using System;
using System.Linq;
using QuantConnect.Data.Consolidators;
using QuantConnect.Indicators;
using QuantConnect.Data.Market;
using QuantConnect.Algorithm;
using QuantConnect.Data.Custom;

namespace QuantConnect
{

	public class KYJIndicators : QCAlgorithm
	{
		//string crude = "CME/CLN2015";
		string symbol = "SPY";
		
		MovingAverageConvergenceDivergence macd;
		RelativeStrengthIndex rsi;
		MoneyFlowIndex mfi;

		decimal price;
		
		TradeBar symbolDaily;

		//Initialize the data and resolution you require for your strategy:
		public override void Initialize ()
		{
			SetStartDate (2015, 1, 7);         
			SetEndDate (2015, 1, 8);
			SetCash (25000);
			
			//Add as many securities as you like. All the data will be passed into the event handler:
			AddSecurity (SecurityType.Equity, symbol, Resolution.Minute, fillDataForward: false);
			//AddData<QuandlFuture> (crude, Resolution.Daily); 

			//Set up Indicators
			macd = MACD (symbol, 12, 26, 9, MovingAverageType.Simple, Resolution.Minute);
			rsi = RSI (symbol, 14, MovingAverageType.Simple, Resolution.Minute);
			mfi = MFI (symbol, 14, Resolution.Minute);
			
			//Setup Consolidators
			// define our daily trade bar consolidator. we can access the daily bar
			// from the DataConsolidated events
			var dailyConsolidator = new TradeBarConsolidator (TimeSpan.FromDays (1));

			// attach our event handler. the event handler is a function that will be called
			// each time we produce a new consolidated piece of data
			dailyConsolidator.DataConsolidated += OnDataDaily;

			// this call adds our daily consolidator to the manager to receive updates
			// from the engine
			SubscriptionManager.AddConsolidator (symbol, dailyConsolidator);
			
			var chart = new Chart("rsi");
			var buy = new Series("buy", SeriesType.Scatter);
			var sell = new Series("sell", SeriesType.Scatter);
			var rsis = new Series("rsi");
			chart.AddSeries(buy);
			chart.AddSeries(sell);
			chart.AddSeries(rsis);
			AddChart(chart);
		}
		
		public void OnDataDaily (object sender, TradeBar consolidated) {
		    symbolDaily = consolidated;
		    Log(Time.ToString("u") + " Close price: " + consolidated.Close);
		}

		//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
		//public void OnData (Quandl data)
		public void OnData (TradeBars data)
		{
			/*
			if (!macd.IsReady || !rsi.IsReady || !mfi.IsReady) {
				return;
			}
			*/
			
			decimal macdLine = macd.Fast - macd.Slow;
			decimal macdHistogram = Math.Round(macdLine - macd.Signal,3);
			
			price = Math.Round(data[symbol].Close, 3);

			// MFI not working (always 100)
			Plot("rsi","rsi",rsi);
			if (!Portfolio.Invested && (rsi < 30) ) {
			    Plot("rsi", "buy", rsi);
			    Plot("rsi", "rsi", rsi);
				SetHoldings (symbol, 0.75);
				Log (Time.ToString ("u") + " Purchased: " + symbol + " price = " + price + " MACDHis = " + macdHistogram + " RSI = " + rsi + " MFI = " + mfi);

			}
			else if (Portfolio.Invested && (rsi > 70) ) {
			    Plot("rsi", "sell", rsi);
			    Plot("rsi", "rsi", rsi);
				Liquidate (symbol);
				Log (Time.ToString ("u") + " Sold: " + symbol + " price = " + price + " MACDHis = " + macdHistogram + " RSI = " + rsi + " MFI = " + mfi);
			}
		}
		
		// Fire plotting events once per day:
		public override void OnEndOfDay (string symbol)
		{
		    /*
			if (!macd.IsReady || !rsi.IsReady || !mfi.IsReady) {
				return;
			}
			*/

			 //Plot("MACD", "Price", price);
			 //Plot("MACD", macd.Fast, macd.Slow);
		     //Plot ("RSI", "rsi", rsi);
		     //Plot ("RSI", "price", price);
			 //Plot ("MFI", mfi);
		}
	}

// 	Custom quandl data type for setting customized value column name.
// 	Value column is used for the primary trading calculations and charting.

		public class QuandlFuture : Quandl
		{
	
			public QuandlFuture () : base (valueColumnName: "Settle")
			{
			}
		}
		
}