from clr import AddReference # .NET Common Language Runtime (CLR) <- http://pythonnet.github.io/
AddReference("System")
AddReference("QuantConnect.Algorithm") # to load an assembly use AddReference
AddReference("QuantConnect.Common")

from System import * # CLR namespaces to be treatedas Python packages
from QuantConnect import *
from QuantConnect.Algorithm import *

from QuantConnect.Python import PythonQuandl # quandl data not CLOSE
from QuantConnect.Python import PythonData # custom data

import numpy as np; import pandas as pd
from datetime import datetime, timedelta
import decimal
### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class YahooData(PythonData):
    def GetSource(self, config, date, isLiveMode):
        url = "https://www.dropbox.com/s/glt460qzmr63dns/SPYtoDropBox.csv?dl=1"
        return SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile)
    def Reader(self, config, line, date, isLiveMode):
        if not(line.strip() and line[0].isdigit()):
            return
        index = YahooData();
        try:
            data = line.split(',')
            date = data[0].split('/')
            index.Time = datetime(int(date[2]), int(date[0]), int(date[1]))
            index.Price = float(data[5])
            index["Open"] = float(data[1])
            index["High"] = float(data[2])
            index["Low"] = float(data[3])
            index["Close"] = float(data[4])
            index["AdjClose"] = float(data[5])
            index["Volume"] = float(data[6])
        except ValueError:
            return None
        return index

class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2017,1, 7)  #Set Start Date
        self.SetEndDate(2018,4,5)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.AddData(YahooData, "MYSPY")
        self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
        
    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        Arguments:
            data: Slice object keyed by symbol containing the stock data
        '''
        self.Debug("1")