class VerticalQuantumAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2003, 3, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.dict = {}
        self.AddEquity("SPY", Resolution.Minute)
        #define our bb indicator for SPY
        self.bb = self.BB("SPY", 20, 2, MovingAverageType.Simple, Resolution.Minute);
        #tradelock keeps track of whether our entry conditions have been met
        # if trade lock is true, entry conditions are not yet met, we cannot enter a trade
        # if trade lock is false, entry conditions have been met and we can now enter a trade 
        # when available
        self.loweBollingerFirstHit = False
        self.lowerLow = 0.0
        self.tradeBuyReady = False
        self.upperBollingerFirstHit = False
        self.tradeSellReady = False
        self.buyPrice = 0
        self.buyAndHold = False
        self.buyPartial = False
        self.partialPurchasePrice = False
    
    
    def OnData(self, data):
        #make sure our indicator is ready
        if not self.bb.IsReady:
            return
        
        price = self.Securities["SPY"].Price
        
        if self.buyAndHold is False:
            #if the price is below 0% BB
            if price < self.bb.LowerBand.Current.Value and  self.Portfolio["SPY"].Invested is False and self.bb.LowerBand.Current.Value < self.lowerLow:
                #if we are already in a long position, we liquidate and cut our losses
                #if self.Portfolio["SPY"].Invested:
                #self.Liquidate()
                #we set trade lock to false, allowing us to enter a trade next time price crosses above 0% BB
                self.lowerLow = self.bb.LowerBand.Current.Value
                self.SetHoldings("SPY", .3)
                self.partialPurchasePrice = price
                self.buyPartial = True
            if price > self.bb.LowerBand.Current.Value  and self.Portfolio["SPY"].Invested is False and self.tradeBuyReady is False:
                self.tradeBuyReady = True
                if price>self.partialPurchasePrice:
                    self.Liquidate()
                    self.buyPartial = False
            #if the price is above 0% BB and also trade lock is false 
            if price <= self.bb.LowerBand.Current.Value and self.tradeBuyReady is True and  self.bb.LowerBand.Current.Value > self.lowerLow and self.Portfolio["SPY"].Invested is False:
                #we enter a long position
                self.SetHoldings("SPY", 1)
                self.buyPrice = price
                self.watchOut = False
                self.tradeBuyReady = False
                self.lowerLow = 0
            
            if price > 0 and price<self.buyPrice and (self.buyPrice - price)/self.buyPrice > 3 and  self.Portfolio["SPY"].Invested :
                self.Liquidate()
            
            if price >= self.bb.UpperBand.Current.Value and self.Portfolio["SPY"].Invested and self.upperBollingerFirstHit is False and price > self.buyPrice:
                #if the price crosses the upperband and we have a long position 
                #we liquidate for profit
                self.upperBollingerFirstHit = True
                self.Liquidate()
        
            if price < self.bb.UpperBand.Current.Value and self.upperBollingerFirstHit is True and self.tradeSellReady is False and price > self.buyPrice and  self.Portfolio["SPY"].Invested:
                self.tradeSellReady = True
        
            if price >= self.bb.UpperBand.Current.Value and self.tradeSellReady is True and price > self.buyPrice and  self.Portfolio["SPY"].Invested:
                self.Liquidate()
                self.tradeSellReady = False
                self.upperBollingerFirstHit = False
        else:
            self.SetHoldings("SPY", 1)