from AlgorithmImports import *
from datetime import timedelta
from collections import deque
import numpy as np

from trendCalculator import get_trend

from macd_oracle import get_macd_score
from bollinger_oracle import get_bollinger_buy_and_short
from rsi_oracle import get_rsi_buy_short

class custom_alpha(AlphaModel):
    # contain bollinger band information
    class bollinger_holder:
        def __init__(self, lower, middle, upper, price):
            self.lower = lower
            self.middle = middle
            self.upper = upper
            self.price = price
    
    # contain macd information
    class macd_holder:
        def __init__(self, fast, slow, signal, macd, hist):
            self.fast = fast
            self.slow = slow
            self.signal = signal
            self.macd = macd
            self.hist = hist

    def __init__(self, algo):
        self.algo = self
        self.plotting = False
       

        # MACD Parameters
        self.macd_params = {'cross_check_length': 35, 'macd_above_below_length': 28, 'long_macd_threshold': 0.25, 
                            'short_macd_threshold': -0.25}
        self.macd_candles_history_size = 15

        # Bollinger Band Parameters
        self.Bollinger_window_size = 25 #140
        self.long_threshold = 1
        self.bollinger_params = {'long_threshold': self.long_threshold, 'short_threshold': self.long_threshold}

        # EMA parameters
        self.ema_rolling_window_length = 250
        self.derivative_threshold = .005

        # RSI Parameters
        self.price_rolling_window_length = 30 
        self.RSIS_rolling_window_length = 30 

        # ADX parameters
        self.adx_rolling_window_length = 30
        self.adx_threshold = 30

        # OBV parameters
        self.obv_rolling_window_length = 150
        self.obv_threshold = .5 # maybe change around

        # ATR parameters
        self.atr_stop_multiplier = 3

        # Trend Parameters
        self.trend_order = 5
        self.K_order = 2
        self.trend_history_size = 30 #210 # 2.5 month

        self.rsi_trend_order = 5
        self.rsi_K_order = 2

        self.obv_trend_order = 2
        self.obv_K_order = 2
        
        # Portfolio Management Parameters
        self.look_for_entries = {}
        self.entry_scores = {}
        self.hold_length = {}
        self.max_position_size = .15
        self.activeStocks = set()
        self.insight_expiry = 14
        self.insight_expiry_sell = 6
        self.port_bias = 700
        
        # Indicators
        self.trend_rolling_windows = {}
        self.MACDS = {}
        self.macd_consolidators = {}
        self.MACDS_rolling_windows = {}
        self.Bollingers = {}
        self.bollinger_consolidators = {}
        self.Bollingers_rolling_windows = {}
        self.RSIS = {}
        self.RSIS_trend = {}
        self.RSIS_rolling_windows = {}
        self.rsi_consolidators = {}
        self.EMAS = {}
        self.EMAS_rolling_windows = {}
        self.ema_consolidators = {}
        self.EMAS50 = {}
        self.EMAS50_rolling_windows = {}
        self.ema50_consolidators = {}
        self.ADX = {}
        self.adx_consolidators = {}
        self.adx_rolling = {}
        self.obvs = {}
        self.obv_consolidators = {}
        self.obvs_rolling = {}
        self.ATRS = {}
        self.atr_consolidators = {}
        self.peak_prices = {}

        self.universe_type = "equity"
        if self.universe_type != "equity":
            self.universe_equity = algo.AddEquity(self.universe_type, Resolution.Hour).Symbol

        self.symbols_invested_in_last_iteration = set()
        self.symbols_invested_in_last_iteration.add(algo.AddEquity("MS", Resolution.Hour).Symbol)
        self.symbols_invested_in_last_iteration.add(algo.AddEquity("HOOD", Resolution.Hour).Symbol)
        self.symbols_invested_in_last_iteration.add(algo.AddEquity("DAL", Resolution.Hour).Symbol)
        self.symbols_invested_in_last_iteration.add(algo.AddEquity("TOST", Resolution.Hour).Symbol)
        self.symbols_invested_in_last_iteration.add(algo.AddEquity("APP", Resolution.Hour).Symbol)

    def Update(self, algo, data):
        self.nobuyreasons = []
        insights = []
        if self.symbols_invested_in_last_iteration != None:
            for symbol in self.symbols_invested_in_last_iteration:
                self.activeStocks.add(symbol)
                insight = Insight.price(symbol, timedelta(days=self.insight_expiry-4), InsightDirection.Up, weight = .75)
                insights.append(insight)
                algo.Log("added initial insight: " + str(symbol))
        self.symbols_invested_in_last_iteration = None


        if self.universe_type != "equity" and self.universe_equity not in self.activeStocks:
            self.activeStocks.add(self.universe_equity) 

        algo.Log("symbols in active stocks: " + str(len(self.activeStocks)))
        for symbol in self.activeStocks:

