# 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 *
from QuantConnect.Data.Custom.IconicTypes import *

### <summary>
### Provides an example algorithm showcasing the Security.data features
### </summary>
class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm):

 def initialize(self):
 self.set_start_date(2015, 10, 22)
 self.set_end_date(2015, 10, 30)

 ticker = "GOOGL"
 self._equity = self.add_equity(ticker, Resolution.DAILY)

 custom_linked_equity = self.add_data(LinkedData, ticker, Resolution.DAILY)

 first_linked_data = LinkedData()
 first_linked_data.count = 100
 first_linked_data.symbol = custom_linked_equity.symbol
 first_linked_data.end_time = self.start_date

 second_linked_data = LinkedData()
 second_linked_data.count = 100
 second_linked_data.symbol = custom_linked_equity.symbol
 second_linked_data.end_time = self.start_date

 # Adding linked data manually to cache for example purposes, since
 # LinkedData is a type used for testing and doesn't point to any real data.
 custom_linked_equity_type = list(custom_linked_equity.subscriptions)[0].type
 custom_linked_data = list[LinkedData]()
 custom_linked_data.append(first_linked_data)
 custom_linked_data.append(second_linked_data)
 self._equity.cache.add_data_list(custom_linked_data, custom_linked_equity_type, False)

 def on_data(self, data):
 # The Security object's Data property provides convenient access
 # to the various types of data related to that security. You can
 # access not only the security's price data, but also any custom
 # data that is mapped to the security, such as our SEC reports.

 # 1. Get the most recent data point of a particular type:
 # 1.a Using the generic method, Get(T): => T
 custom_linked_data = self._equity.data.get(LinkedData)
 self.log(f"{self.time}: LinkedData: {custom_linked_data}")

 # 2. Get the list of data points of a particular type for the most recent time step:
 # 2.a Using the generic method, GetAll(T): => IReadOnlyList<T>
 custom_linked_data_list = self._equity.data.get_all(LinkedData)
 self.log(f"{self.time}: LinkedData: {len(custom_linked_data_list)}")

 if not self.portfolio.invested:
 self.buy(self._equity.symbol, 10)