from System.Drawing import Color
# difference between the stock price and the vwap

class VerticalTransdimensionalCoreWave(QCAlgorithm):

    def Initialize(self):
        
        self.SetTimeZone("America/New_York")
    
        self.SetStartDate(2021, 7, 16)
        self.SetEndDate(2021, 7, 20)
        
        stock = "QQQ"
        
        self.STOCK = self.AddEquity(stock, Resolution.Minute)
        self.SetCash(10000)  # Set Strategy Cash
        self.SetWarmUp(100)
        
        self.Firststock = stock
        
        self.Percent = self.ROCP(self.Firststock, 1, Resolution.Minute)
        self.VolumeSet = self.SMA(self.Firststock, 1, Resolution.Minute, Field.Volume)
        self.Percent.Updated += self.UpdateVolumeSet
        
        self.stock = Identity(stock)
        self.Vwap = self.VWAP(self.Firststock)
        self.Diff = IndicatorExtensions.Minus(self.stock, self.Vwap)

        stockPlot = Chart("Trade Plot")
        stockPlot.AddSeries(Series("Price Close", SeriesType.Line, 0))
        stockPlot.AddSeries(Series('Buy', SeriesType.Scatter, '$', Color.Green, ScatterMarkerSymbol.Triangle))
        stockPlot.AddSeries(Series('Sell', SeriesType.Scatter, '$', Color.Red, ScatterMarkerSymbol.TriangleDown))
        self.AddChart(stockPlot)

        
    def UpdateVolumeSet(self, sender, updated):
        if not self.Percent.IsReady:
            return
        if self.Percent.Current.Value < 0:
            self.VolumeSet.Update(self.Time, -1*(updated.Value))
        else:
            self.VolumeSet.Update(self.Time, (updated.Value))
        if not self.VolumeSet.IsReady:
            return
        
    def MAUpdated(self, sender, updated):
        self.MAWindow.Add(updated.Value)

        
    def OnData(self, data): 
        if self.IsWarmingUp: return
        if not self.CurrentSlice.Bars.ContainsKey(self.Firststock): return
    
        price = data[self.Firststock].Value
        wvap = self.Vwap.Current.Value
        diff = float(price - wvap)

        self.Plot("Trade Plot", "Price Close", price)
        self.Plot("Trade Plot", "VWAP", wvap)
        
        self.Plot("Try", "Difference", diff)