import dateutil
import json

from missingdatatracker import *
import parameters

class ParticleVentralContainmentField(QCAlgorithm):
    '''
    Select a universe of securities then see how many data points are missing for them at hourly resolution.
    '''
    def Initialize(self):
        self.delisted = set()
        self.missingDataTrackers = {}
        self.universeSelected = False
    
        self.Debug(parameters.final)

        startDate = datetime.strptime(parameters.start, "%Y-%m-%d") if parameters.start else datetime(2020, 1, 1)
        endDate = datetime.strptime(parameters.end, "%Y-%m-%d") if parameters.end else datetime(2020, 12, 31)
        self.SetStartDate(startDate)
        self.SetEndDate(endDate)
        self.SetCash(100000)  # Set Strategy Cash

        self.UniverseSettings.Resolution = Resolution.Hour
        self.UniverseSettings.FillForward = False

        self.coarseUniverse = self.AddUniverse(self.CoarseFilter)
    
    def CoarseFilter(self, coarse):
        if self.universeSelected:
            return Universe.Unchanged

        self.universeSelected = True
        usEquities = [c for c in coarse if c.Symbol.ID.Market.lower() == "usa" and c.Symbol.SecurityType == SecurityType.Equity]
        usEquities.sort(key=lambda c: c.DollarVolume, reverse=True)
        universe = [c.Symbol for c in usEquities[:500]]
        self.Debug(f"{[s.Value for s in universe]}")
        for symbol in universe:
            if symbol not in self.missingDataTrackers:
                mdt = MissingDataTracker(self, symbol)
                self.missingDataTrackers[symbol] = mdt
        return universe
        
    def OnData(self, slice):
        for kvp in slice.Delistings:
            if kvp.Value.Type == DelistingType.Delisted:
                if kvp.Key in self.missingDataTrackers:
                    self.Debug(f"{kvp.Key.Value} delisted")
                    self.missingDataTrackers[kvp.Key].TrackRun()
                self.delisted.add(kvp.Key)
        
        if self.Time.hour >= 9 and self.Time.hour <= 16 and self.Time.minute == 0:
            for symbol in self.coarseUniverse.Securities.Keys:
                if symbol in self.delisted:
                    continue
                mdt = self.missingDataTrackers[symbol]
                if mdt.lastTime != self.Time:
                    if slice.Bars.ContainsKey(symbol) and slice.Bars[symbol].Volume > 0:
                        mdt.DataReceived(self.Time)
                    else:
                        mdt.DataMissing(self.Time)
                        
            self.SetRuntimeStatistic("received", sum(mdt.receivedCnt for mdt in self.missingDataTrackers.values()))
            self.SetRuntimeStatistic("missing", sum(mdt.missingCnt for mdt in self.missingDataTrackers.values()))
            self.SetRuntimeStatistic("symbolsWithMissing", sum(mdt.missingCnt > 0 for mdt in self.missingDataTrackers.values()))
                    
    def OnEndOfAlgorithm(self):
        # Output in a format that makes it easy to verify in research environment
        # dict mapping security identifier to array of arrays
        obj = {}
        totalReceived = 0
        totalMissing = 0
        symbolsWithMissing = 0
        for (symbol,mdt) in self.missingDataTrackers.items():
            mdt.TrackRun()
            # Check correctness before we dump a bunch of logs
            for i in range(0, len(mdt.runs), 2):
                if i+1 < len(mdt.runs) and mdt.runs[i][1] >= mdt.runs[i+1][0]:
                    self.Debug("Runs overlap")
                    self.Debug(f"{symbol.Value} rcvd={mdt.receivedCnt} missing={mdt.missingCnt} runs={[(a.isoformat(), b.isoformat()) for (a,b) in mdt.runs]}")
                    return
            totalReceived += mdt.receivedCnt
            totalMissing += mdt.missingCnt
            if mdt.runs:
                symbolsWithMissing += 1
                obj[str(symbol.ID)] = [[start.isoformat(), end.isoformat()] for (start, end) in mdt.runs]
        
        self.Debug(f"Missing rate = {totalMissing}/{totalMissing+totalReceived} = {totalMissing/(totalMissing+totalReceived)}")
        self.Debug(f"Symbols with missing data = {symbolsWithMissing}/{self.coarseUniverse.Securities.Count} = {symbolsWithMissing/self.coarseUniverse.Securities.Count}")
        self.Debug(json.dumps(obj))

class MissingDataTracker:
    def __init__(self, algorithm, symbol):
        self.algorithm = algorithm
        self.symbol = symbol

        self.runStart = None
        self.lastTime = algorithm.Time
        self.runs = []
        self.receivedCnt = 0
        self.missingCnt = 0

    def DataReceived(self, time):
        #self.algorithm.Debug(f"{self.symbol.Value} DataReceived {time} missing={self.missing} lastDataPoint={self.lastDataPoint}")
        self.TrackRun()
        self.receivedCnt += 1
        self.lastTime = time
    
    def DataMissing(self, time):
        #self.algorithm.Debug(f"{self.symbol.Value} DataMissing {time} missing={self.missing} lastDataPoint={self.lastDataPoint}")
        if not self.runStart:
            self.runStart = time

        self.missingCnt += 1
        self.lastTime = time
        
    def TrackRun(self):
        if self.runStart:
            #self.algorithm.Debug(f"{self.symbol.Value} missing={self.missing} run={(self.lastDataPoint, time)}")
            self.runs.append((self.runStart, self.lastTime))
            self.runStart = None

import json

# The following line is what gets replaced by script
_parametersJson = '{"start": "2020-01-01", "end": "2020-12-31"}'

_defaults = {
    ################################################################################################################
    # These are parameters that are passed to the backtesting framework
    ################################################################################################################
    "start": None,
    "end": None,
}

_parsedJson = json.loads(_parametersJson)

final = {k: _parsedJson[k] if k in _parsedJson else _defaults[k] for k in _defaults}

start = final["start"]
end = final["end"]