class PensiveSkyBlueCormorant(QCAlgorithm):

    # 1 stock algo
    # 5 Minute resoultion
    # Buy if change from the open > 1%
    # Sell stop - 1 hour min
    # How to make it effective? 
    openingBar = None 
    
    def Initialize(self):
        self.SetStartDate(2021, 5, 24)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.aapl = self.AddEquity("AAPL", Resolution.Minute)
        self.symbol = self.aapl.Symbol
        self.Securities[self.symbol].SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.SetBenchmark("SPY")
        self.fh1min = 0
        # self.SetBenchmark("QQQ")
        self.Consolidate(self.symbol, timedelta(minutes=5), self.OnDataConsolidated)
        
        
        
    def OnData(self, data):
        if not data.ContainsKey(self.symbol) or not data[self.symbol]:
            return
        

        # if current price greater than open at 1% - open long position
        if not self.Portfolio.Invested:
            if (self.openingBar is not None and data[self.symbol].Close > self.openingBar.Open*1.01):
                self.SetHoldings(self.symbol, 1)
        else: 
            # close if current price less than 1HMin. 
            if ((self.Time.hour==10 and self.Time.minute >=30) or 
             (self.Time.hour>10)):
                if (data[self.symbol].Low < self.fh1min):
                    self.Liquidate()
        
        # if not self.Portfolio.Invested:
        #    self.SetHoldings(self.aapl.Symbol, 1)
            
    #  Create a function OnDataConsolidator which saves the currentBar as bar 
    def OnDataConsolidated(self, bar):
        # The first bar will be at 9h35. QC does not "repaint"...
        if bar.Time.hour == 9 and bar.Time.minute == 35:
            self.openingBar = bar
            self.fh1min = bar.Low
            self.Log("Open price: @" + str(self.openingBar.Open))
        else:
            if (bar.Time.hour == 9 and bar.Time.minute >30) or (bar.Time.hour==10 and bar.Time.minute <=30):
                if (bar.Low < self.fh1min):
                    fh1min = bar.Low