#region imports
from AlgorithmImports import *
#endregion
class MATICana_USD(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 10, 20)  # Set Start Date
        self.SetEndDate(2022, 10, 25) #Set End Date
        self.SetCash(10000)  # Set Strategy Cash
        self.SetBrokerageModel(BrokerageName.BinanceUS, AccountType.Cash)
        self.symbol = self.AddCrypto("MATICUSD", Resolution.Hour, Market.BinanceUS).Symbol
        self.sto = Stochastic(14, 1, 3)
        self.highestPrice = 0
        self.next_trade_time = datetime.min
        self.entryPrice = 0
        self.entryTicket = None
        self.month = 0

    
    def IsRebalanceDue(self, time):
        if time.month == self.month or time.month not in [1, 4, 7, 10]:
            return None
        
        self.month = time.month
        return time

    def OnData(self, data):
        if data.QuoteBars.ContainsKey(self.symbol):
            self.sto.Update(data.QuoteBars[self.symbol])
        if self.sto.IsReady:
            indicator_value = self.sto.Current.Value

        MATIC_stoch_k = self.sto.StochK.Current.Value
        MATIC_stoch_d = self.sto.StochD.Current.Value
        
        price = self.Securities[self.symbol].Price
        if not self.Portfolio[self.symbol].Invested and not self.Transactions.GetOpenOrders(self.symbol):
            if MATIC_stoch_d <= 15 and MATIC_stoch_d > 3 and self.Time > self.next_trade_time:
                quantity = self.CalculateOrderQuantity("MATICUSD", 1)
                self.entryTicket = self.MarketOrder("MATICUSD", quantity)
                self.entryPrice = price

        if self.Portfolio[self.symbol].Invested:
            if MATIC_stoch_k >= 96 and MATIC_stoch_k < 105:  
                quantity = self.CalculateOrderQuantity(self.symbol, 0)
                self.Quit(f"Liquidation quantity: {quantity}")
                self.Liquidate("MATICUSD")
                self.next_trade_time = self.Time + timedelta(hours = 4)

            if price > self.highestPrice:
                self.highestPrice = price 
            
            if self.Securities["MATICUSD"].Price < (self.highestPrice * .95):
                self.Liquidate("MATICUSD")
                self.next_trade_time = self.Time + timedelta(hours = 4)