# 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 *
import base64

### <summary>
### In this algorithm we show how you can easily use the universe selection feature to fetch symbols
### to be traded using the BaseData custom data system in combination with the AddUniverse{T} method.
### AddUniverse{T} requires a function that will return the symbols to be traded.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="universes" />
### <meta name="tag" content="custom universes" />
class DropboxUniverseSelectionAlgorithm(QCAlgorithm):

 def initialize(self) -> None:
 self.set_start_date(2017, 7, 4)
 self.set_end_date(2018, 7, 4)

 self._backtest_symbols_per_day = {}
 self._current_universe = []

 self.universe_settings.resolution = Resolution.DAILY

 # Order margin value has to have a minimum of 0.5% of Portfolio value, allows filtering out small trades and reduce fees.
 # Commented so regression algorithm is more sensitive
 #self.settings.minimum_order_margin_portfolio_percentage = 0.005

 self.add_universe("my-dropbox-universe", self.selector)

 def selector(self, date: datetime) -> list[str]:
 # handle live mode file format
 if self.live_mode:
 # fetch the file from dropbox
 str = self.download("https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1")
 # if we have a file for today, return symbols, else leave universe unchanged
 self._current_universe = str.split(',') if len(str) > 0 else self._current_universe
 return self._current_universe

 # backtest - first cache the entire file
 if len(self._backtest_symbols_per_day) == 0:

 # No need for headers for authorization with dropbox, these two lines are for example purposes 
 byte_key = base64.b64encode("UserName:Password".encode('ASCII'))
 # The headers must be passed to the Download method as dictionary
 headers = { 'Authorization' : f'Basic ({byte_key.decode("ASCII")})' }

 str = self.download("https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1", headers)
 for line in str.splitlines():
 data = line.split(',')
 self._backtest_symbols_per_day[data[0]] = data[1:]

 index = date.strftime("%Y%m%d")
 self._current_universe = self._backtest_symbols_per_day.get(index, self._current_universe)

 return self._current_universe

 def on_data(self, slice: Slice) -> None:
 if slice.bars.count == 0:
 return
 if not self._changes:
 return

 # start fresh
 self.liquidate()

 percentage = 1 / slice.bars.count
 for trade_bar in slice.bars.values():
 self.set_holdings(trade_bar.symbol, percentage)

 # reset changes
 self._changes = None

 def on_securities_changed(self, changes: SecurityChanges) -> None:
 self._changes = changes