#region imports
from AlgorithmImports import *
#endregion
class NadionResistanceShield(QCAlgorithm):



#class DataConsolidationAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)  # Set Start Date
        self.SetEndDate(2023, 1, 1)
        self.SetCash(50000)  # Set Strategy Cash
        self.tickers =  ["NUE", "MSFT", "AMZN", "GOOG", "NVDA"]

        self.symbolDataBySymbol = {}
        self.trade = True
        

        # Before the open
   
        
        
        for symbol in self.tickers:
            self.AddEquity(symbol, Resolution.Minute)
            self.Debug(f"Registering {symbol}")
            
            '''For the below 3 EMA's, you can convert them to 4H bars using the colidator method'''
            macd = self.MACD(symbol, 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily, Field.Close)
            
            ema10 = self.EMA(symbol, 10, Resolution.Hour, Field.Close)
            sma200 = self.SMA(symbol, 200, Resolution.Daily, Field.Close)
            sma20 = self.SMA(symbol, 20, Resolution.Daily, Field.Close)
            sma50 = self.SMA(symbol, 50, Resolution.Daily, Field.Close)
            sma7 = self.SMA(symbol, 7, Resolution.Hour, Field.Close)
            #sma7 = self.SMA(symbol, 7, Resolution.Minute, Field.Close)
            ema20 = self.EMA(symbol, 20, Resolution.Hour, Field.Close)
            ema7 = self.EMA(symbol, 7, Resolution.Hour, Field.Close)
            #ema7 = self.EMA(symbol, 7, Resolution.Minute, Field.Close)
            ema9 = self.EMA(symbol, 9, Resolution.Hour, Field.Close)
            rsi = self.RSI(symbol, 14, Resolution.Daily)
            wilr_up = self.WILR(symbol, 10, Resolution.Daily)
            wilr = self.WILR(symbol, 14, Resolution.Daily)


            
            '''Consolidator method'''
            smaConsolidate = ExponentialMovingAverage(20, MovingAverageType.Simple)
            # create the 4 hour data consolidator
            fourHourConsolidator = TradeBarConsolidator(timedelta(hours=4))
            self.SubscriptionManager.AddConsolidator(symbol, fourHourConsolidator)
            # register the 4 hour consolidated bar data to automatically update the indicator
            self.RegisterIndicator(symbol, smaConsolidate, fourHourConsolidator)
            
            #self.Schedule.On(self.DateRules.EveryDay(self.tickers), 
            #self.TimeRules.AfterMarketOpen(self.tickers, -5), 
              #  Action(self.beforeTheOpen))
            
            symbolData = SymbolData(symbol, ema10, sma200, sma20, sma50, sma7, ema20, ema7, ema9, rsi, wilr, smaConsolidate)
            self.symbolDataBySymbol[symbol] = symbolData
        

        self.spy = self.AddEquity("SPY", Resolution.Daily)
        
        # Before the open
        #self.Schedule.On(self.DateRules.EveryDay(self.tickers), 
        #        self.TimeRules.AfterMarketOpen(self.tickers, -5), 
        #        Action(self.beforeTheOpen))
        
        #set the following between 1 - 4 hours depending on buy frequency    

                 
        self.Schedule.On(self.DateRules.EveryDay("SPY"),
                 self.TimeRules.Every(timedelta(minutes=5)),
                 self.sellSignals)
                 
        self.Schedule.On(self.DateRules.EveryDay("SPY"),
                 self.TimeRules.AfterMarketOpen("SPY"),
                 self.tradeStart)
                 
        self.Schedule.On(self.DateRules.EveryDay("SPY"),
                 self.TimeRules.BeforeMarketClose("SPY"),
                 self.tradeEnd)

        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(10, 0), self.Trade)
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(12, 0), self.Exit)

        #self.AddRiskManagement(TrailingStopRiskManagementModel(0.03))
        self.SetWarmUp(timedelta(days=50))
        
    def tradeStart(self):
        self.trade = True

    def tradeEnd(self):
        self.trade = False
        
    def Trade(self):
        if self.trade == False:
            return
        for symbol in self.tickers:
            # Get the daily data for the symbol
            history = self.History([symbol], 1, Resolution.Daily)
            if not history.empty:
                daily_data = history.loc[symbol]

                # Get the open and close prices for the previous day
                previous_open = daily_data["open"].iloc[0]
                previous_close = daily_data["close"].iloc[0]

                # Get the current price
                current_price = self.Securities[symbol].Price

                # Calculate the price gap and percentage change
                price_gap = current_price - previous_close
                percentage_change = price_gap / previous_close

                # Check if the price has gapped up by more than 1%
                if percentage_change > 0.02:
                    self.Log("{} gap up detected: {}%".format(symbol, percentage_change * 100))

                     # Enter a long position
                    self.SetHoldings(symbol, .25)
    
    def buySignals(self):
        if self.trade == False:
            return
        
        for symbol, symbolData in self.symbolDataBySymbol.items():
            if not self.Portfolio[symbol].Invested and (self.Securities[symbol].Close > symbolData.ema7.Current.Value) and (symbolData.ema7.Current.Value > symbolData.atr.Current.Value) and (symbolData.sma20.Current.Value > symbolData.sma50.Current.Value):
                self.SetHoldings(symbol, .1, False, "Buy Signal")
            elif not self.Portfolio[symbol].Invested  and (self.Securities[symbol].Close > symbolData.sma200.Current.Value) and (symbolData.wilr.Current.Value < -95):
                self.SetHoldings(symbol, .1, False, "Buy Signal")
            #
                    
            
    def sellSignals(self):
        if self.trade == False:
            return
        for symbol, symbolData in self.symbolDataBySymbol.items():
            if self.Portfolio[symbol].Invested and (self.Securities[symbol].Close < symbolData.sma7.Current.Value):
                self.Liquidate(symbol, "Sell Signal")

    def Exit(self):
        for symbol in self.tickers:
            # Exit the position
            self.Liquidate(symbol)

    def OnData(self, slice):
        pass


class SymbolData:
    def __init__(self, symbol, ema10, sma200, sma20, sma50, sma7, ema20, ema7, ema9, rsi, wilr, smaConsolidate):
        self.Symbol = symbol
        self.ema10 = ema10
        self.sma200 = sma200
        self.sma20 = sma20
        self.sma50 = sma50
        self.sma7 = sma7
        self.ema20 = ema20
        self.ema7 = ema7
        self.ema9 = ema9
        self.rsi = rsi
        self.wilr = wilr
        #self.emaConsolidate = emaConsolidate
        self.smaConsolidate = smaConsolidate