("---Four Hour MACD: "+ fourHourMACD.Histogram + " Previous: " + fourHourWindow[1]*1);
	    }
	    
        public void OnData(TradeBars data)
        {
            
        }
    }
}