using System;
using System.Linq;
using QuantConnect.Indicators;
using QuantConnect.Models;

namespace QuantConnect.Algorithm.Examples
{
    /// <summary>
    /// 
    /// QuantConnect University: EMA + SMA Cross
    ///
    /// In this example we look at the canonical 20/50 day moving average cross. This algorithm
    /// will go long when the 20 crosses above the 50 and will liquidate when the 20 crosses
    /// back below the 50.
    
    // -------VATS CHANGES -----------
    // 1) Intraday - 30 min chart
    // 2) 1/65 period SMA cross
    // 
    // -------VATS CHANGES -----------
    
    /// </summary>
    
    public class QCUMovingAverageCross : QCAlgorithm
    {
        private const string Symbol = "UVXY";

        private SimpleMovingAverage fast;
        private SimpleMovingAverage slow;

        TradeBar _symbolMinutes;
        
        public override void Initialize()
        {
            SetStartDate(2015, 01, 01);
            SetEndDate(2015, 07, 15);
			SetCash(10000);
            AddSecurity(SecurityType.Equity, Symbol, Resolution.Minute);
            
            // define our daily trade bar consolidator. we can access the daily bar
            // from the DataConsolidated events, this consolidator can only be used
            // for a single symbol!
            var minConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(5));
            
            // attach our event handler. the event handler is a function that will be called each time we produce
            // a new consolidated piece of data.
            minConsolidator.DataConsolidated += OnThirtyMinutes;

            // this call adds our daily consolidator to the manager to receive updates from the engine
            SubscriptionManager.AddConsolidator(Symbol, minConsolidator);
            
            int fastPeriod = 20;
            int slowPeriod = 50;
            fast = new SimpleMovingAverage(Symbol + "_SMA_" + fastPeriod, fastPeriod);
            slow = new SimpleMovingAverage(Symbol + "_SMA_" + slowPeriod, slowPeriod);
            
            // we need to manually register these indicators for automatic updates
            RegisterIndicator(Symbol, fast, minConsolidator);
            RegisterIndicator(Symbol, slow, minConsolidator);
        }
        

        private void OnThirtyMinutes(object sender, TradeBar consolidated)
        {
            _symbolMinutes = consolidated;
            //Log(consolidated.Time.ToString("o") + " >> " + Symbol  + ">> LONG  >> 100 >> " + Portfolio[Symbol].Quantity);
            
            // if you want code to run every five minutes then you can run it inside of here
        }
        

        private DateTime previous;
        public void OnData(TradeBars data)
        {
            
            
            if (!slow.IsReady) return;

            // only once per day 
            // Commented the following line to simulate intraday - Vats
            //if (previous.Date == data.Time.Date) return;
            
            if (Time.Hour <= 9 || Time.Hour > 14) return;
 

            const decimal tolerance = 0.00001m;
            var holdings = Portfolio[Symbol].Quantity;

            if (holdings >= 0)
                {
                    // if the slow is greater than the fast, we'll go short
                    if (slow > fast * (1 + tolerance))
                    {
                        Log("SELL  >> " + Securities[Symbol].Price);
                        SetHoldings(Symbol, -1.0);
                    }
                }

            // Vats' changes - Long here . We only want to liquidate if we're currently short
            // if the slow is less than the fast we'll liquidate our short
            if (holdings < 0 && slow < fast)
            {
                Log("BUY >> " + Securities[Symbol].Price);
                Liquidate(Symbol);    
            }

            Plot(Symbol, "Price", data[Symbol].Price);
            Plot(Symbol, fast, slow);
            previous = data.Time;
        }
    }
}