from AlgorithmImports import *
from collections import deque
import time
class HistoryIndicatorTest(QCAlgorithm):

    def Initialize(self) -> None:
        self.SetStartDate(2021, 10, 1)   #Set Start Date
        self.symbol = self.AddEquity("AAPL", Resolution.Daily).Symbol


        start = time.time()
        self.FetchWithHistoryCall()  
        duration = time.time() - start
        self.Log(f"Fetch with History : {round(duration,6)} seconds ")      

        start = time.time()
        self.FetchWitHistoryIndicator()
        duration = time.time() - start
        self.Log(f"Fetch w/ Indicator : {round(duration,6)} seconds ")      

    # --------------------------------------------    
    # This is the old way to fetch history, slow. 
    # --------------------------------------------
    def FetchWithHistoryCall(self) -> None:
        history = self.History(self.symbol, 4000000, Resolution.Minute)
        # for bar in history.loc["AAPL"].itertuples():
        #     self.Log(bar.close)

    # -------------------------------------------------------
    # This is the new way to fetch history, faster, maybe?
    # -------------------------------------------------------
    def FetchWitHistoryIndicator(self) -> None:
        history = IdentityHistoryIndicator(4000000)
        self.WarmUpIndicator(self.symbol, history, Resolution.Minute)
        # for bar in history.History:
        #     self.Log(bar.Close)


class IdentityHistoryIndicator(PythonIndicator):
    def __init__(self, period, name="Identity History"):
        self.WarmUpPeriod = period
        self.Name = name
        self.Value = 0
        self.queue = deque(maxlen=period)

    @property
    def History(self):
        return reversed(list(self.queue))

    def Update(self, input: BaseData) -> bool:
        # self.queue.appendleft(input.Value)
        self.queue.appendleft(input)
        count = len(self.queue)
        self.Time = input.Time
        self.Value = count
        return count == self.queue.maxlen