            # region update indicators

            if not data.ContainsKey(symbol) or data[symbol] is None:
                self.nobuyreasons.append("no data")
                continue

            if not self.MACDS[symbol].IsReady:
                self.nobuyreasons.append("macd not ready")
                continue
            
            # if it is 10:00am 
            if data[symbol].EndTime.hour == 10 and data[symbol].EndTime.minute == 0:
                self.trend_rolling_windows[symbol].Add(data[symbol].Close)
                self.Bollingers_rolling_windows[symbol].append(self.bollinger_holder(self.Bollingers[symbol].LowerBand.Current.Value, self.Bollingers[symbol].MiddleBand.Current.Value, self.Bollingers[symbol].UpperBand.Current.Value, data[symbol].price))
                self.MACDS_rolling_windows[symbol].append(self.macd_holder(self.MACDS[symbol].Fast.Current.Value, self.MACDS[symbol].Slow.Current.Value, self.MACDS[symbol].Signal.Current.Value, self.MACDS[symbol].Current.Value, self.MACDS[symbol].histogram.Current.Value))
                self.RSIS_rolling_windows[symbol].Add(self.RSIS_trend[symbol].Current.Value)
                self.EMAS_rolling_windows[symbol].Add(self.EMAS[symbol].Current.Value)
                self.EMAS50_rolling_windows[symbol].Add(self.EMAS50[symbol].Current.Value)
                self.obvs_rolling[symbol].Add(self.obvs[symbol].Current.Value)
                self.adx_rolling[symbol].Add(self.ADX[symbol].Current.Value)
            
            # endregion


            price_trend = get_trend(self.trend_rolling_windows[symbol], self.trend_order, self.K_order)/data[symbol].price
            rsi_trend = get_trend(self.RSIS_rolling_windows[symbol], self.rsi_trend_order, self.rsi_K_order)/self.RSIS[symbol].Current.Value
            obv_trend = get_trend(self.obvs_rolling[symbol], self.obv_trend_order, self.obv_K_order)/abs(self.obvs[symbol].Current.Value)

            
            # if 50 ema has been above 200 ema for a while, trend is up
            ema_trend = 0
            ema50s = [x for x in self.EMAS50_rolling_windows[symbol]]
            ema200s = [x for x in self.EMAS_rolling_windows[symbol]]
            
            for i in range(len(ema50s)):
                if ema50s[i] > ema200s[i]:
                    ema_trend += 1
            
            bollinger_score_buy_short = get_bollinger_buy_and_short(algo, self.Bollingers_rolling_windows[symbol], 1, self.bollinger_params)
            macd_score = get_macd_score(self.MACDS_rolling_windows[symbol], 1, self.macd_params)  
            rsi_score = get_rsi_buy_short(price_trend, rsi_trend)

            prices = [x for x in self.EMAS50_rolling_windows[symbol]]
            prices.reverse()
            derivative = np.gradient(prices)/self.EMAS50_rolling_windows[symbol][0]

