class FocusedSkyBlueGalago(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        #self.SetEndDate(2018, 1, 3)
        self.InitCash = 10000
        self.SetCash(self.InitCash)
        self.AddEquity("SPY", Resolution.Minute)
        self.SetWarmUp(5)
        
        
        # ETF's for options ===================================
        spy = self.AddEquity("SPY", Resolution.Minute)
        qqq = self.AddEquity("QQQ", Resolution.Minute)
        spy.SetDataNormalizationMode(DataNormalizationMode.Raw)
        qqq.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.spy = spy.Symbol
        self.qqq = qqq.Symbol

        
        # Rebalance beginning of every month =======================
        self.Schedule.On(self.DateRules.MonthStart("SPY"), self.TimeRules.AfterMarketOpen("SPY", 1), self.monthlyRebalance)
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", 1), self.captureSpy)
        
        #Variables used in stoploss=================================
        self.stoplosshold = 0
        self.dailythresh = 0

    def OnData(self, data):
        
        ''' OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        if self.IsWarmingUp:
            return
        
        if not self.Portfolio.Invested:
            self.SetHoldings(self.spy, .55)
            self.SetHoldings(self.qqq, .35)
        
        
        if self.stoplosshold == 1:
            #One for stoploss hold means the stoploss has been hit, hold till next day
            pass
        else:
            self.stoploss(data) # change 2
            
            
    ## OLD
    # def captureSpy(self, data):
    #     '''
    #     captureSpy logic:
    #         1. Grab the opening value of spy
    #         2. Reset the daily stoploss indicator to 0
    #     '''
    #     self.dailythresh = self.data['SPY'].Open
    
    # NEW
    def captureSpy(self):
        if self.CurrentSlice.Bars.ContainsKey(self.spy):
            self.dailythresh = self.CurrentSlice[self.spy].Open
            
    def monthlyRebalance(self):
        '''
        Now I need to rebalance portfolio on a monthly basis
        '''
        if self.IsWarmingUp:
            return
        
        self.SetHoldings(self.spy, 0.55)
        self.SetHoldings(self.qqq, 0.35)
        return   
    
    def stoploss(self, data):
        '''
        Stoploss logic:
            1. If spy drops more than 5% liquidate entire equity portfolio
            2. Change stoplosshold value to 1, this indicates that the portfolios SL has been hit 
            and were going to hold until the next trading day
        if (self.dailythresh - currentslicespy)/currentslicespy < -.08:
            self.SetHoldings(self.spy, 0)
            self.SetHoldings(self.QQQ, 0)
        '''
        pass