from AlgorithmImports import *
from QuantConnect.DataSource import *

class BlockchainBitcoinMetadataAlgorithm(QCAlgorithm):
    
    def initialize(self) -> None:
        self.set_start_date(2019, 1, 1)   # Set Start Date
        self.set_end_date(2020, 12, 31)    # Set End Date
        self.set_cash(100000)

        # Request BTCUSD as the trading vehicle on Bitcoin Metadata
        self.btcusd = self.add_crypto("BTCUSD", Resolution.MINUTE).symbol
        # Request Bitcoin Metadata for trade signal generation
        self.bitcoin_metadata_symbol = self.add_data(BitcoinMetadata, self.btcusd).symbol

        # Historical data
        history = self.history(BitcoinMetadata, self.bitcoin_metadata_symbol, 60, Resolution.DAILY)
        self.debug(f"We got {len(history)} items from our history request for {self.btcusd} Blockchain Bitcoin Metadata")

        # Cache the last supply-demand ratio for comparison
        self.last_demand_supply = None

    def on_data(self, slice: Slice) -> None:
        # Trade only based on updated Bitcoin Metadata
        data = slice.get(BitcoinMetadata)
        
        if self.bitcoin_metadata_symbol in data and data[self.bitcoin_metadata_symbol] != None:
            # Calculate the supply-demand ratio to estimate the microeconomy structure of Bitcoin for scalp-trading
            # Transaction number as demand, hash production rate as supply
            current_demand_supply = data[self.bitcoin_metadata_symbol].numberof_transactions / data[self.bitcoin_metadata_symbol].hash_rate

            # Comparing the average transaction-to-hash-rate ratio changes, buy Bitcoin if demand is higher than supply, sell vice versa
            if self.last_demand_supply != None and current_demand_supply > self.last_demand_supply:
                self.set_holdings(self.btcusd, 1)
            else:
                self.set_holdings(self.btcusd, 0)

            self.last_demand_supply = current_demand_supply

using QuantConnect.DataSource;

namespace QuantConnect.Algorithm.CSharp
{
    public class BlockchainBitcoinMetadataAlgorithm : QCAlgorithm
    {
        private Symbol _bitcoinMetadataSymbol;
        private Symbol _btcSymbol;
        // Cache the last supply-demand ratio for comparison
        private decimal? _lastDemandSupply = null;

        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);  //Set Start Date
            SetEndDate(2020, 12, 31);    //Set End Date
            SetCash(100000);

            // Request BTCUSD as the trading vehicle on Bitcoin Metadata
            _btcSymbol = AddCrypto("BTCUSD", Resolution.Minute, Market.Bitfinex).Symbol; 
            // Request Bitcoin Metadata for trade signal generation
            _bitcoinMetadataSymbol = AddData<BitcoinMetadata>(_btcSymbol).Symbol;

            // Historical data
            var history = History(new[]{_bitcoinMetadataSymbol}, 60, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request for {_btcSymbol} Blockchain Bitcoin Metadata");
        }

        public override void OnData(Slice slice)
        {
            // Trade only based on updated Bitcoin Metadata
            var data = slice.Get<BitcoinMetadata>();
            if (!data.IsNullOrEmpty())
            {
                // Calculate the supply-demand ratio to estimate the microeconomy structure of Bitcoin for scalp-trading
                // Transaction number as demand, hash production rate as supply
                var currentDemandSupply = data[_bitcoinMetadataSymbol].NumberofTransactions / data[_bitcoinMetadataSymbol].HashRate;

                // Comparing the average transaction-to-hash-rate ratio changes, buy Bitcoin if demand is higher than supply, sell vice versa
                if (_lastDemandSupply != null && currentDemandSupply > _lastDemandSupply)
                {
                    SetHoldings(_btcSymbol, 1);
                }
                else
                {
                    SetHoldings(_btcSymbol, 0);
                }

                _lastDemandSupply = currentDemandSupply;
            }
        }
    }
}

from AlgorithmImports import *
from QuantConnect.DataSource import *

class BlockchainBitcoinMetadataFrameworkAlgorithm(QCAlgorithm):
    
    def initialize(self) -> None:
        self.set_start_date(2019, 1, 1)   # Set Start Date
        self.set_end_date(2020, 12, 31)    # Set End Date
        self.set_cash(100000)

        # Universe contains only BTCUSD as the trading vehicle on Bitcoin Metadata
        self.add_universe_selection(
            ManualUniverseSelectionModel(
            Symbol.create("BTCUSD", SecurityType.CRYPTO, Market.BITFINEX)
        ))
        # Custom alpha model that emit insights based on Bitcoin Metadata
        self.add_alpha(BlockchainBitcoinMetadataAlphaModel())
        # Equally invest to evenly dissipate the capital concentration risk from non-sysmtematic risky events
        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
        
class BlockchainBitcoinMetadataAlphaModel(AlphaModel):
    
    def __init__(self) -> None:
        self.bitcoin_metadata_symbol_by_symbol = {}
        # Cache the last supply-demand ratio for comparison
        self.last_demand_supply = {}

    def update(self, algorithm:QCAlgorithm, slice: Slice) -> List[Insight]:
        insights = []
        
