# 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.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data.Custom.USEnergy import USEnergyAPI
from QuantConnect.Data.Custom.Tiingo import *

### <summary>
### This example algorithm shows how to import and use Tiingo daily prices data.
### </summary>
### <meta name="tag" content="strategy example" />
### <meta name="tag" content="using data" />
### <meta name="tag" content="custom data" />
### <meta name="tag" content="tiingo" />
class USEnergyInformationAdministrationAlgorithm(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.SetStartDate(2017, 1, 1)
        self.SetEndDate(2017, 12, 31)
        self.SetCash(100000)

        # Set your Tiingo API Token here
        Tiingo.SetAuthCode("my-tiingo-api-token")
        # Set your US Energy Information Administration (EIA) API Token here
        USEnergyAPI.SetAuthCode("my-us-energy-information-api-token")


        self.tiingoTicker = "AAPL"
        self.energyTicker = "NUC_STATUS.OUT.US.D"
        self.tiingoSymbol = self.AddData(TiingoDailyData, self.tiingoTicker, Resolution.Daily).Symbol
        self.energySymbol = self.AddData(USEnergyAPI, self.energyTicker, Resolution.Hour).Symbol


        self.emaFast = self.EMA(self.tiingoSymbol, 5)
        self.emaSlow = self.EMA(self.tiingoSymbol, 10)


    def OnData(self, slice):
        # OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        if (not slice.ContainsKey(self.tiingoTicker)) or (not slice.ContainsKey(self.energyTicker)): return

        # Extract Tiingo data from the slice
        tiingoRow = slice[self.tiingoTicker]
        energyRow = slice[self.energyTicker]

        self.Log(f"{self.Time} - {tiingoRow.Symbol.Value} - {tiingoRow.Close} {tiingoRow.Value} {tiingoRow.Price} - EmaFast:{self.emaFast} - EmaSlow:{self.emaSlow}")
        self.Log(f"{self.Time} - {energyRow.Symbol.Value} - {energyRow.Value}")

        # Simple EMA cross
        if not self.Portfolio.Invested and self.emaFast > self.emaSlow:
            self.SetHoldings(self.tiingoSymbol, 1)

        elif self.Portfolio.Invested and self.emaFast < self.emaSlow:
            self.Liquidate(self.tiingoSymbol)