# 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 datetime import time
import os
from AlgorithmImports import *

### <summary>
### Algorithm demonstrating and ensuring that Bybit crypto brokerage model works as expected with custom data types
### </summary>
class BybitCustomDataCryptoRegressionAlgorithm(QCAlgorithm):

 def initialize(self) -> None:
 self.set_start_date(2022, 12, 13)
 self.set_end_date(2022, 12, 13)

 self.set_account_currency("USDT")
 self.set_cash(100000)

 self.set_brokerage_model(BrokerageName.BYBIT, AccountType.CASH)

 symbol = self.add_crypto("BTCUSDT").symbol
 self._btc_usdt = self.add_data(CustomCryptoData, symbol, Resolution.MINUTE).symbol

 # create two moving averages
 self._fast = self.ema(self._btc_usdt, 30, Resolution.MINUTE)
 self._slow = self.ema(self._btc_usdt, 60, Resolution.MINUTE)

 def on_data(self, data: Slice) -> None:
 if not self._slow.is_ready:
 return

 if self._fast.current.value > self._slow.current.value:
 if self.transactions.orders_count == 0:
 self.buy(self._btc_usdt, 1)
 else:
 if self.transactions.orders_count == 1:
 self.liquidate(self._btc_usdt)

 def on_order_event(self, order_event: OrderEvent) -> None:
 self.debug(f"{self.time}{order_event}")

class CustomCryptoData(PythonData):
 def get_source(self, config: SubscriptionDataConfig, date: datetime, is_live_mode: bool) -> SubscriptionDataSource:
 tick_type_string = Extensions.tick_type_to_lower(config.tick_type)
 formatted_date = date.strftime("%Y%m%d")
 source = os.path.join(Globals.data_folder, "crypto", "bybit", "minute",
 config.symbol.value.lower(), f"{formatted_date}_{tick_type_string}.zip")

 return SubscriptionDataSource(source, SubscriptionTransportMedium.LOCAL_FILE, FileFormat.CSV)

 def reader(self, config: SubscriptionDataConfig, line: str, date: datetime, is_live_mode: bool) -> BaseData:
 csv = line.split(',')

 data = CustomCryptoData()
 data.symbol = config.symbol

 data_datetime = datetime.combine(date.date(), time()) + timedelta(milliseconds=int(csv[0]))
 data.time = Extensions.convert_to(data_datetime, config.data_time_zone, config.exchange_time_zone)
 data.end_time = data.time + timedelta(minutes=1)

 data["Open"] = float(csv[1])
 data["High"] = float(csv[2])
 data["Low"] = float(csv[3])
 data["Close"] = float(csv[4])
 data["Volume"] = float(csv[5])
 data.value = float(csv[4])

 return data