        # Trade only based on updated Bitcoin Metadata
        data = slice.Get(BitcoinMetadata)
        
        for symbol, bitcoin_metadata_symbol in self.bitcoin_metadata_symbol_by_symbol.items():
            if data.contains_key(bitcoin_metadata_symbol) and data[bitcoin_metadata_symbol] != None: 
                # Calculate the supply-demand ratio to estimate the microeconomy structure of the crypto pair for scalp-trading
                # Transaction number as demand, hash production rate as supply
                current_demand_supply = data[bitcoin_metadata_symbol].numberof_transactions / data[bitcoin_metadata_symbol].hash_rate

                # Comparing the average transaction-to-hash-rate ratio changes, buy coin if demand is higher than supply
                if symbol in self.last_demand_supply and current_demand_supply > self.last_demand_supply[symbol]:
                    insights.append(Insight.price(symbol, timedelta(1), InsightDirection.UP))

                self.last_demand_supply[symbol] = current_demand_supply
                
        return insights

    def on_securities_changed(self, algorithm: QCAlgorithm, changes: SecurityChanges) -> None:
        for security in changes.added_securities:
            symbol = security.symbol
            
            # Request Bitcoin Metadata for trade signal generation
            bitcoin_metadata_symbol = algorithm.add_data(BitcoinMetadata, symbol).symbol

            self.bitcoin_metadata_symbol_by_symbol[symbol] = bitcoin_metadata_symbol

            # Historical data
            history = algorithm.history(BitcoinMetadata, bitcoin_metadata_symbol, 60, Resolution.DAILY)
            algorithm.debug(f"We got {len(history)} items from our history request for {symbol} Blockchain Bitcoin Metadata")

using QuantConnect.DataSource;

namespace QuantConnect.Algorithm.CSharp
{
    public class BlockchainBitcoinMetadataFrameworkAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);  //Set Start Date
            SetEndDate(2020, 12, 31);    //Set End Date
            SetCash(100000);

            // Universe contains only BTCUSD as the trading vehicle on Bitcoin Metadata
            AddUniverseSelection(
                new ManualUniverseSelectionModel(
                QuantConnect.Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Bitfinex)
            ));
            // Custom alpha model that emit insights based on Bitcoin Metadata
            AddAlpha(new BlockchainBitcoinMetadataAlphaModel());
            // Equally invest to evenly dissipate the capital concentration risk from non-sysmtematic risky events
            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
        }
    }

    public class BlockchainBitcoinMetadataAlphaModel: AlphaModel
    {
        private Dictionary<Symbol, Symbol> _bitcoinMetadataSymbolBySymbol = new Dictionary<Symbol, Symbol>();
        // Cache the last supply-demand ratio for comparison
        private Dictionary<Symbol, decimal> _lastDemandSupply = new Dictionary<Symbol, decimal>();

        public BlockchainBitcoinMetadataAlphaModel(){}

        public override IEnumerable<Insight> Update(QCAlgorithm algorithm, Slice slice)
        {
            var insights = new List<Insight>();
            
            // Trade only based on updated Bitcoin Metadata
            var data = slice.Get<BitcoinMetadata>();
            if (!data.IsNullOrEmpty())
            {
                foreach(var kvp in _bitcoinMetadataSymbolBySymbol)
                {
                    var symbol = kvp.Key;
                    var bitcoinMetadataSymbol = kvp.Value;

                    // Calculate the supply-demand ratio to estimate the microeconomy structure of the crypto pair for scalp-trading
                    // Transaction number as demand, hash production rate as supply
                    var currentDemandSupply = data[bitcoinMetadataSymbol].NumberofTransactions / data[bitcoinMetadataSymbol].HashRate;

                    // Comparing the average transaction-to-hash-rate ratio changes, buy coin if demand is higher than supply
                    if (_lastDemandSupply.ContainsKey(symbol) && currentDemandSupply > _lastDemandSupply[symbol])
                    {
                        insights.Add(Insight.Price(symbol, TimeSpan.FromDays(1), InsightDirection.Up));
                    }

                    _lastDemandSupply[symbol] = currentDemandSupply;
                }
            }
            
            return insights;
        }

        public override void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChanges changes)
        {
            foreach (var security in changes.AddedSecurities)
            {
                var symbol = security.Symbol;
                // Request Bitcoin Metadata for trade signal generation
                var bitcoinMetadataSymbol = algorithm.AddData<BitcoinMetadata>(symbol).Symbol;

                _bitcoinMetadataSymbolBySymbol.Add(symbol, bitcoinMetadataSymbol);

                // Historical data
                var history = algorithm.History(new[]{bitcoinMetadataSymbol}, 60, Resolution.Daily);
                algorithm.Debug($"We got {history.Count()} items from our history request for {symbol} Blockchain Bitcoin Metadata");
            }
        }
    }
}