            # buy signal
            if ema_trend >= 210:
                # if in ema uptrend, buy if price between midle and upper bollinger
                if bollinger_score_buy_short == 1:
                    if macd_score == 1:
                        if rsi_score == 1:
                            if derivative[-1] > self.derivative_threshold:
                                if self.ADX[symbol].Current.Value > self.adx_threshold:
                                    max_adx = max(self.adx_rolling[symbol])
                                    current_adx = self.ADX[symbol].Current.Value
                                    if current_adx >= max_adx * .95:
                                        if obv_trend > self.obv_threshold:
                                            open_orders = algo.Transactions.GetOpenOrders(symbol)
                                            if not algo.Portfolio[symbol].Invested and len(open_orders) == 0:
                                                if symbol not in self.look_for_entries or self.look_for_entries[symbol] == 0:
                                                    self.look_for_entries[symbol] = 1
                                                    self.entry_scores[symbol] = abs(int(derivative[-1] * self.ADX[symbol].Current.Value * max(price_trend, 1) * max(rsi_trend, 1) * max(obv_trend, 1) * 100 + self.port_bias))
                                        else:
                                            self.nobuyreasons.append("obv trend too low: ")
                                    else:
                                        self.nobuyreasons.append("adx not at max")
                                else:
                                    self.nobuyreasons.append("adx below threshold")
                            else:
                                self.nobuyreasons.append("not in derivative uptrend")
                        else:
                            self.nobuyreasons.append("not in rsi uptrend")
                    else:
                        self.nobuyreasons.append("not in macd uptrend")
                else:
                    self.nobuyreasons.append("not in bollinger uptrend")
            else:
                self.nobuyreasons.append("not in ema uptrend")
                if bollinger_score_buy_short == 2:
                    if macd_score == 2:
                        if rsi_score == 2:
                            if derivative[-1] < -self.derivative_threshold:
                                if self.ADX[symbol].Current.Value > self.adx_threshold:
                                    min_adx = min(self.adx_rolling[symbol])
                                    current_adx = self.ADX[symbol].Current.Value
                                    if current_adx <= min_adx * 1.05:
                                        if obv_trend < -self.obv_threshold:
                                            open_orders = algo.Transactions.GetOpenOrders(symbol)
                                            if not algo.Portfolio[symbol].Invested and len(open_orders) == 0:
                                                self.look_for_entries[symbol] = -1
                                                self.entry_scores[symbol] = abs(int(derivative[-1] * self.ADX[symbol].Current.Value * max(price_trend, 1) * max(rsi_trend, 1) * max(obv_trend, 1) * 100 + self.port_bias))

            # generate sell signal
            #if self.RSIS[symbol].Current.Value < 50:
            ###    if algo.Portfolio[symbol].Invested and algo.Portfolio[symbol].IsLong:
            #        insight = Insight.price(symbol, timedelta(days=self.insight_expiry_sell), InsightDirection.Flat, weight = 1)
            #        insights.append(insight)
            #if self.RSIS[symbol].Current.Value > 50:
            #    if algo.Portfolio[symbol].Invested and algo.Portfolio[symbol].IsShort:
            #        insight = Insight.price(symbol, timedelta(days=self.insight_expiry_sell), InsightDirection.Flat, weight = 1)
            #        insights.append(insight)
            
            if self.plotting:
                if symbol in self.peak_prices and self.peak_prices[symbol] != None:
                    algo.Plot("price", "atr trail", self.peak_prices[symbol] - self.atr_stop_multiplier * self.ATRS[symbol].Current.Value)
                    algo.Plot("price", "peak", self.peak_prices[symbol])
                algo.Plot("atr", "atr", self.ATRS[symbol].Current.Value)
                algo.Plot("macd", "macd", self.MACDS[symbol].Current.Value)
                algo.Plot("adx", "adx", self.ADX[symbol].Current.Value)
                algo.Plot("obv trend", "obv trend", obv_trend)
                algo.Plot("obv", "obv", self.obvs[symbol].Current.Value)
                algo.Plot("trend", "price_trend", price_trend)
                algo.Plot("trend", "rsi_trend", rsi_trend)
                algo.Plot("rsi", "rsi", self.RSIS[symbol].Current.Value)

                algo.Plot("price", "ema50", self.EMAS50[symbol].Current.Value)
                algo.Plot("price", "ema200", self.EMAS[symbol].Current.Value)

                algo.Plot("bollinger_score", "bollinger_score", bollinger_score_buy_short)
                algo.Plot("macd_score", "macd_score", macd_score)
                algo.Plot("rsi_score", "rsi_score", rsi_score)

                algo.Plot("derivative", "derivative", derivative[-1])

                algo.Plot("ema_trend: ", "ema_trend", ema_trend)
                algo.Plot("price", "price", data[symbol].Close)
                algo.Plot("price", "bollinger_middle", self.Bollingers[symbol].MiddleBand.Current.Value)
                algo.Plot("price", "bollinger_upper", self.Bollingers[symbol].UpperBand.Current.Value)
                algo.Plot("trend", "price_trend", price_trend)

