namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash. This is a skeleton
    /// framework you can use for designing an algorithm.
    /// </summary>
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Symbol _eurusd;
        private RelativeStrengthIndex _rsi;
        private DateTime startdate;
        private DateTime enddate;
        private OrderTicket order;
        private OrderTicket limit;
        private OrderTicket stop;
        private bool trading;

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
        	trading = false;
        	startdate = new DateTime(2017,1,1);
        	enddate = new DateTime(2018,12,20);
            SetStartDate(startdate);  //Set Start Date
            SetEndDate(enddate);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            AddForex("EURUSD",Resolution.Hour,Market.Oanda);
            SetBrokerageModel(BrokerageName.OandaBrokerage);
            
            var lot = Securities["EURUSD"].SymbolProperties.LotSize;
            
            Debug("the lot size is "+ lot);
            
            var orderQuantity = 20180.12m;
            var order = Securities["EURUSD"].SymbolProperties.ContractMultiplier;
            
            Debug("the order size is "+ Math.Round(orderQuantity/lot)*lot);
            
            _eurusd = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda);
        	_rsi = RSI(_eurusd,14,MovingAverageType.Wilders,Resolution.Hour);
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
            	if (!_rsi.IsReady){
            		return;
            	}
            	QuoteBar quote = data[_eurusd];
            	Decimal price = quote.Close;
            	Log(_rsi +" "+ price);
            	if (trading){
            		return;
            	}
            	decimal p =  1.001m;
            	if (_rsi <= 30 && _rsi >= 25){
            		decimal limit = price+0.0046m;
            		decimal stop = price-0.0050m;
            		order = MarketOrder(_eurusd,1,false);
            		//Log("the price is " + price);
            		//Log("the limit is "+ limit);
            		//Log("the stop is "+ stop);
            		//Console.WriteLine("limit: "+limit);
            		//Console.WriteLine("stop: "+stop);
            		this.limit = LimitOrder(_eurusd,1,limit);
            		this.stop = StopMarketOrder(_eurusd,1,stop);
            		//LimitOrder(_eurusd,1,limit);
            		trading = true;
            	}
            	if (_rsi >= 70 && _rsi <= 75){
            		decimal limit = price-0.0046m;
            		decimal stop = price+0.0050m;
            		//Log("the direction is Sell");
            		//Log("the price is "+ price);
            		//Log("the limit is "+ limit);
            		//Log("the stop is "+ stop);
            		order = MarketOrder(_eurusd,1,false);
            		this.limit = LimitOrder(_eurusd,1,limit);
            		this.stop = StopMarketOrder(_eurusd,1,stop);
            		//Log("The orderid for market order is "+ order.OrderId);
            		//Log("the order id for limit order is "+ this.limit.OrderId);
            		//Log("the order id for stop order is "+ this.stop.OrderId);
            		trading = true;
            	}
        }
        
        public override void OnOrderEvent(OrderEvent orderevent){
        	//return;
        	//Log("OrderEvent occured");
        	//Log("OrderEvent Status " + orderevent.Status);
        	//Log("The Order Id is " + orderevent.OrderId);
        	if (orderevent.OrderId == 2){
        		if (orderevent.Status != null){
        			if (orderevent.Status == OrderStatus.Filled){
        				Transactions.CancelOrder(1);
        				Transactions.CancelOrder(2);
        				Transactions.CancelOrder(3);
        			}
        		}
        	}
        	//Log("OrderStatus marketorder" + order.Status);
        	//Log("OrderStatus limitorder" + limit.Status);
        	//Log("OrderStatus stoporder" + stop.Status);
        	//Console.WriteLine("an order event happened");
        	//Console.WriteLine("the order status: "+orderevent.Status);
        	//Console.WriteLine("the order fillprice "+orderevent.FillPrice);
        	/*if (orderevent.Status == OrderStatus.Filled){
        		order.Cancel();
        	}*/
        }
    }
}