# 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 datetime import datetime, timedelta

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import *
from QuantConnect.Data.Custom.CBOE import *

class CachedAlternativeDataAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2003, 1, 1)
        self.SetEndDate(2019, 10, 11)
        self.SetCash(100000)

        # QuantConnect caches a small subset of alternative data for easy consumption for the community.
        # You can use this in your algorithm as demonstrated below:

        # CBOE VIX: http://cache.quantconnect.com/alternative/cboe/vix.csv
        self.AddData(CBOE, "VIX")

    def OnData(self, data):
        vix = data.Get(CBOE, "VIX")
        self.Log(f"VIX: {self.Time}, {vix.Open}, {vix.High}, {vix.Low}, {vix.Close}")