        # print out by order of most the nobuyreasons and their number of occurences
        for reason in sorted(set(self.nobuyreasons), key = lambda x: self.nobuyreasons.count(x), reverse = True):
            algo.Log(reason + ": " + str(self.nobuyreasons.count(reason)))  



        if len(self.look_for_entries.keys()) > 0:
            for key in self.look_for_entries:
                if self.look_for_entries[key] > 0:
                    self.look_for_entries[key] += 1
                    if self.look_for_entries[key] > 70:
                        self.look_for_entries[key] = 0
                        self.hold_length[key] = None
                    else:
                        #self.Log("Looking for entry for: " + str(key))
                        if self.trend_rolling_windows[key][0] > self.Bollingers[key].MiddleBand.Current.Value:
                            #insight = Insight(key, timedelta(days=2), InsightType.PRICE, InsightDirection.Down, self.entry_scores[key])
                            insight = Insight.price(key, timedelta(days=self.insight_expiry), InsightDirection.Up, weight = self.entry_scores[key])
                            self.peak_prices[key] = data[key].price
                            self.hold_length[key] = 1
                            insights.append(insight)
                            self.look_for_entries[key] = 0
                elif self.look_for_entries[key] < 0:
                    self.look_for_entries[key] -= 1
                    if self.look_for_entries[key] < -70:
                        self.look_for_entries[key] = 0
                        self.hold_length[key] = None
                    else:
                        #self.Log("Looking for entry for: " + str(key))
                        if self.trend_rolling_windows[key][0] < self.Bollingers[key].MiddleBand.Current.Value:
                            #insight = Insight(key, timedelta(days=2), InsightType.PRICE, InsightDirection.Down, self.entry_scores[key])
                            insight = Insight.price(key, timedelta(days=self.insight_expiry), InsightDirection.Down, weight = self.entry_scores[key])
                            insights.append(insight)
                            self.peak_prices[key] = data[key].price
                            self.hold_length[key] = -1
                            self.look_for_entries[key] = 0
            # endregion

        added_insights = self.atr_trail_stop_loss(algo, data)
        for insight in added_insights:
            insights.append(insight)
        return insights
    
    def atr_trail_stop_loss(self, algo, data):
        added_insights = []
        for key in algo.Portfolio.Keys:
            if key in self.peak_prices and self.peak_prices[key] != None and key in self.hold_length:
                if self.hold_length[key] != None:
                    self.hold_length[key] += 1
                if algo.Portfolio[key].IsLong:
                    if key in data and data[key] != None:
                        price = data[key].price
                    else:
                        price = self.trend_rolling_windows[key][0]
                    if price > self.peak_prices[key]: 
                        self.peak_prices[key] = price
                    if price < self.peak_prices[key] - self.atr_stop_multiplier * self.ATRS[key].Current.Value:
                        added_insights.append(Insight.price(key, timedelta(days=7), InsightDirection.Flat, weight = 1))
                        algo.Log("liquidating long " + str(key) + " price is: " + str(price) + " peak price is: " + str(self.peak_prices[key]) + " atr is: " + str(self.ATRS[key].Current.Value))
                        algo.Liquidate(key)
                        self.hold_length[key] = None
                        self.peak_prices[key] = None
                else:
                    if key in data and data[key] != None:
                        price = data[key].price
                    else:
                        price = self.trend_rolling_windows[key][0]
                    if price < self.peak_prices[key]:
                        self.peak_prices[key] = price
                    if price > self.peak_prices[key] + self.atr_stop_multiplier * self.ATRS[key].Current.Value:
                        added_insights.append(Insight.price(key, timedelta(days=7), InsightDirection.Flat, weight = 1))
                        algo.Log("liquidating short " + str(key) + " price is: " + str(price) + " peak price is: " + str(self.peak_prices[key]) + " atr is: " + str(self.ATRS[key].Current.Value))
                        algo.Liquidate(key)
                        self.hold_length[key] = None
                        self.peak_prices[key] = None
        return added_insights

    def OnSecuritiesChanged(self, algo, changes):
        # region removed securities
        for x in changes.RemovedSecurities:
            if x.Symbol in self.activeStocks:
                self.activeStocks.remove(x.Symbol)

