from AlgorithmImports import *
from QuantConnect.DataSource import *

class QuiverCNBCsAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2021, 10, 1)   #Set Start Date
        self.set_end_date(2021, 10, 31)    #Set End Date
        self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
        # Subscribe to CNBC data for AAPL to generate trade signal
        self.dataset_symbol = self.add_data(QuiverCNBCs, self.aapl).symbol

        # history request
        history = self.history(self.dataset_symbol, 10, Resolution.DAILY)
        self.debug(f"We got {len(history)} items from historical data request of {self.dataset_symbol}.")

    def on_data(self, slice: Slice) -> None:
        for cnbcs in slice.Get(QuiverCNBCs).values():
            # Using mean prediction from CNBC analysts to be the trade signal
            # If the average CNBC insight is upward movement, invest AAPL
            if np.mean([cnbc.direction for cnbc in cnbcs]) > 0:
                self.set_holdings(self.aapl, 1)
            else:
                self.set_holdings(self.aapl, 0)

using QuantConnect.DataSource;

namespace QuantConnect
{
    public class QuiverCNBCsAlgorithm : QCAlgorithm
    {
        private Symbol _symbol, _datasetSymbol;

        public override void Initialize()
        {
            SetStartDate(2021, 10, 1);  //Set Start Date
            SetEndDate(2021, 10, 31);    //Set End Date
            _symbol = AddEquity("AAPL").Symbol;
            // Subscribe to CNBC data for AAPL to generate trade signal
            _datasetSymbol = AddData<QuiverCNBCs>(_symbol).Symbol;

            // history request
            var history = History<QuiverCNBCs>(new[] {_datasetSymbol}, 10, Resolution.Daily);
            Debug($"We got {history.Count()} items from historical data request of {_datasetSymbol}.");
        }

        public override void OnData(Slice slice)
        {
            foreach (var kvp in slice.Get<QuiverCNBCs>())
            {
                // Using mean prediction from CNBC analysts to be the trade signal
                // If the average CNBC insight is upward movement, invest AAPL
                if (kvp.Value.Average(x => (int) (x as QuiverCNBC).Direction) > 0)
                {
                    SetHoldings(_symbol, 1);
                }
                else
                {
                    SetHoldings(_symbol, 0);
                }
            }
        }
    }
}

from AlgorithmImports import *
from QuantConnect.DataSource import *

class QuiverCNBCsDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2021, 6, 1)
        self.set_cash(100000)

        self.dataset_symbol_by_symbol = {}
        # Filter universe based on CNBC data
        self.add_universe(QuiverCNBCsUniverse, self.universe_selection)

        self.add_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(1)))

        # Invest equally to evenly dissipate the capital concentration risk
        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())

    def universe_selection(self, data: List[QuiverCNBCsUniverse]) -> List[Symbol]:
        cnbc_data_by_symbol = {}

        for datum in data:
            symbol = datum.symbol
            
            if symbol not in cnbc_data_by_symbol:
                cnbc_data_by_symbol[symbol] = []
            cnbc_data_by_symbol[symbol].append(datum)
    
        # Select the stocks with at least 3 CNBC analysts to suggest buy, reassuring the signal
        return [symbol for symbol, d in cnbc_data_by_symbol.items()
                if len([x for x in d if x.direction == OrderDirection.BUY]) >= 3]

    def on_securities_changed(self, changes: SecurityChanges) -> None:
        for security in changes.added_securities:
            # Requesting CNBC Data
            symbol = security.symbol
            dataset_symbol = self.add_data(QuiverCNBCs, symbol).symbol
            self.dataset_symbol_by_symbol[symbol] = dataset_symbol
            
            # Historical Data
            history = self.history(dataset_symbol, 10, Resolution.DAILY)
            self.debug(f"We got {len(history)} items from our history request on {dataset_symbol}.")

        for security in changes.removed_securities:
            dataset_symbol = self.dataset_symbol_by_symbol.pop(security.symbol, None)
            if dataset_symbol:
                # Remove subscription of CNBC data to release computation resources
                self.remove_security(dataset_symbol)

using QuantConnect.DataSource;

namespace QuantConnect.Algorithm.CSharp.AltData
{
    public class QuiverCNBCsDataAlgorithm : QCAlgorithm
    {
        private Dictionary<Symbol, Symbol> _datasetSymbolBySymbol = new();
        public override void Initialize()
        {
            SetStartDate(2021, 1, 1);
            SetEndDate(2021, 6, 1);
            SetCash(100000);

