# region imports
from AlgorithmImports import *
# endregion

class FredDffTest(QCAlgorithm):

    def Initialize(self):
        self.first = True
        self.start_date = datetime.strptime(self.GetParameter('start_date'), '%Y-%m-%d')
        self.SetStartDate(self.start_date.year, self.start_date.month, self.start_date.day)
        self.SetCash(float(self.GetParameter('initial_cash')))
        self.fred_api_key = self.GetParameter('fred_api_key')

        # Works fine but obviously doesn't call via OnData, just loads a dictionary
        #self.dff1 = DailyFedFundRates(self, self.start_date).Read()
        #self.Log(self.dff1)

        # Never calls the DailyFedFundRates2.Reader method?  Why not?
        # I also need to be able to pass in an api key and a start date.  How?
        self.dff2 = self.AddData(DailyFedFundRates2, "DailyFedFundRates2", Resolution.Daily).Symbol
        self.SetBenchmark(self.dff2)

        # I don't want to call History() - I want my data to appear in the OnData method, right?
        customDataHistory = self.History(DailyFedFundRates2, "DailyFedFundRates2", timedelta(365))
        self.Log(customDataHistory)

    def OnData(self, data: Slice):
        self.Log(data)
        return


######################################################################################
# The DFF observations look like this:
# {
#    "count" : 1,
#    "file_type" : "json",
#    "limit" : 100000,
#    "observation_end" : "9999-12-31",
#    "observation_start" : "2022-09-01",
#    "observations" : [
#       {
#          "date" : "2022-09-01",
#          "realtime_end" : "2022-09-06",
#          "realtime_start" : "2022-09-06",
#          "value" : "2.33"
#       }
#    ],
#    "offset" : 0,
#    "order_by" : "observation_date",
#    "output_type" : 1,
#    "realtime_end" : "2022-09-06",
#    "realtime_start" : "2022-09-06",
#    "sort_order" : "asc",
#    "units" : "lin"
# }
######################################################################################

# Proof that the outside data is available.
class DailyFedFundRates():

    def __init__(self, algorithm: QCAlgorithm, start_date):
        self.Algorithm = algorithm
        formatted_start_date = start_date.strftime('%Y-%m-%d')
        url = f"https://api.stlouisfed.org/fred/series/observations?series_id=DFF&api_key={self.Algorithm.fred_api_key}&file_type=json&observation_start={formatted_start_date}"
        self.Content = self.Algorithm.Download(url)


    def Read(self):
        if not (self.Content.strip()):
            raise Exception(f'Cannot read FRED DFF data.  Aborting.' )

        datapoints = {}
        jsobj = json.loads(self.Content)
        for item in jsobj["observations"]:
            try:
                # datapoints[ item["date"] ] = {'date': item["date"], 'value': item["value"]}
                datapoints[ item["date"] ] = float(item["value"])  
            except ValueError:
                pass

        if (len(datapoints) == 0):
            raise Exception(f'Cannot parse FRED DFF data  No valid observations found.  Aborting.')

        return datapoints


# Doesn't work.  
# - Never calls the Reader method, even when supplied with a valid key.  Why?
# - need to find a way to pass in the API key and not hard code it in the GetSource call.
# - need to find a way to pass in the start date and not hard code it in the GetSource call.
# 
class DailyFedFundRates2(PythonData):

    def GetSource(self, config, date, isLiveMode):        
        source = f"https://api.stlouisfed.org/fred/series/observations?series_id=DFF&api_key=REDACTED&file_type=json&observation_start=2022-01-01"
        return SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile, FileFormat.UnfoldingCollection)

    def Reader(self, config, line, date, isLiveMode):
        if not (self.line.strip()):
            raise Exception(f'Cannot read FRED DFF data.  Aborting.' )

        datapoints = []
        jsobj = json.loads(self.Content)
        for item in jsobj["observations"]:
            try:
                index          = DailyFedFundRates2()
                index.Symbol   = config.symbol
                index.Time     = datetime.strptime( item["Date"], "%Y-%m-%d")
                index.EndTime  = index.Time + timedelta(days=1)
                index.Value    = float(item["value"])                
                datapoints.append(index)                                
            except ValueError:
                pass

        if (len(datapoints) == 0):
            raise Exception(f'Cannot parse FRED DFF data  No valid observations found.  Aborting.')

        # I'm guessing I can't return a list but it doesn't matter since we never get here anyway.
        return datapoints