# region imports
from AlgorithmImports import *
import pandas as pd
import numpy as np
from datetime import time, datetime, timedelta
# endregion

class MyAlgorithm(QCAlgorithm):
	
    def Initialize(self):
        self.SetStartDate(2021, 3, 15)  # Set Start Date
        self.SetEndDate(2021, 4, 15)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity('AAPL', Resolution.Minute)
        self.symbol.SetDataNormalizationMode(DataNormalizationMode.Raw)

        self.invest = False
        self.sell = True
        self.liquidate = True
        self.potential_buy = False
        self.indicator_week = False
        self.indicator_day = 0
        self.indicatorHigh = 0
        self.indicatorWeekHigh = 0

        dailyConsolidator = TradeBarConsolidator(timedelta(days=1))
        self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, dailyConsolidator)
        dailyConsolidator.DataConsolidated += self.OnTwoDayBar
        self.barWindow = RollingWindow[TradeBar](2)

        weeklyConsolidator = TradeBarConsolidator(Calendar.Weekly)
        self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, weeklyConsolidator)
        weeklyConsolidator.DataConsolidated += self.OnTwoWeekBar
        self.weekBarWindow = RollingWindow[TradeBar](2)

    def OnData(self, data):
        self.Plot('Custom Chart', 'symbol Price', self.Securities[self.symbol.Symbol].Close)
        profit = self.Portfolio[self.symbol.Symbol].UnrealizedProfitPercent
        symbol_price = self.Securities[self.symbol.Symbol].Price
        
        if (self.indicator_day == self.Time.day) and (symbol_price > self.indicatorHigh) and self.potential_buy:
            shares_to_buy = int(self.Portfolio.Cash / data[self.symbol.Symbol].Open)
            self.MarketOrder(self.symbol.Symbol, (shares_to_buy*0.1))
            self.potential_buy = False

        if (symbol_price > self.indicatorWeekHigh) and self.indicator_week:
            shares_to_buy = int(self.Portfolio.Cash / data[self.symbol.Symbol].Open)
            self.MarketOrder(self.symbol.Symbol, (shares_to_buy*0.1))
            self.potential_buy = False

    def OnTwoDayBar(self, sender, bar):
        self.barWindow.Add(bar)
        
        if not self.barWindow.IsReady:
            return
        
        indicatorBar = self.barWindow[0]
        previousBar = self.barWindow[1]
        
        self.indicatorHigh = indicatorBar.High
        indicatorLow = indicatorBar.Low
        
        previousHigh = previousBar.High
        previousLow = previousBar.Low

        # Inside Bar
        if (self.indicatorHigh < previousHigh) and (indicatorLow > previousLow):
            self.indicator_day = self.Time.day
            self.potential_buy = True

        # 2Down
        if (self.indicatorHigh < previousHigh) and (indicatorLow < previousLow):
            self.indicator_day = self.Time.day
            self.potential_buy = True
    
    def OnTwoWeekBar(self, sender, bar):
        self.barWindow.Add(bar)
        
        if not self.barWindow.IsReady:
            return
        
        indicatorBar = self.barWindow[0]
        previousBar = self.barWindow[1]
        
        self.indicatorWeekHigh = indicatorBar.High
        indicatorLow = indicatorBar.Low
        
        previousHigh = previousBar.High
        previousLow = previousBar.Low

        # Inside Bar
        if (self.indicatorWeekHigh < previousHigh) and (indicatorLow > previousLow):
            self.indicator_week = True

        # 2Down
        if (self.indicatorHigh < previousHigh) and (indicatorLow < previousLow):
            self.indicator_week = True