from QuantConnect.Indicators import AverageTrueRange, Maximum


class MACDTrendAlgorithm(QCAlgorithm):

    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(2020, 6, 23)    #Set Start Date
        self.SetEndDate(2020, 6, 23)      #Set End Date
        self.SetCash(100000)             #Set Strategy Cash
        self.MySymbol = "EURUSD"
        self.AddForex(self.MySymbol, Resolution.Minute)
        self.Trade = False
        self.TheHigh = []
        self.IndicatorLength = 22
        
        self.AtrIndicatorMinute = self.ATR(self.MySymbol, self.IndicatorLength)
        self.MaxIndicatorMinute = self.MAX(self.MySymbol, self.IndicatorLength)
        
        self.AtrIndicator15Minute = AverageTrueRange(self.IndicatorLength)
        self.MaxIndicator15Minute = Maximum(self.IndicatorLength)
        
        self.TimeFrame = 15 #15 minute bars 
        self.SetWarmup(100)
        
        #I got this from: https://www.quantconnect.com/docs/algorithm-reference/consolidating-data
        self.consolidator = QuoteBarConsolidator(self.TimeFrame)
        self.consolidator.DataConsolidated += self.CustomHandler
        self.SubscriptionManager.AddConsolidator(self.MySymbol, self.consolidator)
        
        #self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(8,45), self.GettingHigh)
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(9,00), self.TradingTime)
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(9,46), self.TradingTimeEnd)
    

    def TradingTime(self):
        self.Trade = True
        self.GetHigh = True
        
    def TradingTimeEnd(self):
        self.Trade = False
        self.GetHigh = False
    
    def OnData(self, data):
        
        if self.Trade: 
            self.TheHigh.insert(0,self.Securities[self.MySymbol].High)
            self.Log("1 Minute ATR: " + str(self.AtrIndicatorMinute.Current.Value))
            self.Log("1 Minute High " + str(self.MaxIndicatorMinute.Current.Value))
    
    def CustomHandler(self, sender, consolidated):
        self.AtrIndicator15Minute.Update(consolidated)
        self.MaxIndicator15Minute.Update(consolidated.Time, consolidated.High)
        
        if self.Trade: 
            self.Log(" 15 Minute ATR: " + str(self.AtrIndicator15Minute.Current.Value))
            self.Log(" 15 Minute High " + str(self.MaxIndicator15Minute.Current.Value))