using System;
using System.Linq;
using QuantConnect.Indicators;
using QuantConnect.Models;

namespace QuantConnect.Algorithm.Examples
{
    /// <summary>
    /// 
    /// Look for Down Trend.
    /// </summary>
    public class MyDownTrend : QCAlgorithm
    {
        private const string Symbol = "EURUSD";

        private SimpleMovingAverage fast;
        private SimpleMovingAverage slow;
        private MovingAverageConvergenceDivergence macd;

        private Delay[] PriceDelays;
        private decimal PriceResistancePrev;
        private decimal PriceResistanceCurrent;
        
        private Delay[] MacdDelays;
        private decimal MacdResistancePrev;
        private decimal MacdResistanceCurrent;
        
        private decimal ExitPrice;
        private int BarsAfterSell;
        
        public override void Initialize()
        {
            // set up our analysis span
            SetStartDate(2009, 01, 01);
            SetEndDate(2015, 01, 01);

            // request SPY data with minute resolution
            AddSecurity(SecurityType.Forex, Symbol, Resolution.Minute);

            var consolidator = ResolveConsolidator(Symbol, TimeSpan.FromMinutes(5));
            int delays = 5;
            macd = new MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential);
            RegisterIndicator(Symbol, macd, consolidator);
            PriceDelays = new Delay[delays];
            MacdDelays = new Delay[delays];
            for(int i = 0; i < delays; i++){
                PriceDelays[i] = new Delay(i);
                RegisterIndicator(Symbol, PriceDelays[i], consolidator);
                MacdDelays[i] = (new Delay(i)).Of(macd.Fast);
            }
            
            PriceResistancePrev = PriceResistanceCurrent = -1.0m;
            MacdResistancePrev = MacdResistanceCurrent = -1.0m;
            
            fast = new SimpleMovingAverage(75);
            slow = new SimpleMovingAverage(200);
            RegisterIndicator(Symbol, fast, consolidator);
            RegisterIndicator(Symbol, slow, consolidator);
        }

        //private DateTime previous;
        public void OnData(TradeBars data)
        {
            var holdings = Portfolio[Symbol].Quantity;

            if (PriceDelays[4] < PriceDelays[2] &&
                PriceDelays[3] < PriceDelays[2] &&
                PriceDelays[1] < PriceDelays[2] &&
                PriceDelays[0] < PriceDelays[2])
            {
                PriceResistancePrev = PriceResistanceCurrent;
                PriceResistanceCurrent = PriceDelays[2];
            }
            
            if (MacdDelays[4] < MacdDelays[2] &&
                MacdDelays[3] < MacdDelays[2] &&
                MacdDelays[1] < MacdDelays[2] &&
                MacdDelays[0] < MacdDelays[2])
            {
                MacdResistancePrev = MacdResistanceCurrent;
                MacdResistanceCurrent = MacdDelays[2];
            }
            
            if (PriceResistancePrev == -1.0m || PriceResistanceCurrent == -1.0m ||
                MacdResistancePrev == -1.0m || MacdResistanceCurrent == -1.0m)
            {
                return;
            }
            
            if (holdings < 0)
            {
                BarsAfterSell++;
                if (ExitPrice == -1.0m &&BarsAfterSell == 2)
                {
                    ExitPrice = Securities[Symbol].Price;
                }
                else if (Securities[Symbol].Price >= ExitPrice || BarsAfterSell >= 5)
                {
                    Liquidate(Symbol);
                }
            }
            else
            {
                if (!(PriceResistancePrev > PriceResistanceCurrent))
                {
                    return;
                }
                
                if (!(MacdResistancePrev > MacdResistanceCurrent && MacdResistanceCurrent < 0))
                {
                    return;
                }
                
                if (!(fast < slow))
                {
                    return;
                }
                
                if (macd.Fast < macd.Slow)
                {
                    Log("SELL >> " + Securities[Symbol].Price);
                    SetHoldings(Symbol, -1.0);
                    ExitPrice = -1.0m;
                    BarsAfterSell = 0;
                }
            }
            
            Plot(Symbol, "Price", data[Symbol].Price);

            // a couple things to notice in this method:
            //  1. We never need to 'update' our indicators with the data, the engine takes care of this for us
            //  2. We can use indicators directly in math expressions
            //  3. We can easily plot many indicators at the same time

            // wait for our slow ema to fully initialize
            //if (!slow.IsReady) return;

            // only once per day
            //if (previous.Date == data.Time.Date) return;

            // define a small tolerance on our checks to avoid bouncing
            //const decimal tolerance = 0.00015m;
            //var holdings = Portfolio[Symbol].Quantity;

            // we only want to go long if we're currently short or flat
            //if (holdings <= 0)
            //{
                // if the fast is greater than the slow, we'll go long
               // if (fast > slow * (1 + tolerance))
                //{
                //    Log("BUY  >> " + Securities[Symbol].Price);
                //    SetHoldings(Symbol, 1.0);
                //}
            //}

            // we only want to liquidate if we're currently long
            // if the fast is less than the slow we'll liquidate our long
            //if (holdings > 0 && fast < slow)
            //{
            //    Log("SELL >> " + Securities[Symbol].Price);
            //    Liquidate(Symbol);    
            //}

            //Plot(Symbol, "Price", data[Symbol].Price);
            //Plot("Ribbon", "Price", data[Symbol].Price);
            
            // easily plot indicators, the series name will be the name of the indicator
            //Plot(Symbol, fast, slow);
            //Plot("Ribbon", ribbon);

            //previous = data.Time;
        }
    }
}