# from Alphas.EmaCrossAlphaModel import EmaCrossAlphaModel
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Risk.NullRiskManagementModel import NullRiskManagementModel
from datetime import datetime
from collections import deque

class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):

    def Initialize(self):

        # Set requested data resolution
        self.UniverseSettings.Resolution = Resolution.Minute

        self.SetStartDate(2018, 2, 22)   #Set Start Date
        self.SetEndDate(2018, 4, 22)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash

        self.UniverseSettings.Resolution = Resolution.Minute
        symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
        
        self.SetAlpha(EmaCrossAlphaModel(50, 200, Resolution.Minute))
        
        self.SetPortfolioConstruction(NullPortfolioConstructionModel()) 
        
        self.SetExecution(ImmediateExecutionModel())
        
        self.SetRiskManagement(NullRiskManagementModel())
        

    

    def OnOrderEvent(self, orderEvent):
        if orderEvent.Status == OrderStatus.Filled:
            # self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
            pass
        
from QuantConnect.Indicators import *
from QuantConnect.Algorithm.Framework.Alphas import *


class EmaCrossAlphaModel(AlphaModel):
    '''Alpha model that uses an EMA cross to create insights'''

    def __init__(self,
                 fastPeriod = 12,
                 slowPeriod = 26,
                 resolution = Resolution.Daily):
        '''Initializes a new instance of the EmaCrossAlphaModel class
        Args:
            fastPeriod: The fast EMA period
            slowPeriod: The slow EMA period'''
        self.fastPeriod = fastPeriod
        self.slowPeriod = slowPeriod
        self.resolution = resolution
        self.predictionInterval = Time.Multiply(Extensions.ToTimeSpan(resolution), fastPeriod)
        self.symbolDataBySymbol = {}

        resolutionString = Extensions.GetEnumString(resolution, Resolution)
        self.Name = '{}({},{},{})'.format(self.__class__.__name__, fastPeriod, slowPeriod, resolutionString)


    def Update(self, algorithm, data):
        '''Updates this alpha model with the latest data from the algorithm.
        This is called each time the algorithm receives data for subscribed securities
        Args:
            algorithm: The algorithm instance
            data: The new data available
        Returns:
            The new insights generated'''
        insights = []
        for symbol, symbolData in self.symbolDataBySymbol.items():
            if symbolData.Fast.IsReady and symbolData.Slow.IsReady:

                if symbolData.FastIsOverSlow:
                    if symbolData.Slow.Value > symbolData.Fast.Value:
                        insights.append(Insight.Price(symbolData.Symbol, self.predictionInterval, InsightDirection.Down))

                elif symbolData.SlowIsOverFast:
                    if symbolData.Fast.Value > symbolData.Slow.Value:
                        insights.append(Insight.Price(symbolData.Symbol, self.predictionInterval, InsightDirection.Up))

            symbolData.FastIsOverSlow = symbolData.Fast.Value > symbolData.Slow.Value

        return insights

    def OnSecuritiesChanged(self, algorithm, changes):
        '''Event fired each time the we add/remove securities from the data feed
        Args:
            algorithm: The algorithm instance that experienced the change in securities
            changes: The security additions and removals from the algorithm'''
        for added in changes.AddedSecurities:
            symbolData = self.symbolDataBySymbol.get(added.Symbol)
            if symbolData is None:
                # create fast/slow EMAs
                symbolData = SymbolData(added)
                symbolData.Fast = SMA(added.Symbol, self.fastPeriod)
                symbolData.Slow = SMA(added.Symbol, self.slowPeriod)
                algorithm.RegisterIndicator(added.Symbol, symbolData.Fast, self.resolution)
                algorithm.RegisterIndicator(added.Symbol, symbolData.Slow, self.resolution)

                # symbolData.Fast = algorithm.SMA(added.Symbol, self.fastPeriod, self.resolution)
                # symbolData.Slow = algorithm.SMA(added.Symbol, self.slowPeriod, self.resolution)
                self.symbolDataBySymbol[added.Symbol] = symbolData
            else:
                # a security that was already initialized was re-added, reset the indicators
                symbolData.Fast.Reset()
                symbolData.Slow.Reset()


class SymbolData:
    '''Contains data specific to a symbol required by this model'''
    def __init__(self, security):
        self.Security = security
        self.Symbol = security.Symbol
        self.Fast = None
        self.Slow = None

        # True if the fast is above the slow, otherwise false.
        # This is used to prevent emitting the same signal repeatedly
        self.FastIsOverSlow = False

    @property
    def SlowIsOverFast(self):
        return not self.FastIsOverSlow


class SMA:
    def __init__(self, name, period):
        self.Name = name
        self.Time = datetime.min
        self.Value = 0
        self.IsReady = False
        self.queue = deque(maxlen=period)

    def __repr__(self):
        return "{0} -> IsReady: {1}. Time: {2}. Value: {3}".format(self.Name, self.IsReady, self.Time, self.Value)

    # Update method is mandatory
    def Update(self, input):
        self.queue.appendleft(input.Close)
        count = len(self.queue)
        self.Time = input.EndTime
        self.Value = sum(self.queue) / count
        self.IsReady = count == self.queue.maxlen