namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash. This is a skeleton
    /// framework you can use for designing an algorithm.
    /// </summary>
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        //private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
		public RollingWindow<TradeBar> Close5m;
		public RollingWindow<TradeBar> Close1d;
		public decimal chiusura5;
		public decimal chiusura1;
		public decimal chiusura2;
		public decimal chiusura3;
		public decimal chiusura4;
		public decimal aperturaoggi;
		public decimal massimogiornata;
		public decimal minimogiornata;
		public bool condition1;
		public bool condition90;
		public SimpleMovingAverage value1;
		public decimal percent;
		public decimal stopValue;
		
		private OrderTicket CurrentOrder;
    	private OrderTicket StopLoss;
    	//private OrderTicket ProfitTarget;
        /// <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(2014, 7, 1);  //Set Start Date
            SetEndDate(2018, 2, 23);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);

            // Find more symbols here: http://quantconnect.com/data
            AddCrypto("BTCUSD", Resolution.Minute);
            
            var fiveMinutes = new TradeBarConsolidator(TimeSpan.FromMinutes(5));
			fiveMinutes.DataConsolidated += OnFiveMinutes;
			SubscriptionManager.AddConsolidator("BTCUSD", fiveMinutes);
			
			var dailyMinutes = new TradeBarConsolidator(TimeSpan.FromMinutes(1440));
			dailyMinutes.DataConsolidated += OnDaily;
			SubscriptionManager.AddConsolidator("BTCUSD", dailyMinutes);
            
            Close5m = new RollingWindow<TradeBar>(10);
            Close1d = new RollingWindow<TradeBar>(10);
            
            value1 = SMA("BTCUSD", 3, Resolution.Daily);
            
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
           
        }
        
        public void OnFiveMinutes(object sender, TradeBar bar) 
		{
			//Close5m.Add(bar);
			//if (!Close5m.IsReady) return;
			//Debug("Close5min0: " + Close5m[0].Close);
			//Debug("Close5min1: " + Close5m[1].Close);
			
			//TimeSpan Sessstart = new TimeSpan(8, 0, 0); 
			//TimeSpan Sessend = new TimeSpan(14, 0, 0); 
			//TimeSpan Sessstop = new TimeSpan(13, 0, 0); 
			//TimeSpan now = DateTime.Now.TimeOfDay;
			//Debug("Now: " + now.ToString());
			condition1 = chiusura1 > chiusura2 && chiusura2 < chiusura3;
			condition90 = aperturaoggi > value1;
			//Debug(value1.ToString());
			//Debug("condition1: "+ condition1);
			//Debug("condition90: "+ condition90);
			if (!Portfolio.HoldStock && condition90 == true && condition1 == true && aperturaoggi > chiusura1)
            {
            	var quantity = 0.01;
                if (Time.Hour > 8 && Time.Hour <= 13)
                {
                	
                    // Buy 
               		CurrentOrder = StopMarketOrder("BTCUSD",  quantity, massimogiornata, tag:"longEntry");
               		// Set StopLoss order
               		//StopLoss = StopMarketOrder("BTCUSD", -quantity, massimogiornata);
               		// Set Profit Target 
               		//ProfitTarget = LimitOrder("BTCUSD"), -quantity, price * (1m + TakeProfitPercent));
                    //SetHoldings("BTCUSD", 0.001);
                }
                else if (Portfolio.HoldStock)
                {
                	var currentStopPrice = CurrentOrder.Get(OrderField.StopPrice);
                    StopLoss = StopMarketOrder("BTCUSD", -quantity,(currentStopPrice - stopValue), tag:"StopLoss");
                }
                else if ((Portfolio.Invested) && (Time.Hour >= 14))
                {
                    StopLoss = Order("BTCUSD", -quantity);
                }

                //var btcHoldings = Portfolio.CashBook["BTC"].Amount;
                //var usdCash = Portfolio.CashBook["USD"].Amount;
                //Log($"{Time} - BTC holdings: {btcHoldings:F8} - USD cash: {usdCash:F2}");
            }
		}
		
		
		private void OnDaily(object sender, TradeBar consolidated)
		{
			Close1d.Add(consolidated);
			if (!Close1d.IsReady) return;
			//Debug("CloseDaily0: " + Close1d[0].Close);
			//Debug("CloseDaily1: " + Close1d[1].Close);
			chiusura5 = Close1d[5].Close;
			chiusura1 = Close1d[1].Close;
			chiusura2 = Close1d[2].Close;
			chiusura3 = Close1d[3].Close;
			chiusura4 = Close1d[4].Close;
			aperturaoggi = Close1d[0].Open;
			massimogiornata = Close1d[0].High;
			minimogiornata = Close1d[0].Low;
			
			percent = chiusura1 / 100;
			stopValue = 4*percent;
			//Debug("percent: " + percent);
			//Debug("stopValue: " + stopValue);
			condition1 = chiusura1 > chiusura2 && chiusura2 < chiusura3;
			condition90 = aperturaoggi > value1;
			//Debug("chiusura1: " + chiusura1);
			//Debug("chiusura2: " + chiusura2);
			//Debug("chiusura3: " + chiusura3);
			//Debug("aperturaoggi: " + aperturaoggi);
			//Debug("massimogiornata: " + massimogiornata);
			//Debug("minimogiornata: " + minimogiornata);
			//Debug("condition1: "+ condition1);
			//Debug("condition90: "+ condition90);
			
		}
        
    }
}