from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Python import PythonQuandl
from datetime import datetime, timedelta

class QCUQuandlFutures(QCAlgorithm):
    '''QuantConnect University: Futures Example 
    QuantConnect allows importing generic data sources! This example demonstrates 
    importing a futures data from the popular open data source Quandl.
    QuantConnect has a special deal with Quandl giving you access to Stevens Continuous Futurs (SCF) for free.
    If you'd like to download SCF for local backtesting, you can download it through Quandl.com.'''

    def Initialize(self):
        ''' Initialize the data and resolution you require for your strategy '''
        self.SetStartDate(2000, 1, 1)
        self.SetEndDate(datetime.now().date() - timedelta(1))
        self.SetCash(25000);

        # Symbol corresponding to the quandl code
        self.crude = "SCF/CME_CL1_ON"
        self.AddData(QuandlFuture, self.crude, Resolution.Daily)


    def OnData(self, data):
        '''Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.'''
        if self.Portfolio.HoldStock: return
     
        self.SetHoldings(self.crude, 1);
        self.Debug(str(self.Time) + str(" Purchased Crude Oil: ") + self.crude)


class QuandlFuture(PythonQuandl):
    '''Custom quandl data type for setting customized value column name. Value column is used for the primary trading calculations and charting.'''
    def __init__(self):
        # Define ValueColumnName: cannot be None, Empty or non-existant column name
        # If ValueColumnName is "Close", do not use PythonQuandl, use Quandl:
        # self.AddData[QuandlFuture](self.crude, Resolution.Daily)
        self.ValueColumnName = "Settle"