using System;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Data.Consolidators;

namespace QuantConnect.Algorithm.Examples
{

    /// <summary>
    /// Testing algorithm simply initializes the date range and cash
    /// </summary>
    public class TestingCustomDataAlgo : QCAlgorithm
    {

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
          
            SetStartDate(new DateTime(2010, 05, 03, 00, 00, 00));
            SetEndDate(2010, 06, 01);

            AddData<EURUSD>("EURUSD");

            //create an event to handle the hourly bars
            var consolidator = ResolveConsolidator("EURUSD", Resolution.Daily);
            consolidator.DataConsolidated += HourBarHandler;
            SubscriptionManager.AddConsolidator("EURUSD", consolidator);

            var dtbConsolidator = new DailyTradeBarConsolidator();
            dtbConsolidator.DataConsolidated += DayBarHandler;
            SubscriptionManager.AddConsolidator("EURUSD", dtbConsolidator);

        }

        private void DayBarHandler(object sender, BaseData consolidated)
        {
            Console.WriteLine("\nDBH Consolidated Time: " + consolidated.Time.DayOfWeek + " at " + consolidated.Time);
        }              

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">TradeBars IDictionary object with your stock data</param>
        public void OnData(EURUSD data)
        {
            //Console.WriteLine("Time: " + data.Time);           
        }

        private void HourBarHandler(object sender, BaseData consolidated)
        {
            Console.WriteLine("\nConsolidated Time: " + consolidated.Time.DayOfWeek + " at " + consolidated.Time);

            //Debug("\nConsolidated Daily Time: " + consolidated.Time);
        }  
    }

    /// <summary>
    ///  ad hoc fix for daily close issue
    /// </summary>
    public class DailyTradeBarConsolidator : DataConsolidator<TradeBar>
    {
        private TradeBar _working;

        /// <summary>
        /// OutputType returns a Type?
        /// </summary>
        public override Type OutputType
        {
            get { return typeof(TradeBar); }
        }

        /// <summary>
        /// Update method
        /// </summary>
        /// <param name="data">Tradebar type</param>
        public override void Update(TradeBar data)
        {
            if (_working != null && _working.Time.Date != data.Time.Date)
            {
                OnDataConsolidated(_working);
                _working = null;
            }

            AggregateBar(ref _working, data);
        }

        /// <summary>
        /// Aggregates the new 'data' into the 'workingBar'. The 'workingBar' will be
        /// null following the event firing
        /// </summary>
        /// <param name="workingBar">The bar we're building, null if the event was just fired and we're starting a new trade bar</param>
        /// <param name="data">The new data</param>
        protected void AggregateBar(ref TradeBar workingBar, TradeBar data)
        {
            if (workingBar == null)
            {
                workingBar = new TradeBar
                {
                    Time = data.Time,
                    Symbol = data.Symbol,
                    Open = data.Open,
                    High = data.High,
                    Low = data.Low,
                    Close = data.Close,
                    Volume = data.Volume,
                    DataType = MarketDataType.TradeBar,
                    Period = data.Period
                };
            }
            else
            {
                //Aggregate the working bar
                workingBar.Close = data.Close;
                workingBar.Volume += data.Volume;
                workingBar.Period += data.Period;
                if (data.Low < workingBar.Low) workingBar.Low = data.Low;
                if (data.High > workingBar.High) workingBar.High = data.High;
            }
        }
    }


    /// <summary>
    /// EURUSD is a custom data type we create for this algorithm
    /// </summary>
    public class EURUSD : TradeBar
    {
        /// <summary>
        /// Default initializer for EURUSD.
        /// </summary>
        public EURUSD()
        {
            Symbol = "EURUSD";
        }

        /// <summary>
        /// Return the URL string source of the file. This will be converted to a stream 
        /// </summary>
        public override string GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
        {
            return @"..\..\..\Data\custom\EURUSD_1M_20100401_20141111.csv";
        }

        /// <summary>
        /// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object 
        /// each time it is called. 
        /// </summary>
        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
        {
           
            EURUSD index = new EURUSD();

            try
            {
                string[] data = line.Split(',');
                string timeValue = (Convert.ToInt32(data[2])).ToString("00:00:00");
                string dateValue = (Convert.ToInt32(data[1])).ToString("0000/00/00");
                index.Symbol = data[0];
                index.Time = DateTime.Parse(dateValue + " " + timeValue);
                index.Open = Convert.ToDecimal(data[3], CultureInfo.InvariantCulture);
                index.High = Convert.ToDecimal(data[4], CultureInfo.InvariantCulture);
                index.Low = Convert.ToDecimal(data[5], CultureInfo.InvariantCulture);
                index.Close = Convert.ToDecimal(data[6], CultureInfo.InvariantCulture);
                index.Value = index.Close;
            }
            catch (Exception ex)
            {
                ex.ToString();
            }

            return index;
        }

    }
}