#
#   QuantConnect Basic Template:
#    Fundamentals to using a QuantConnect algorithm.
#
#    You can view the QCAlgorithm base class on Github: 
#    https://github.com/QuantConnect/Lean/tree/master/Algorithm
#

import math
import numpy as np
import pandas as pd
import statistics

from datetime import datetime, timedelta

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):
        # Set the cash we'd like to use for our backtest
        # This is ignored in live trading 
        self.SetCash(10000)
        
        # Start and end dates for the backtest.
        # These are ignored in live trading.
        self.SetStartDate(2017,1,1)
        self.SetEndDate(2017,1,30)
        
        # Add assets you'd like to see
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.sso = self.AddEquity("SSO", Resolution.Daily).Symbol
        self.vix = self.AddSecurity(SecurityType.Option, "VIX", Resolution.Daily)
        
        # Define the Schedules
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen(self.spy, -45),        
            Action(self.EveryDayBeforeMarketOpen))
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen(self.spy, 90),        
            Action(self.Balance))
        

    def OnData(self, slice):
        # Simple buy and hold template
        if not self.Portfolio.Invested:
            #self.SetHoldings(self.spy, 1)
            #self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
            #self.Log("Hello World!")
            self.Log("SSO Close:%s" %self.Securities['SSO'].Close)
            #self.Log("VIX Close:%s" %self.Securities['VIX'].Close)
            
    def EveryDayBeforeMarketOpen(self):
        self.Log("EveryDayBeforeMarketOpen")
        
    def Balance(self):
        self.Log("Balance")