from datetime import timedelta
from QuantConnect.Data.UniverseSelection import *
from Selection.FundamentalUniverseSelectionModel import FundamentalUniverseSelectionModel


class MyUniverse(FundamentalUniverseSelectionModel):
    
    def __init__(self, algorithm):
        super().__init__(True, None, None)
        self.count = 0
        self.name = "GOOG"

    def SelectCoarse(self, algorithm, coarse):
        
        self.count = (self.count + 1) % 2
        
        if self.count == 0:
            return []
        else:
            for c in coarse:
                if c.Symbol.Value == self.name:
                    return [c.Symbol]
                    
            return []

from MyUniverse import MyUniverse
from MyAlpha import MyAlpha
from MyPortfolio import MyPortfolio

class VentralQuantumAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 20)  # Set Start Date
        self.SetEndDate(2020, 7, 25)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.UniverseSettings.Resolution = Resolution.Hour
        self.SetUniverseSelection(MyUniverse(self))
        
        self.SetAlpha(MyAlpha())
        self.SetPortfolioConstruction(MyPortfolio(self))
        self.SetRiskManagement(NullRiskManagementModel())
        # self.SetExecution(NullExecutionModel())
        self.SetExecution(ImmediateExecutionModel())


    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 not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)

from datetime import timedelta, datetime

class MyAlpha(AlphaModel):

    def __init__(self):
        self.TargetWeight = {} # hash map, key: Symbol, value: SMA for rolling rebalance
        self.RollingWindowSize = 10
        # cache from OnSecuritiesChanged
        self.lastChanges = {}
        self.hasChanges = False

    def Update(self, algorithm, data):
        insights = []
        if not self.hasChanges: return insights
        
        # Handle securities changes
        self.hasChanges = False
        
        # Handle new securities
        for security in self.lastChanges.AddedSecurities:
            if security.Symbol not in self.TargetWeight:
                self.TargetWeight[security.Symbol] = SimpleMovingAverage(self.RollingWindowSize)
                
            self.TargetWeight[security.Symbol].Update(algorithm.Time, 1)
            insights.append(Insight.Price(security.Symbol, timedelta(10000), InsightDirection.Up, 1))
            algorithm.Log("Added Security: {}".format(security.Symbol))

        # Handle removed securities
        for security in self.lastChanges.RemovedSecurities:
            self.TargetWeight[security.Symbol].Update(algorithm.Time, 0)
            insights.append(Insight.Price(security.Symbol, timedelta(10000), InsightDirection.Flat, .5))
            algorithm.Log("Removed Security: {}".format(security.Symbol))

        return insights

    def OnSecuritiesChanged(self, algorithm, changes):
        self.lastChanges = changes
        self.hasChanges = True

from QuantConnect import Resolution, Extensions
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from itertools import groupby
from datetime import datetime, timedelta

class MyPortfolio(PortfolioConstructionModel):

    def __init__(self, algorithm, rebalance = Resolution.Hour, portfolioBias = PortfolioBias.Long):
        self.portfolioBias = portfolioBias

        # If the argument is an instance of Resolution or Timedelta
        # Redefine rebalancingFunc
        rebalancingFunc = rebalance
        if isinstance(rebalance, int):
            rebalance = Extensions.ToTimeSpan(rebalance)
        if isinstance(rebalance, timedelta):
            rebalancingFunc = lambda dt: dt + rebalance
        if rebalancingFunc:
            self.SetRebalancingFunc(rebalancingFunc)
        
        self.algorithm = algorithm

    def CreateTargets(self, algorithm, insights):
        targets = []
        for insight in insights:
            targets.append(PortfolioTarget.Percent(algorithm, insight.Symbol, insight.Magnitude))
        return targets

    # def DetermineTargetPercent(self, activeInsights):
    #     result = {}

    #     for insight in activeInsights:
    #         result[insight] = insight.Magnitude
    #         # self.algorithm.Log("SetHoldings, Symbol: {} Magnitude: {}".format(insight.Symbol, insight.Magnitude))
        

    #     return result