# 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.

import itertools
from AlgorithmImports import *

from OptionStrategyFactoryMethodsBaseAlgorithm import *

### <summary>
### This algorithm demonstrate how to use OptionStrategies helper class to batch send orders for common strategies.
### In this case, the algorithm tests the Straddle and Short Straddle strategies.
### </summary>
class LongAndShortStraddleStrategiesAlgorithm(OptionStrategyFactoryMethodsBaseAlgorithm):

    def ExpectedOrdersCount(self) -> int:
        return 4

    def TradeStrategy(self, chain: OptionChain, option_symbol: Symbol):
        contracts = sorted(sorted(chain, key=lambda x: abs(chain.Underlying.Price - x.Strike)),
                           key=lambda x: x.Expiry, reverse=True)
        groupedContracts = [list(group) for _, group in itertools.groupby(contracts, lambda x: (x.Strike, x.Expiry))]
        groupedContracts = (group
                            for group in groupedContracts
                            if (any(contract.Right == OptionRight.Call for contract in group) and
                                any(contract.Right == OptionRight.Put for contract in group)))
        contracts = next(groupedContracts, [])

        if len(contracts) == 0:
            return

        contract = contracts[0]
        if contract is not None:
            self._straddle = OptionStrategies.Straddle(option_symbol, contract.Strike, contract.Expiry)
            self._short_straddle = OptionStrategies.ShortStraddle(option_symbol, contract.Strike, contract.Expiry)
            self.Buy(self._straddle, 2)

    def AssertStrategyPositionGroup(self, positionGroup: IPositionGroup, option_symbol: Symbol):
        positions = list(positionGroup.Positions)
        if len(positions) != 2:
            raise Exception(f"Expected position group to have 2 positions. Actual: {len(positions)}")

        callPosition = next((position for position in positions if position.Symbol.ID.OptionRight == OptionRight.Call), None)
        if callPosition is None:
            raise Exception("Expected position group to have a call position")

        putPosition = next((position for position in positions if position.Symbol.ID.OptionRight == OptionRight.Put), None)
        if putPosition is None:
            raise Exception("Expected position group to have a put position")

        expectedCallPositionQuantity = 2
        expectedPutPositionQuantity = 2

        if callPosition.Quantity != expectedCallPositionQuantity:
            raise Exception(f"Expected call position quantity to be {expectedCallPositionQuantity}. Actual: {callPosition.Quantity}")

        if putPosition.Quantity != expectedPutPositionQuantity:
            raise Exception(f"Expected put position quantity to be {expectedPutPositionQuantity}. Actual: {putPosition.Quantity}")

    def LiquidateStrategy(self):
        # We should be able to close the position using the inverse strategy (a short straddle)
        self.Buy(self._short_straddle, 2)