# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Execution import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Selection import *
from datetime import timedelta

### <summary>
### Regression algorithm testing portfolio construction model control over rebalancing,
### specifying a date rules, see GH 4075.
### </summary>
class PortfolioRebalanceOnDateRulesRegressionAlgorithm(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.UniverseSettings.Resolution = Resolution.Daily

        self.SetStartDate(2015,1,1)
        self.SetEndDate(2017,1,1)

        self.Settings.RebalancePortfolioOnInsightChanges = False;
        self.Settings.RebalancePortfolioOnSecurityChanges = False;

        self.SetUniverseSelection(CustomUniverseSelectionModel("CustomUniverseSelectionModel", lambda time: [ "AAPL", "IBM", "FB", "SPY" ]))
        self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, None))
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel(self.DateRules.Every(DayOfWeek.Wednesday)))
        self.SetExecution(ImmediateExecutionModel())

    def OnOrderEvent(self, orderEvent):
        if orderEvent.Status == OrderStatus.Submitted:
            self.Debug(str(orderEvent));
            if self.UtcTime.weekday() != 2:
                raise ValueError(str(self.UtcTime) + " " + str(orderEvent.Symbol) + " " + str(self.UtcTime.weekday()));