        # can't open positions here since data might not be added correctly yet
        for x in changes.AddedSecurities:
            self.activeStocks.add(x.Symbol) 

            self.trend_rolling_windows[x.Symbol] = RollingWindow[float](self.price_rolling_window_length)

            self.MACDS[x.Symbol] = MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential)
            self.macd_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.MACDS[x.Symbol], self.macd_consolidators[x.Symbol])
            self.MACDS_rolling_windows[x.Symbol] = deque(maxlen=self.macd_candles_history_size)
           
            self.Bollingers[x.Symbol] = BollingerBands(20, 2, MovingAverageType.Simple)
            self.bollinger_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.Bollingers[x.Symbol], self.bollinger_consolidators[x.Symbol])
            self.Bollingers_rolling_windows[x.Symbol] = deque(maxlen=self.Bollinger_window_size)

            self.RSIS_trend[x.Symbol] = algo.rsi(x.Symbol, 14, Resolution.Hour)
            self.RSIS[x.Symbol] = RelativeStrengthIndex(14)
            self.rsi_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.RSIS[x.Symbol], self.rsi_consolidators[x.Symbol])
            self.RSIS_rolling_windows[x.Symbol] = RollingWindow[float](self.RSIS_rolling_window_length)

            self.EMAS[x.Symbol] = ExponentialMovingAverage(200)
            self.ema_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.EMAS[x.Symbol], self.ema_consolidators[x.Symbol])
            self.EMAS_rolling_windows[x.Symbol] = RollingWindow[float](self.ema_rolling_window_length)
            
            self.EMAS50[x.Symbol] = ExponentialMovingAverage(50)
            self.ema50_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.EMAS50[x.Symbol], self.ema50_consolidators[x.Symbol])
            self.EMAS50_rolling_windows[x.Symbol] = RollingWindow[float](self.ema_rolling_window_length)

            self.ADX[x.Symbol] = AverageDirectionalIndex(14)
            self.adx_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.ADX[x.Symbol], self.adx_consolidators[x.Symbol])
            self.adx_rolling[x.Symbol] = RollingWindow[float](self.adx_rolling_window_length)

            self.obvs[x.Symbol] = OnBalanceVolume()
            self.obv_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.obvs[x.Symbol], self.obv_consolidators[x.Symbol])
            self.obvs_rolling[x.Symbol] = RollingWindow[float](self.obv_rolling_window_length)

            self.ATRS[x.Symbol] = AverageTrueRange(14)
            self.atr_consolidators[x.Symbol] = TradeBarConsolidator(timedelta(days=1))
            algo.register_indicator(x.Symbol, self.ATRS[x.Symbol], self.atr_consolidators[x.Symbol])

            history = algo.History[TradeBar](x.Symbol,self.ema_rolling_window_length*3, Resolution.Hour)
            history2 = algo.History[TradeBar](x.Symbol,self.ema_rolling_window_length*3, Resolution.Daily)
            for bar in history:
                self.RSIS_trend[x.Symbol].Update(bar.EndTime, bar.Close)
                self.RSIS_rolling_windows[x.Symbol].Add(self.RSIS_trend[x.Symbol].Current.Value)
            
            for bar in history2:
                self.trend_rolling_windows[x.Symbol].Add(bar.Close)

                self.MACDS[x.Symbol].Update(bar.EndTime, bar.Close)
                new_macd = self.macd_holder(self.MACDS[x.Symbol].Fast.Current.Value, self.MACDS[x.Symbol].Slow.Current.Value, self.MACDS[x.Symbol].Signal.Current.Value, self.MACDS[x.Symbol].Current.Value, self.MACDS[x.Symbol].histogram.Current.Value)
                self.MACDS_rolling_windows[x.Symbol].append(new_macd)
                
                self.Bollingers[x.Symbol].Update(bar.EndTime, bar.Close)
                new_bol = self.bollinger_holder(self.Bollingers[x.Symbol].LowerBand.Current.Value, self.Bollingers[x.Symbol].MiddleBand.Current.Value, self.Bollingers[x.Symbol].UpperBand.Current.Value, bar.Close)
                self.Bollingers_rolling_windows[x.Symbol].append(new_bol)
                
