from QuantConnect import *
from QuantConnect.Parameters import *
from QuantConnect.Benchmarks import *
from QuantConnect.Brokerages import *
from QuantConnect.Util import *
from QuantConnect.Interfaces import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Selection import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Execution import *
from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Indicators import *
from QuantConnect.Data import *
from QuantConnect.Data.Consolidators import *
from QuantConnect.Data.Custom import *
from QuantConnect.Data.Fundamental import *
from QuantConnect.Data.Market import *
from QuantConnect.Data.UniverseSelection import *
from QuantConnect.Notifications import *
from QuantConnect.Orders import *
from QuantConnect.Orders.Fees import *
from QuantConnect.Orders.Fills import *
from QuantConnect.Orders.Slippage import *
from QuantConnect.Scheduling import *
from QuantConnect.Securities import *
from QuantConnect.Securities.Equity import *
from QuantConnect.Securities.Forex import *
from QuantConnect.Securities.Interfaces import *
from datetime import date, datetime, timedelta
from QuantConnect.Python import *
from QuantConnect.Storage import *
QCAlgorithmFramework = QCAlgorithm
QCAlgorithmFrameworkBridge = QCAlgorithm


class FatOrangePelican(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 14);
        self.SetEndDate(2021, 1, 19);
        self.SetCash(1000000);
        
        ticker =  'SPX' 
        self.index_symbol = self.AddIndex(ticker, Resolution.Minute).Symbol
        option = self.AddIndexOption(self.index_symbol, Resolution.Minute)
        option.SetFilter(-1, 1, timedelta(0), timedelta(45))
        self.option_symbol = option.Symbol

    def OnData(self, data):
        if not self.Portfolio.Invested:
            if data.ContainsKey(self.index_symbol):
                self.Debug(f"index_symbol: {data[self.index_symbol].Close}")
    
            if data.OptionChains.ContainsKey(self.option_symbol):
                contracts = [c for c in data.OptionChains[self.option_symbol]]
                self.MarketOrder(contracts[0].Symbol, 1)
                self.Quit(f"option_symbol  {len(contracts)}")
                
    def OnOrderEvent(self, orderEvent):
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
        if orderEvent.Status == OrderStatus.Filled: 
            self.Log("{0}: {1}: {2}".format(self.Time, order.Type, orderEvent))