            // Filter universe based on CNBC data
            AddUniverse<QuiverCNBCsUniverse>(data =>
            {
                var cnbcDataBySymbol = new Dictionary<Symbol, List<QuiverCNBCsUniverse>>();

                foreach (var datum in data.OfType<QuiverCNBCsUniverse>())
                {
                    var symbol = datum.Symbol;

                    if (!cnbcDataBySymbol.ContainsKey(symbol))
                    {
                        cnbcDataBySymbol.Add(symbol, new List<QuiverCNBCsUniverse>());
                    }
                    cnbcDataBySymbol[symbol].Add(datum);
                }

                // Select the stocks with at least 3 CNBC analysts to suggest buy, reassuring the signal
                return from kvp in cnbcDataBySymbol
                    where kvp.Value.Where(x => x.Direction == OrderDirection.Buy).Count() >= 3
                    select kvp.Key;
            });

            AddAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(1)));

            // Invest equally to evenly dissipate the capital concentration risk
            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
        }

        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            foreach (var security in changes.AddedSecurities)
            {
                // Requesting CNBC Data
                var symbol = security.Symbol;
                var datasetSymbol = AddData<QuiverCNBCs>(symbol).Symbol;
                _datasetSymbolBySymbol.Add(symbol, datasetSymbol);

                // History request
                var history = History<QuiverCNBCs>(datasetSymbol, 10, Resolution.Daily);
                Debug($"We get {history.Count()} items in historical data of {datasetSymbol}");
            }
            
            foreach (var security in changes.RemovedSecurities)
            {
                var symbol = security.Symbol;
                if (_datasetSymbolBySymbol.ContainsKey(symbol))
                {
                    // Remove subscription of CNBC data to release computation resources
                    _datasetSymbolBySymbol.Remove(symbol, out var datasetSymbol);
                    RemoveSecurity(datasetSymbol);
                }
            }
        }
    }
}

#r "../QuantConnect.DataSource.QuiverCNBC.dll"
using QuantConnect.DataSource;

var qb = new QuantBook();

// Requesting data
var aapl = qb.AddEquity("AAPL", Resolution.Daily).Symbol;
var symbol = qb.AddData<QuiverCNBCs>(aapl).Symbol;

// Historical data
var history = qb.History<QuiverCNBCs>(symbol, 60, Resolution.Daily);
foreach (var cnbcs in history)
{
    foreach (QuiverCNBC cnbc in cnbcs)
    {
        Console.WriteLine($"{cnbc.Symbol} traders at {cnbc.EndTime}: {cnbc.Traders}");
    }
}

// Add Universe Selection
IEnumerable<Symbol> UniverseSelection(IEnumerable<BaseData> altCoarse)
{
    return from d in altCoarse.OfType<QuiverCNBCsUniverse>()
        where d.Traders.Contains("Cramer") select d.Symbol;
}
var universe = qb.AddUniverse<QuiverCNBCsUniverse<(UniverseSelection);

// Historical Universe data
var universeHistory = qb.UniverseHistory(universe, qb.Time.AddDays(-60), qb.Time);
foreach (var cnbcs in universeHistory)
{
    foreach (QuiverCNBCsUniverse cnbc in cnbcs)
    {
        Console.WriteLine($"{cnbc.Symbol} traders at {cnbc.EndTime}: {cnbc.Traders}");
    }
}

qb = QuantBook()

# Requesting Data
aapl = qb.add_equity("AAPL", Resolution.DAILY).symbol
symbol = qb.add_data(QuiverCNBCs, aapl).symbol

# Historical data
history = qb.history(QuiverCNBCs, symbol, 60, Resolution.DAILY)
for (symbol, time), cbncs in history.items():
    for cbnc in cbncs:
        print(f"{cbnc.symbol} traders at {cbnc.end_time}: {cbnc.traders}")

# Add Universe Selection
def universe_selection(alt_coarse: List[QuiverCNBCsUniverse]) -> List[Symbol]:
    return [d.symbol for d in alt_coarse if 'Cramer' in d.traders]

universe = qb.add_universe(QuiverCNBCsUniverse, universe_selection)
        
# Historical Universe data
universe_history = qb.universe_history(universe, qb.time-timedelta(60), qb.time)
for (_, time), cbncs in universe_history.items():
    for cbnc in cbncs:
        print(f"{cbnc.symbol} traders at {cbnc.end_time}: {cbnc.traders}")