import decimal as d
from datetime import timedelta

class MovingAverageCrossAlgorithm(QCAlgorithm):

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
        
        self.SetTimeZone("Europe/Rome")
        self.SetStartDate(2020, 1, 1)    #Set Start Date
        self.SetEndDate(2020, 12, 31)      #Set End Date
        self.SetCash(100000)             #Set Strategy Cash

        self.currencies = ["EURUSD", "GBPUSD", "USDJPY"]
    
        
        for c in self.currencies:
            self.symbol = self.AddForex(c, Resolution.Hour)
            self.fast = self.EMA(c, 50, Resolution.Hour)
            self.slow = self.EMA(c, 200, Resolution.Hour)
            self.warm = self.SetWarmUp(200)

            self.quant = 100000
            

    def OnData(self, data):
        tolerance = 0.00015
        
        for curr in self.currencies:
            if not self.Portfolio.Invested:
            #if not self.Portfolio[curr].IsLong:
                price = data[curr].Close
                if self.fast.Current.Value > self.slow.Current.Value * d.Decimal(1 + tolerance):
                    self.MarketOrder(curr, self.quant)
                    self.StopMarketOrder(curr, -self.quant, (price * 0.99))
                    self.LimitOrder(curr, -self.quant, (price * 1.02))
            
            # if self.Portfolio[c].IsLong:
            #   if self.fast.Current.Value < self.slow.Current.Value:
            #       self.Liquidate(c)
        
        
        
                
                
    def OnOrderEvent(self, orderEvent):
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
        if order.Status == OrderStatus.Filled:
            if order.Type == OrderType.Limit or order.Type == OrderType.Limit:
                self.Transactions.CancelOpenOrders(order.Symbol)
                        
        if order.Status == OrderStatus.Canceled:
            self.Log(str(orderEvent))