# region imports
from AlgorithmImports import *
# endregion

class CalmMagentaAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 8, 1)  # Set Start Date
        self.SetEndDate(2022, 8, 5)
        self.SetCash(100000)  # Set Strategy Cash
        self.SetTimeZone('UTC')

        self.custom_symbol = self.AddData(CustomData, "BTCUSDTC", Resolution.Minute, timeZone=TimeZones.Utc).Symbol
        self.symbol = self.AddCrypto('BTCUSDT', Resolution.Minute, market=Market.Binance).Symbol

        self.debug_df = pd.DataFrame(columns=['Custom Data Close', 'QC AddCrypto Close'])

        global algo
        algo = self

    def OnData(self, data: Slice):
        #if self.Time.hour == 0 and self.Time.minute == 0:
        #    self.Log("{}: {}".format(self.Time, data['BTCUSDTC'].Close))
        if (self.Time.hour == 0 and self.Time.minute == 0) or (self.Time.hour == 23 and self.Time.minute == 59):
            # Adding Custom Data and QC Data Class data.
            custom_close = data["BTCUSDTC"].Close if data.ContainsKey("BTCUSDTC") else np.nan
            qc_close = data.Bars[self.symbol].Close if data.ContainsKey(self.symbol) else np.nan
            self.debug_df.loc[self.Time] = [custom_close, qc_close]

    def OnEndOfAlgorithm(self):
        self.Log("Time: Custom Data Close, QC AddCrypto Close")
        for i, row in self.debug_df.iterrows():
            self.Log("{}: {}, {}".format(row.name, row['Custom Data Close'], row['QC AddCrypto Close']))

class CustomData(PythonData):
    """ Custom Data Class. """
    def GetSource(self,
         config: SubscriptionDataConfig,
         date: datetime,
         isLive: bool) -> SubscriptionDataSource:
        file_date = date.strftime('%Y%m%d')
        file_path = "crypto/binance/minute/{}/{}_trade.zip#{}_{}_minute_trade.csv".format(
            'btcusdt', file_date,
            file_date, 'btcusdt'
        )

        source = os.path.join(Globals.DataFolder, file_path)
        return SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.Csv)

    def Reader(self,
         config: SubscriptionDataConfig,
         line: str,
         date: datetime,
         isLive: bool) -> BaseData:

        if not (line.strip() and line[0].isdigit()):
            return None

        data = CustomData()
        data.Symbol = config.Symbol

        try:
            # Example File Format:
            # Timestamp (milliseconds)  Open       High        Low       Close
            # 60000                     7792.9    7799.9     7722.65    7748.7

            data_line = line.split(',')

            data_time = timedelta(milliseconds=int(data_line[0]))
            data.Period = timedelta(minutes=1)

            # Both Time and EndTime end up being the EndTime value
            data.Time = date + data_time
            data.EndTime = date + data_time + data.Period

            data.Value = float(data_line[4])
            data['Open'] = float(data_line[1])
            data['High'] = float(data_line[2])
            data['Low'] = float(data_line[3])
            data['Close'] = float(data_line[4])
            data['Volume'] = float(data_line[5])

            if data.EndTime.hour == 0 and data.EndTime.minute == 0:
                algo.Log("Time of data: {}".format(
                    timedelta(milliseconds=int(line.split(',')[0]))))
                algo.Log("Data.Time, Data.EndTime, Close, OHLV: {}".format((
                            data.Time, data.EndTime, data["Close"], data["Open"],
                            data["High"], data["Low"], data["Volume"])))
        except Exception as e:
            return None
        return data

    def DataTimeZone(self):
        '''
        Select the time zone of your data here.
        Defaults to New York timezone if no implementation is provided.
        '''
        return TimeZones.Utc
    
    def DefaultResolution(self):
        '''
        Sets the default resolution of this data source.
        '''
        return Resolution.Minute