# region imports
from AlgorithmImports import *
# endregion

class VolumeProfileAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.SetStartDate(2022, 1, 1)
        self.SetEndDate(2022, 12, 31)
        self.SetCash(100000)
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.vp = self.VP(self.symbol, 10, 0.70, 0.05)
        self.vah_window = RollingWindow[float](2)
        self.val_window = RollingWindow[float](2)
        self.WarmUpIndicator(self.symbol, self.vp)
        self.Log("Time, Price, vah, val, d_vah, d_val, percentVal")

    def OnData(self, data: Slice) -> None:
        # find value area bounds and related values
        if not self.vp.IsReady: return
        vah = self.vp.ValueAreaHigh
        val = self.vp.ValueAreaLow
        self.vah_window.Add(vah)
        self.val_window.Add(val)
        if not self.vah_window.IsReady or not self.val_window.IsReady: return
        d_vah = (self.vah_window[0] - self.vah_window[1]) / self.vah_window[1]
        d_val = (self.val_window[0] - self.val_window[1]) / self.val_window[1]
        
        # find asset price and related values
        if not data.Bars.ContainsKey(self.symbol): return
        price = data[self.symbol].Close
        percentVal = (price-val) / (vah-val)

        # update plots
        self.Plot("Price Chart", "Asset Price", data[self.symbol].Close)
        self.Plot("Price Chart", "POC", self.vp.POCPrice)
        self.Plot("Price Chart", "Value area high", vah)
        self.Plot("Price Chart", "Value area low", val)
        self.Plot("Volume Chart", "Value area volume", self.vp.ValueAreaVolume)

        # update logs
        self.Log(f"{self.Time},{price},{vah},{val},{d_vah},{d_val},{percentVal}")