                self.RSIS[x.Symbol].Update(bar.EndTime, bar.Close)

                self.EMAS[x.Symbol].Update(bar.EndTime, bar.Close)
                self.EMAS_rolling_windows[x.Symbol].Add(self.EMAS[x.Symbol].Current.Value)
                self.EMAS50[x.Symbol].Update(bar.EndTime, bar.Close)
                self.EMAS50_rolling_windows[x.Symbol].Add(self.EMAS50[x.Symbol].Current.Value)

                self.ADX[x.Symbol].Update(bar)
                self.adx_rolling[x.Symbol].Add(self.ADX[x.Symbol].Current.Value)

                self.obvs[x.Symbol].Update(bar)
                self.obvs_rolling[x.Symbol].Add(self.obvs[x.Symbol].Current.Value)

                self.ATRS[x.Symbol].Update(bar)


    def display_rolling_window(self, rolling_window):
        rolling_str = "["
        for x in rolling_window:
            if type(x) == self.macd_holder:
                rolling_str += str(x.macd) + ", "
            else:
                rolling_str += str(x) + ", "
        rolling_str += "]"
        return rolling_str

#region imports
from AlgorithmImports import *
#endregion


def get_bollinger_buy_and_short(QCalgo, bollinger_rolling_window,trend, bollinger_params):  
    score = 0
    lowers = [x.lower for x in bollinger_rolling_window]
    middles = [x.middle for x in bollinger_rolling_window]
    uppers = [x.upper for x in bollinger_rolling_window]
    prices = [x.price for x in bollinger_rolling_window]
    lowers.reverse()
    middles.reverse()
    uppers.reverse()
    prices.reverse()

    above_upper = 0
    middle_upper = 0
    lower_middle = 0
    below_lower = 0

    amount_above = 0
    amount_below = .0001
    for i in range(len(lowers)):
        low = lowers[i]
        middle = middles[i]
        high = uppers[i]
        price = prices[i]

        if price >= high:
            above_upper += 1
        elif price >= middle:
            middle_upper += 1
        elif price >= low:
            lower_middle += 1
        else:
            below_lower += 1

        if price >= middle and amount_below == .0001:
            amount_above += (price-middle)
        elif price < middle:
            amount_below += (middle-price)

    most_recent = prices[0]
    current_location = None
    if most_recent >= uppers[0]:
        current_location = "above_upper"
    elif most_recent >= middles[0]:
        current_location = "middle_upper"
    elif most_recent >= lowers[0]:
        current_location = "lower_middle"
    else:
        current_location = "below_lower"

    if trend > 0:
        if current_location == "above_upper" or current_location == "middle_upper":
            if amount_above/amount_below >= bollinger_params['long_threshold']:
                score = 1
            else:
                #QCalgo.Log("score would be one but percent upper and middle is: " + str(amount_above/amount_below))
                return .5
    elif trend < 0:
        if current_location == "lower_middle" or current_location == "below_lower":
            if (lower_middle + below_lower) / len(prices) >= bollinger_params['short_threshold']:
                score = 2

    return score

#region imports
from AlgorithmImports import *
from tqdm import tqdm
import pandas as pd
#endregion

def get_macd_score(macd_rolling, trend, macd_params):
    # last 35 macd histogram data points
    hists = [x.hist for x in macd_rolling][:macd_params['cross_check_length']]
    macds = [x.macd for x in macd_rolling][:macd_params['macd_above_below_length']]

    # detect a recent cross above or below 0
    cross = 0
    current = hists[0]
    if current >= 0:
        if any(x < 0 for x in hists):
            cross = 1
    elif current <= 0:
        if any(x > 0 for x in hists):
            cross = -1
    
    score = 0
    if trend > 0:
        if all(x > macd_params['long_macd_threshold'] for x in macds) and macds[0] > macd_params['long_macd_threshold']:
            #if cross == 1:
            score = 1
    elif trend < 0:
        if all(x > macd_params['short_macd_threshold'] for x in macds) and macds[0] > macd_params['short_macd_threshold']:
            #if cross == -1:
            score = 2
    
    return score

# region imports
from datetime import datetime
from AlgorithmImports import *
from alpha import custom_alpha

# endregion


class CompetitionAlgorithm(QCAlgorithm):
    
    def Initialize(self):

