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# 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,
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from AlgorithmImports import *

from OptionStrategyFactoryMethodsBaseAlgorithm import *

### <summary>
### This algorithm demonstrate how to use OptionStrategies helper class to batch send orders for common strategies.
### In this case, the algorithm tests the Naked Call strategy.
### </summary>
class NakedCallStrategyAlgorithm(OptionStrategyFactoryMethodsBaseAlgorithm):

 def expected_orders_count(self) -> int:
 return 2

 def trade_strategy(self, chain: OptionChain, option_symbol: Symbol):
 contracts = sorted(sorted(chain, key = lambda x: abs(chain.underlying.price - x.strike)),
 key = lambda x: x.expiry, reverse=True)

 if len(contracts) == 0: return
 contract = contracts[0]
 if contract != None:
 self._naked_call = OptionStrategies.naked_call(option_symbol, contract.strike, contract.expiry)
 self.buy(self._naked_call, 2)

 def assert_strategy_position_group(self, position_group: IPositionGroup, option_symbol: Symbol):
 positions = list(position_group.positions)
 if len(positions) != 1:
 raise AssertionError(f"Expected position group to have 1 positions. Actual: {len(positions)}")

 option_position = [position for position in positions if position.symbol.security_type == SecurityType.OPTION][0]
 if option_position.symbol.id.option_right != OptionRight.CALL:
 raise AssertionError(f"Expected option position to be a call. Actual: {option_position.symbol.id.option_right}")

 expected_option_position_quantity = -2

 if option_position.quantity != expected_option_position_quantity:
 raise AssertionError(f"Expected option position quantity to be {expected_option_position_quantity}. Actual: {option_position.quantity}")

 def liquidate_strategy(self):
 # We can liquidate by selling the strategy
 self.sell(self._naked_call, 2)