using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;


namespace QuantConnect.Algorithm.CSharp
{

    public class InspiriAlgorithm : QCAlgorithm
    {  	
		//region "Variables"
		private const int hPeriods = 15;
		private const int rsiPeriods = 15;
		private const decimal minPrice = 25;
		private const decimal minVolume = 500000;
		private const decimal tpPercent = 1.01m;
		
                //region "Indicators"
		public SimpleMovingAverage hSMA;
		public RelativeStrengthIndex iRSI;
		RollingWindow<TradeBar> lastMinute = new RollingWindow<TradeBar>(1);
		
        public override void Initialize()
        {
            UniverseSettings.Resolution = Resolution.Minute;
            
            SetStartDate(2015, 11, 25);
            SetEndDate(2015, 11, 30);
            SetCash(10000);
            
            AddUniverse(coarse =>
            {
                return (from cf in coarse
                        where cf.Price > minPrice
              		where cf.Volume > minVolume
                        select cf.Symbol);
            });
        }
        

        public void OnData(TradeBars data)
        {
        	foreach (Security Stock in Securities.Values)
        	{
        		hSMA = SMA(Stock.Symbol, hPeriods, Resolution.Minute, Field.High); //x => ((TradeBar)x).High
            	iRSI = RSI(Stock.Symbol, rsiPeriods, MovingAverageType.Simple, Resolution.Minute);
            	lastMinute.Add(data[Stock.Symbol]);
            	
				if ( Portfolio.Count < 2)
            	{
            		
                	if ( lastMinute[0].High < hSMA && iRSI < 5 )
                	{
                	    Log("BUY  >> " + Stock.Price);
                	    SetHoldings(Stock.Symbol, 0.5m);
                	    var takeProfit = Stock.Price*tpPercent;
                	    LimitOrder(Stock.Symbol, - Stock.Holdings.Quantity, takeProfit);
                	}
            	}

            	if (Portfolio.Count > 0 && lastMinute[0].High >= hSMA)
            	{
            	    Log("SELL >> " + Stock.Price);
            	    Liquidate(Stock.Symbol);    
            	}
        	}	

        }

    }
}