#region imports
from AlgorithmImports import *
#endregion
from collections import deque

class AdaptableSkyBlueHornet(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2023, 6, 5)
        self.SetEndDate(2023, 6,15)
        self.SetCash(10000)
        self.spy = self.AddEquity("SPY", Resolution.Hour).Symbol
        self.rcd = self.AddEquity("RCD", Resolution.Hour).Symbol
        self.rhs = self.AddEquity("RHS", Resolution.Hour).Symbol
        
    #    self.sma = self.SMA(self.spy, 30, Resolution.Daily)
        
        # History warm up for shortcut helper SMA indicator
    #    closing_prices = self.History(self.spy, 30, Resolution.Daily)["close"]
    #    for time, price in closing_prices.loc[self.spy].items():
    #        self.sma.Update(time, price)
        
        # Custom SMA indicator


    
    def OnData(self, slice):


        
        price = self.Securities[self.spy].Close
        exchange = self.Securities[self.spy].Exchange
        high = self.Securities[self.rcd].High
        low = self.Securities[self.rcd].Low
        close = self.Securities[self.rcd].Close
        vol = self.Securities[self.rcd].Volume
        open = self.Securities[self.rcd].Close
        rcd = self.Securities[self.rcd].Close
        rhs = self.Securities[self.rhs].Open

        self.Debug ("{} slice: {}".format(self.Time, str(slice.Bars["RCD"])))
        #self.Log ("{} RCD high:{:.2f} low:{:.2f} close:{:.2f} open:{:.2f} vol:{}".format(self.Time,  
                        #high, low, close, open, vol))
        #self.Debug("{} RHS:{:.2f} RCD:{:.2f} CurrRatio:{:.2f} SPY:{:.2f}".format(self.Time, rhs, rcd, rhs/rcd, price))
        

        self.SetHoldings(self.spy, 1)
        

        
        self.Plot("Benchmark", "RCD", rcd)
        self.Plot("Benchmark", "RHS", rhs)
        #self.Plot("Benchmark", "SMA", self.sma.Current.Value)