# 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>
### Demonstration of using custom margin interest rate model in backtesting.
### </summary>
class CustomMarginInterestRateModelAlgorithm(QCAlgorithm):
 def initialize(self):
 self.set_start_date(2013, 10, 1)
 self.set_end_date(2013, 10, 31)

 security = self.add_equity("SPY", Resolution.HOUR)
 self._spy = security.symbol

 # set the margin interest rate model
 self._margin_interest_rate_model = CustomMarginInterestRateModel()
 security.set_margin_interest_rate_model(self._margin_interest_rate_model)

 self._cash_after_order = 0

 def on_data(self, data: Slice):
 if not self.portfolio.invested:
 self.set_holdings(self._spy, 1)

 def on_order_event(self, order_event: OrderEvent):
 if order_event.status == OrderStatus.FILLED:
 self._cash_after_order = self.portfolio.cash

 def on_end_of_algorithm(self):
 if self._margin_interest_rate_model.call_count == 0:
 raise AssertionError("CustomMarginInterestRateModel was not called")

 expected_cash = self._cash_after_order * pow(1 + self._margin_interest_rate_model.interest_rate, self._margin_interest_rate_model.call_count)

 if abs(self.portfolio.cash - expected_cash) > 1e-10:
 raise AssertionError(f"Expected cash {expected_cash} but got {self.portfolio.cash}")


class CustomMarginInterestRateModel:
 def __init__(self):
 self.interest_rate = 0.01
 self.call_count = 0

 def apply_margin_interest_rate(self, parameters: MarginInterestRateParameters):
 security = parameters.security
 position_value = security.holdings.get_quantity_value(security.holdings.quantity)

 if position_value.amount > 0:
 position_value.cash.add_amount(self.interest_rate * position_value.cash.amount)
 self.call_count += 1