# region imports
from AlgorithmImports import *
# endregion

TICKERS = ['MMM', 'ABT', 'ANF', 'ADBE', 'AMD', 'AES', 'AET', 'ACS', 'AFL', 'A', 'APD', 'AKAM', 'AKS', 'AA', 'AYE', 'ATI', 'AGN', 'ALL', 'ALTR', 'MO', 'AMZN', 'AEE', 'AEP', 'AXP', 'AIG', 'AMT', 'AMP', 'ABC', 'AMGN', 'APC', 'ADI', 'AON', 'APA', 'AIV', 'APOL', 'AAPL', 'AMAT', 'ADM', 'ASH', 'AIZ', 'T', 'ADSK', 'ADP', 'AN', 'AZO', 'AVB', 'AVY', 'AVP', 'BHI', 'BLL', 'BAC', 'BK', 'BCR', 'BAX', 'BBT', 'BDX', 'BBBY', 'BMS', 'BRK.B', 'BBY', 'BIG', 'BIIB', 'BJS', 'BDK', 'HRB', 'BMC', 'BA', 'BXP', 'BSX', 'BMY', 'BRCM', 'BF.B', 'CHRW', 'CA', 'COG', 'CAM', 'CPB', 'COF', 'CAH', 'CFN', 'CCL', 'CAT', 'CBG', 'CBS', 'CELG', 'CNP', 'CTL', 'CEPH', 'CF', 'SCHW', 'CHK', 'CVX', 'CB', 'CI', 'CINF', 'CTAS', 'CSCO', 'C', 'CTXS', 'CLF', 'CLX', 'CME', 'CMS', 'COH', 'KO', 'CCE', 'CTSH', 'CL', 'CMCSA', 'CMA', 'CSC', 'CPWR', 'CAG', 'COP', 'CNX', 'ED', 'STZ', 'CEG', 'CBE', 'GLW', 'COST', 'CVH', 'CSX', 'CMI', 'CVS', 'DHI', 'DHR', 'DRI', 'DVA', 'DF', 'DE', 'DELL', 'DNR', 'XRAY', 'DVN', 'DV', 'DO', 'DTV', 'DFS', 'D', 'RRD', 'DOV', 'DOW', 'DPS', 'DTE', 'DD', 'DUK', 'DNB', 'ETFC', 'EMN', 'EK', 'ETN', 'EBAY', 'ECL', 'EIX', 'EP', 'ERTS', 'EMC', 'EMR', 'ETR', 'EOG', 'EQT', 'EFX', 'EQR', 'EL', 'EXC', 'EXPE', 'EXPD', 'ESRX', 'XOM', 'FDO', 'FAST', 'FII', 'FDX', 'FIS', 'FITB', 'FHN', 'FSLR', 'FE', 'FISV', 'FLIR', 'FLS', 'FLR', 'FMC', 'FTI', 'F', 'FRX', 'FO', 'FPL', 'BEN', 'FCX', 'FTR', 'GME', 'GCI', 'GPS', 'GD', 'GE', 'GIS', 'GPC', 'GNW', 'GENZ', 'GILD', 'GS', 'GR', 'GT', 'GOOG', 'GWW', 'HAL', 'HOG', 'HAR', 'HRS', 'HIG', 'HAS', 'HCP', 'HCN', 'HNZ', 'HES', 'HPQ', 'HD', 'HON', 'HRL', 'HSP', 'HST', 'HCBK', 'HUM', 'HBAN', 'ITW', 'RX', 'TEG', 'INTC', 'ICE', 'IBM', 'IFF', 'IGT', 'IP', 'IPG', 'INTU', 'ISRG', 'IVZ', 'IRM', 'ITT', 'JBL', 'JEC', 'JNS', 'JDSU', 'JNJ', 'JCI', 'JPM', 'JNPR', 'K', 'KEY', 'KMB', 'KIM', 'KG', 'KLAC', 'KSS', 'KFT', 'KR', 'LLL', 'LH', 'LM', 'LEG', 'LEN', 'LUK', 'LXK', 'LIFE', 'LLY', 'LTD', 'LNC', 'LLTC', 'LMT', 'L', 'LO', 'LOW', 'LSI', 'MTB', 'M', 'MRO', 'MAR', 'MMC', 'MI', 'MAS', 'MEE', 'MA', 'MAT', 'MFE', 'MKC', 'MCD', 'MHP', 'MCK', 'MJN', 'MWV', 'MHS', 'MDT', 'WFR', 'MRK', 'MDP', 'MET', 'PCS', 'MCHP', 'MU', 'MSFT', 'MIL', 'MOLX', 'TAP', 'MON', 'MWW', 'MCO', 'MS', 'MOT', 'MXB', 'MUR', 'MYL', 'NBR', 'NDAQ', 'NOV', 'NSM', 'NTAP', 'NYT', 'NWL', 'NEM', 'NWSA', 'GAS', 'NKE', 'NI', 'NBL', 'JWN', 'NSC', 'NTRS', 'NOC', 'NU', 'NOVL', 'NVLS', 'NUE', 'NVDA', 'NYX', 'ORLY', 'OXY', 'ODP', 'OMC', 'ORCL', 'OI', 'PCAR', 'PTV', 'PLL', 'PH', 'PDCO', 'PAYX', 'BTU', 'JCP', 'PBCT', 'POM', 'PBG', 'PEP', 'PKI', 'PFE', 'PCG', 'PM', 'PNW', 'PXD', 'PBI', 'PCL', 'PNC', 'RL', 'PPG', 'PPL', 'PX', 'PCP', 'PFG', 'PG', 'PGN', 'PGR', 'PLD', 'PRU', 'PEG', 'PSA', 'PHM', 'QLGC', 'PWR', 'QCOM', 'DGX', 'STR', 'Q', 'RSH', 'RRC', 'RTN', 'RHT', 'RF', 'RSG', 'RAI', 'RHI', 'ROK', 'COL', 'ROP', 'ROST', 'RDC', 'R', 'SWY', 'SAI', 'CRM', 'SNDK', 'SLE', 'SCG', 'SLB', 'SNI', 'SEE', 'SHLD', 'SRE', 'SHW', 'SIAL', 'SPG', 'SLM', 'SII', 'SJM', 'SNA', 'SO', 'LUV', 'SWN', 'SE', 'S', 'STJ', 'SWK', 'SPLS', 'SBUX', 'HOT', 'STT', 'SRCL', 'SYK', 'SUN', 'STI', 'SVU', 'SYMC', 'SYY', 'TROW', 'TGT', 'TE', 'TLAB', 'THC', 'TDC', 'TER', 'TSO', 'TXN', 'TXT', 'HSY', 'TRV', 'TMO', 'TIF', 'TWX', 'TWC', 'TIE', 'TJX', 'TMK', 'TSS', 'TSN', 'USB', 'UNP', 'UNH', 'UPS', 'X', 'UTX', 'UNM', 'VFC', 'VLO', 'VAR', 'VTR', 'VRSN', 'VZ', 'VIAb', 'V', 'VNO', 'VMC', 'WMT', 'WAG', 'DIS', 'WPO', 'WM', 'WAT', 'WPI', 'WLP', 'WFC', 'WDC', 'WU', 'WY', 'WHR', 'WFMI', 'WMB', 'WIN', 'WEC', 'WYN', 'WYNN', 'XEL', 'XRX', 'XLNX', 'XL', 'XTO', 'YHOO', 'YUM', 'ZMH', 'ZION']