        # Backtest parameters
        self.SetStartDate(2024, 1, 1)
        self.SetEndDate(2024, 4, 1)
        self.SetCash(1000000)
        self.SetWarmUp(timedelta(days=30))

        # Parameters:
        self.final_universe_size = 600

        # Universe selection
        self.rebalanceTime = self.time
        self.universe_type = "equity"

        if self.universe_type == "equity":
            self.Log("adding equitiy universe")
            self.add_universe(self.equity_filter)
            #self.add_universe(CryptoUniverse.coinbase(self._crypto_universe_filter))

        self.UniverseSettings.Resolution = Resolution.Hour

        self.set_portfolio_construction(self.MyPCM())
        self.set_alpha(custom_alpha(self))
        self.set_execution(VolumeWeightedAveragePriceExecutionModel())
        self.add_risk_management(NullRiskManagementModel())
 
        # set account type
        #self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)

    def _crypto_universe_filter(self, data):
        if self.Time <= self.rebalanceTime:
            return self.Universe.Unchanged
        self.rebalanceTime = self.Time + timedelta(days=300)
        # Define the universe selection function
        sorted_by_vol = sorted(data, key=lambda x: x.volume_in_usd, reverse=True)[:30]
        first_of_tickers_added = ['']
        new_universe = []
        for cf in sorted_by_vol:
            # remove USD and EUR from string
            sym_string = str(cf.symbol).replace("USDT", "").replace("USDC", "").replace("USD", "")\
                .replace("EUR", "").replace("GBP", "").split(" ")[0]
            self.Log("sym_string: " + sym_string)
            if sym_string not in first_of_tickers_added:
                first_of_tickers_added.append(sym_string)
                new_universe.append(cf)
        sorted_by_vol = sorted(new_universe, key=lambda x: x.volume_in_usd, reverse=True)
        final =  [cf.symbol for cf in sorted_by_vol][:10]
        self.Log("final: ")
        for i in final:
            self.Log(str(i))
        return final

        
    def equity_filter(self, data):
        self.Log("in filter for equities")
        # Rebalancing monthly
        if self.Time <= self.rebalanceTime:
            return self.Universe.Unchanged
        self.rebalanceTime = self.Time + timedelta(days=300)
        
        sortedByDollarVolume = sorted(data, key=lambda x: x.DollarVolume, reverse=True)
        final = [x.Symbol for x in sortedByDollarVolume if x.HasFundamentalData and x.price > 10 and x.MarketCap > 2000000000][:self.final_universe_size]
        self.Log("coming out of course: " + str(len(final)))
        return final
    class MyPCM(InsightWeightingPortfolioConstructionModel): 
        # override to set leverage higher
        def CreateTargets(self, algorithm, insights): 
            targets = super().CreateTargets(algorithm, insights) 
            return [PortfolioTarget(x.Symbol, x.Quantity * 1.85) for x in targets]
        



        
        



    








            

            

     

#region imports
from AlgorithmImports import *
#endregion

def get_rsi_buy_short(price_trend, rsi_trend):
    if price_trend > 0:
        if rsi_trend > 0:
            return 1
    elif price_trend < 0:
        if rsi_trend < 0:
            return 2
    return 0

def get_rsi_sell_cover(price_trend, rsi_trend):
    if price_trend > 0:
        if rsi_trend < 0:
            return 1
    elif price_trend < 0:
        if rsi_trend > 0:
            return 2
    return 0

#region imports
from AlgorithmImports import *
#endregion
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
from scipy.signal import argrelextrema
from collections import deque
from matplotlib.lines import Line2D
from datetime import timedelta

'''
    Much of this code is sourced at the following link: https://raposa.trade/blog/higher-highs-lower-lows-and-calculating-price-trends-in-python/
'''

def getHigherLows(data: np.array, order, K):
  '''
  Finds consecutive higher lows in price pattern.
  Must not be exceeded within the number of periods indicated by the width 
  parameter for the value to be confirmed.
  K determines how many consecutive lows need to be higher.
  '''
  # Get lows
  low_idx = argrelextrema(data, np.less, order=order)[0]
  lows = data[low_idx]
  # Ensure consecutive lows are higher than previous lows
  extrema = []
  ex_deque = deque(maxlen=K)
  for i, idx in enumerate(low_idx):
    if i == 0:
      ex_deque.append(idx)
      continue
    if lows[i] < lows[i-1]:
      ex_deque.clear()

