# 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 AlgorithmImports import *

### <summary>
### Basic template framework algorithm uses framework components to define the algorithm.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="using quantconnect" />
### <meta name="tag" content="trading and orders" />
class BasicTemplateFrameworkAlgorithm(QCAlgorithm):
 '''Basic template framework algorithm uses framework components to define the algorithm.'''

 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.'''

 # Set requested data resolution
 self.universe_settings.resolution = Resolution.MINUTE

 self.set_start_date(2013,10,7) #Set Start Date
 self.set_end_date(2013,10,11) #Set End Date
 self.set_cash(100000) #Set Strategy Cash

 # Find more symbols here: http://quantconnect.com/data
 # Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
 # Futures Resolution: Tick, Second, Minute
 # Options Resolution: Minute Only.
 symbols = [ Symbol.create("SPY", SecurityType.EQUITY, Market.USA) ]

 # set algorithm framework models
 self.set_universe_selection(ManualUniverseSelectionModel(symbols))
 self.set_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(minutes = 20), 0.025, None))

 # We can define how often the EWPCM will rebalance if no new insight is submitted using:
 # Resolution Enum:
 self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel(Resolution.DAILY))
 # timedelta
 # self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel(timedelta(2)))
 # A lamdda datetime -> datetime. In this case, we can use the pre-defined func at Expiry helper class
 # self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel(Expiry.END_OF_WEEK))

 self.set_execution(ImmediateExecutionModel())
 self.set_risk_management(MaximumDrawdownPercentPerSecurity(0.01))

 self.debug("numpy test >>> print numpy.pi: " + str(np.pi))

 def on_order_event(self, order_event):
 if order_event.status == OrderStatus.FILLED:
 self.debug("Purchased Stock: {0}".format(order_event.symbol))