# region imports
from AlgorithmImports import *
from collections import deque
# endregion

class SmoothYellowGreenOwl(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 6, 26)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Minute).Symbol 
        self.custom_mss = CustomMSS("CustomMSS", 10)

    def OnData(self, data: Slice):
        # Check if "SPY" data is available in the slice and is not None
        if "SPY" in data.Bars and data.Bars["SPY"] is not None:
            # Assuming self.custom_mss is properly initialized
            if self.custom_mss is not None:
                self.custom_mss.Update(data.Bars["SPY"])
            # Insert your buy/sell logic here

        # Check if CustomMSS indicates a buy signal and the portfolio has enough cash
        if self.custom_mss.S < -10 and not self.Portfolio["SPY"].Invested:
            self.SetHoldings("SPY", 1) # Invest all available cash in SPY

        # Check if CustomMSS indicates a sell signal and the portfolio has the equity
        # elif self.custom_mss.S > 10 and self.Portfolio["SPY"].Invested:
        # self.Liquidate("SPY") # Sell all holdings of SPY

class CustomMSS(PythonIndicator):
    def __init__(self, name, period):
        self.Name = name
        lookback = 10
        self.WarmUpPeriod = lookback*3
        self.Time = datetime.min
        self.Value = 0
        self.short_window = RollingWindow[float](lookback)
        self.long_window = RollingWindow[float](lookback*2)
        self.short_min = 0
        self.long_min = 0
        self.S = 0

    def Update(self, input: BaseData) -> bool:
        if not input: # Check for valid input
            return False

        # Add new data to the windows
        self.short_window.Add(input.Low)
        self.long_window.Add(input.Low)

        # Check if windows have enough data
        if self.short_window.Count == self.short_window.Size and self.long_window.Count == self.long_window.Size:
            self.short_min = min(self.short_window)
            self.long_min = min(self.long_window)
            self.S = self.short_min - self.long_min
            self.Time = input.Time
        return True