    ex_deque.append(idx)
    if len(ex_deque) == K:
      extrema.append(ex_deque.copy())

  return extrema

def getLowerHighs(data: np.array, order=5, K=2):
  '''
  Finds consecutive lower highs in price pattern.
  Must not be exceeded within the number of periods indicated by the width 
  parameter for the value to be confirmed.
  K determines how many consecutive highs need to be lower.
  '''
  # Get highs
  high_idx = argrelextrema(data, np.greater, order=order)[0]
  highs = data[high_idx]
  # Ensure consecutive highs are lower than previous highs
  extrema = []
  ex_deque = deque(maxlen=K)
  for i, idx in enumerate(high_idx):
    if i == 0:
      ex_deque.append(idx)
      continue
    if highs[i] > highs[i-1]:
      ex_deque.clear()

    ex_deque.append(idx)
    if len(ex_deque) == K:
      extrema.append(ex_deque.copy())

  return extrema

def getHigherHighs(data: np.array, order, K):
  '''
  Finds consecutive higher highs in price pattern.
  Must not be exceeded within the number of periods indicated by the width 
  parameter for the value to be confirmed.
  K determines how many consecutive highs need to be higher.
  '''
  # Get highs
  high_idx = argrelextrema(data, np.greater, order = order)[0]
  highs = data[high_idx]
  # Ensure consecutive highs are higher than previous highs
  extrema = []
  ex_deque = deque(maxlen=K)
  for i, idx in enumerate(high_idx):
    if i == 0:
      ex_deque.append(idx)
      continue
    if highs[i] < highs[i-1]:
      ex_deque.clear()

    ex_deque.append(idx)
    if len(ex_deque) == K:
      extrema.append(ex_deque.copy())

  return extrema

def getLowerLows(data: np.array, order, K):
  '''
  Finds consecutive lower lows in price pattern.
  Must not be exceeded within the number of periods indicated by the width 
  parameter for the value to be confirmed.
  K determines how many consecutive lows need to be lower.
  '''
  # Get lows
  low_idx = argrelextrema(data, np.less, order=order)[0]
  lows = data[low_idx]
  # Ensure consecutive lows are lower than previous lows
  extrema = []
  ex_deque = deque(maxlen=K)
  for i, idx in enumerate(low_idx):
    if i == 0:
      ex_deque.append(idx)
      continue
    if lows[i] > lows[i-1]:
      ex_deque.clear()

    ex_deque.append(idx)
    if len(ex_deque) == K:
      extrema.append(ex_deque.copy())

  return extrema

def get_trend(close_data, order, K):
    '''
    Get the trend of the stock
    '''

    close_data = [x for x in close_data]
    close_data.reverse()

    # data set to dataframe empty
    data = pd.DataFrame()
    data['Close'] = close_data
    close = data['Close'].values

    hh = getHigherHighs(close, order, K)
    hl = getHigherLows(close, order, K)
    ll = getLowerLows(close, order, K)
    lh = getLowerHighs(close, order, K)


    # format for tuples inside patterns: [type, location first price, location second price, first price, second price]
    patterns = []
    for pattern in hh:
    # append a tuple with date and "hh"
        patterns.append(('hh', pattern[0], pattern[1], close[pattern[0]], close[pattern[1]]))
    for pattern in hl:
        patterns.append(('hl', pattern[0], pattern[1], close[pattern[0]], close[pattern[1]]))
    for pattern in ll:
        patterns.append(('ll', pattern[0], pattern[1], close[pattern[0]], close[pattern[1]]))
    for pattern in lh:
        patterns.append(('lh', pattern[0], pattern[1], close[pattern[0]], close[pattern[1]]))

    # sort by the second date
    patterns.sort(key=lambda x: x[2], reverse=True)

    trend = 0

    total_movements = patterns
    total_swing_up = 0
    total_swing_down = 0
    for x in total_movements:
        if x[0] == 'hh' or x[0] == 'hl':
            total_swing_up += (x[4] - x[3])
        else:
            total_swing_down += (x[4] - x[3])
    
    total_swing = total_swing_up + total_swing_down

    return total_swing