/*
 * 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.
*/

using System;
using System.Collections.Generic;

using QuantConnect.Interfaces;
using QuantConnect.Util;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Algorithm illustrating how to get a security's industry-standard identifier from its <see cref="Symbol"/>
    /// </summary>
    public class IndustryStandardSecurityIdentifiersRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
    {
        public override void Initialize()
        {
            SetStartDate(2013, 10, 07);
            SetEndDate(2013, 10, 07);

            var spy = AddEquity("SPY").Symbol;

            var spyCusip = spy.CUSIP;
            var spyCompositeFigi = spy.CompositeFIGI;
            var spySedol = spy.SEDOL;
            var spyIsin = spy.ISIN;

            CheckSymbolRepresentation(spyCusip, "CUSIP");
            CheckSymbolRepresentation(spyCompositeFigi, "Composite FIGI");
            CheckSymbolRepresentation(spySedol, "SEDOL");
            CheckSymbolRepresentation(spyIsin, "ISIN");

            // Check Symbol API vs QCAlgorithm API
            CheckAPIsSymbolRepresentations(spyCusip, CUSIP(spy), "CUSIP");
            CheckAPIsSymbolRepresentations(spyCompositeFigi, CompositeFIGI(spy), "Composite FIGI");
            CheckAPIsSymbolRepresentations(spySedol, SEDOL(spy), "SEDOL");
            CheckAPIsSymbolRepresentations(spyIsin, ISIN(spy), "ISIN");

            Log($"\nSPY CUSIP: {spyCusip}" +
                $"\nSPY Composite FIGI: {spyCompositeFigi}" +
                $"\nSPY SEDOL: {spySedol}" +
                $"\nSPY ISIN: {spyIsin}");
        }

        private static void CheckSymbolRepresentation(string symbol, string standard)
        {
            if (symbol.IsNullOrEmpty())
            {
                throw new Exception($"{standard} symbol representation is null or empty");
            }
        }

        private static void CheckAPIsSymbolRepresentations(string symbolApiSymbol, string algorithmApiSymbol, string standard)
        {
            if (symbolApiSymbol != algorithmApiSymbol)
            {
                throw new Exception($@"Symbol API {standard} symbol representation ({symbolApiSymbol}) does not match QCAlgorithm API {
                    standard} symbol representation ({algorithmApiSymbol})");
            }
        }

        /// <summary>
        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
        /// </summary>
        public bool CanRunLocally { get; } = true;

        /// <summary>
        /// This is used by the regression test system to indicate which languages this algorithm is written in.
        /// </summary>
        public Language[] Languages { get; } = { Language.CSharp, Language.Python };

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public long DataPoints => 795;

        /// <summary>
        /// Data Points count of the algorithm history
        /// </summary>
        public int AlgorithmHistoryDataPoints => 0;

        /// <summary>
        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "0"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
            {"Compounding Annual Return", "0%"},
            {"Drawdown", "0%"},
            {"Expectancy", "0"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
            {"Total Fees", "$0.00"},
            {"Estimated Strategy Capacity", "$0"},
            {"Lowest Capacity Asset", ""},
            {"Fitness Score", "0"},
            {"Kelly Criterion Estimate", "0"},
            {"Kelly Criterion Probability Value", "0"},
            {"Sortino Ratio", "0"},
            {"Return Over Maximum Drawdown", "0"},
            {"Portfolio Turnover", "0"},
            {"Total Insights Generated", "0"},
            {"Total Insights Closed", "0"},
            {"Total Insights Analysis Completed", "0"},
            {"Long Insight Count", "0"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
            {"Estimated Monthly Alpha Value", "$0"},
            {"Total Accumulated Estimated Alpha Value", "$0"},
            {"Mean Population Estimated Insight Value", "$0"},
            {"Mean Population Direction", "0%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "0%"},
            {"Rolling Averaged Population Magnitude", "0%"},
            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
        };
    }
}