Overall Statistics
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
import base64

### <summary>
### In this algortihm we show how you can easily use the universe selection feature to fetch symbols
### to be traded using the BaseData custom data system in combination with the AddUniverse{T} method.
### AddUniverse{T} requires a function that will return the symbols to be traded.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="universes" />
### <meta name="tag" content="custom universes" />
class DropboxUniverseSelectionAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2013,1,1)
        self.SetEndDate(2013,12,31)

        self.backtestSymbolsPerDay = {}
        self.current_universe = []
        
        self.Log(self.current_universe)
        
        self.UniverseSettings.Resolution = Resolution.Daily
        self.AddUniverse("my-dropbox-universe", self.selector)

    def selector(self, date):
        if len(self.backtestSymbolsPerDay) == 0:
            str = self.Download("https://www.dropbox.com/s/ua6ff99r75hby2j/poc.csv?dl=0")#, headers)
            self.Log(str)
            for line in str.splitlines():
                data = line.split(';')
                self.backtestSymbolsPerDay[data[0]] = data[1:]

        index = date.strftime("%Y%m%d")
        self.current_universe = self.backtestSymbolsPerDay.get(index, self.current_universe)

        return self.current_universe

    def OnData(self, slice):

        if slice.Bars.Count == 0: return
        if self.changes is None: return

        # start fresh
        self.Liquidate()

        percentage = 1 / slice.Bars.Count
        for tradeBar in slice.Bars.Values:
            self.SetHoldings(tradeBar.Symbol, percentage)

        # reset changes
        self.changes = None
        
        self.Log(self.current_universe)
    def OnSecuritiesChanged(self, changes):
        self.changes = changes