using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;

namespace QuantConnect.Algorithm.CSharp
{
    public class CoarseFineFundamentalComboAlgorithm : QCAlgorithm
    {
        private const int NumberOfSymbolsCoarse = 20;
        private const int NumberOfSymbolsFine = 10;

        private SecurityChanges _changes = SecurityChanges.None;

        public override void Initialize()
        {
            UniverseSettings.Resolution = Resolution.Daily;

            SetStartDate(2014, 04, 01);
            SetEndDate(2014, 04, 30);
            SetCash(50000);

            // this add universe method accepts two parameters:
            // - coarse selection function: accepts an IEnumerable<CoarseFundamental> and returns an IEnumerable<Symbol>
            // - fine selection function: accepts an IEnumerable<FineFundamental> and returns an IEnumerable<Symbol>
            AddUniverse(CoarseSelectionFunction, FineSelectionFunction);
        }

        public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
        {
            var sortedByDollarVolume = coarse
                .Where(x => x.HasFundamentalData)
                .OrderByDescending(x => x.DollarVolume);

            var top5 = sortedByDollarVolume.Take(NumberOfSymbolsCoarse);

            return top5.Select(x => x.Symbol);
        }

        public IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFundamental> fine)
        {
        	var candidates = fine.Where(x => 
        		Time > x.EarningReports.FileDate.AddDays(7) && // Within 7 days
        		x.EarningReports.FileDate != new DateTime())   // Invalid FileDate
        		.Take(NumberOfSymbolsFine);  
        	
        	foreach(var candidate in candidates)
        	{
        		Log(Time +" > " + candidate.Symbol + "Earning Report File Data: " + candidate.EarningReports.FileDate);
        	}
        	    
        	return candidates.Select(x => x.Symbol);
        }

        public void OnData(TradeBars data)
        {
            if (_changes == SecurityChanges.None) return;

            foreach (var security in _changes.RemovedSecurities)
            {
                if (security.Invested)
                {
                    Liquidate(security.Symbol);
                    Debug("Liquidated Stock: " + security.Symbol.Value);
                }
            }

            foreach (var security in _changes.AddedSecurities)
            {
                SetHoldings(security.Symbol, 0.1m);
                Debug("Purchased Stock: " + security.Symbol.Value);
            }

            _changes = SecurityChanges.None;
        }

        // this event fires whenever we have changes to our universe
        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            _changes = changes;

            if (changes.AddedSecurities.Count > 0)
            {
                Debug("Securities added: " + string.Join(",", changes.AddedSecurities.Select(x => x.Symbol.Value)));
            }
            if (changes.RemovedSecurities.Count > 0)
            {
                Debug("Securities removed: " + string.Join(",", changes.RemovedSecurities.Select(x => x.Symbol.Value)));
            }
        }
    }
}