using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;

using QuantConnect.Data.Market;
using QuantConnect.Orders;
using QuantConnect.Orders.Fees;
using QuantConnect.Orders.Fills;
using QuantConnect.Orders.Slippage;
using QuantConnect.Securities;

namespace QuantConnect
{
    public class AutomatonTrade : QCAlgorithm
    {
    	private List<string> symbolTracker = new List<string>();
    	
        public override void Initialize()
        {
            // Initialize.
            this.SetStartDate(2017, 1, 1);
            this.SetEndDate(2017, 1, 31);
            this.SetCash(1000);
            this.SetTimeZone(TimeZones.NewYork);

            // Setup brokerage.
            this.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin);

            // Setup universe.
            this.UniverseSettings.Resolution = Resolution.Minute;

        	// Live universe with selection.
        	this.AddUniverse(CoarseSelectionFunction);
        }

        public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
        {
            var sortedByDollarVolume = coarse
            	.Where(x => x.Volume > 1000000)
                .OrderBy(x => x.Price)
                .ThenByDescending(x => x.DollarVolume)
                .ThenByDescending(x => x.Volume);

            var top = sortedByDollarVolume.Take(200);
            
            this.Log("CoarseSelectionFunction count: " + top.Count());

            return top.Select(x => x.Symbol);
        }

        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
        	this.Log("ActiveSecurities count: " + this.ActiveSecurities.Count());
        	
        	if (changes.AddedSecurities.Count > 0)
            {
                foreach (var security in changes.AddedSecurities)
                {
                    this.symbolTracker.Add(security.Symbol);
                }
            }
            if (changes.RemovedSecurities.Count > 0)
            {
            	foreach (var security in changes.RemovedSecurities)
            	{
                    this.symbolTracker.Remove(security.Symbol);
            	}
            }
            
            this.Log("symbolTracker count: " + this.symbolTracker.Count());
        }
        
        private void Log(string message)
        {
        	base.Log(message);
        	Debug(message);
        }
    }
}