class AdaptableYellowGreenAlpaca(QCAlgorithm):

    # def CustomBarHandler(self, bar):
    #     self.windows[self.tickers.index(bar.symbol)].Add(bar)

    def change(self, before, after):
        diff = after-before
        return diff/before

    def OnEndOfAlgorithm(self):
        self.Liquidate()


    def initialize(self):
        self.set_start_date(2010, 1, 1)
        self.set_cash(100000)

        self.tickers = [self.AddEquity(ticker, Resolution.Daily).Symbol for ticker in TICKERS]
        self.readyToBuy = False
        self.toBuyTickers = []
        self.changed = False
        # self.Log(len(TICKERS))

        # for ticker in TICKERS:
        #     try:
        #         self.AddEquity(ticker, Resolution.Daily).Symbol
        #         self.SetHoldings(ticker, 1)
        #         self.Liquidate()
        #     except:
        #         self.Log(str(ticker))
        #         TICKERS.pop(TICKERS.index(ticker))

        # self.Log(len(TICKERS))
        # for ticker in toBuy:
        #     self.Log("BUY " + str(ticker.value))
        #     self.SetHoldings(ticker, 1/len(toBuy))
        # self.windows = [RollingWindow[TradeBar](64) for i in range(len(TICKERS))]

        self.period = timedelta(90)
        self.nextEntryTime = self.Time

        self.set_warm_up(90, Resolution.DAILY)

        self.AMOUNT = 3


        self.buyAt = 0

    def on_warmup_finished(self):
        self.readyToBuy = True

    def on_data(self, data: Slice):
        self.changed = False
        if self.Time > DateTime(2024,1,1):
            self.Liquidate()
        elif self.readyToBuy:
            for ticker in self.tickers:
                try:
                    if ticker.value in data:
                        self.toBuyTickers.append(ticker)
                        self.Log("Buy " + str(ticker.value))
                        self.tickers.pop(self.tickers.index(ticker))
                        self.changed = True
                except:
                    pass
            if self.changed:
                targets = []
                for ticker in self.toBuyTickers:
                    targets.append(PortfolioTarget(ticker.value, 1/len(self.toBuyTickers)))
                if len(targets) != 0:
                    self.SetHoldings(targets, True)


        # elif self.portfolio.total_unrealized_profit < self.buyAt * 0.9:
        #     self.Liquidate()
        #     self.Log("SOLD PRICE STOP")
        #     self.buyAt = 0
        # elif self.nextEntryTime <= self.Time:
        #     self.Liquidate()
        #     self.Log("SELL")
        #     # self.Log(str(self.portfolio.total_unrealized_profit))
        #     # self.Log(str(self.buyAt*0.9))
        #     # for window in self.windows:
        #     #     if not window.IsReady:
        #     #         return
        #     stocks = {}
        #     for ticker in self.tickers:
        #         hist = self.History(ticker, self.period, Resolution.Daily)
        #         half = len(hist.index) // 2
        #         lower = hist.iloc[:half,:]
        #         higher = hist.iloc[half:,:]
        #         try:

        #             lh = max(lower["close"])
        #             hh = max(higher["close"])

        #             diffChange = self.change(lh,hh)
        #             stocks[diffChange] = ticker
        #         except:
        #             pass

        #     sortedStocks = dict(sorted(stocks.items()))

        #     toBuy = list(sortedStocks.values())[:self.AMOUNT]
        #     for ticker in toBuy:
        #         self.Log("BUY " + str(ticker.value))
        #         self.SetHoldings(ticker, 1/len(toBuy))
        #     self.buyAt = self.portfolio.total_unrealized_profit
        #     # self.MarketOrder(self.spy, int(self.Portfolio.Cash / price) )
        #     self.nextEntryTime = self.Time + self.period