# 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>
### Example algorithm showing that Slice, Securities and Portfolio behave as a Python Dictionary
### </summary>
class PythonDictionaryFeatureRegressionAlgorithm(QCAlgorithm):
 '''Example algorithm showing that Slice, Securities and Portfolio behave as a Python Dictionary'''

 def initialize(self):

 self.set_start_date(2013,10, 7) #Set Start Date
 self.set_end_date(2013,10,11) #Set End Date
 self.set_cash(100000) #Set Strategy Cash

 self.spy_symbol = self.add_equity("SPY").symbol
 self.ibm_symbol = self.add_equity("IBM").symbol
 self.aig_symbol = self.add_equity("AIG").symbol
 self.aapl_symbol = Symbol.create("AAPL", SecurityType.EQUITY, Market.USA)

 date_rules = self.date_rules.on(2013, 10, 7)
 self.schedule.on(date_rules, self.time_rules.at(13, 0), self.test_securities_dictionary)
 self.schedule.on(date_rules, self.time_rules.at(14, 0), self.test_portfolio_dictionary)
 self.schedule.on(date_rules, self.time_rules.at(15, 0), self.test_slice_dictionary)

 def test_slice_dictionary(self):
 slice = self.current_slice

 symbols = ', '.join([f'{x}' for x in slice.keys()])
 slice_data = ', '.join([f'{x}' for x in slice.values()])
 slice_bars = ', '.join([f'{x}' for x in slice.bars.values()])

 if "SPY" not in slice:
 raise AssertionError('SPY (string) is not in Slice')

 if self.spy_symbol not in slice:
 raise AssertionError('SPY (Symbol) is not in Slice')

 spy = slice.get(self.spy_symbol)
 if spy is None:
 raise AssertionError('SPY is not in Slice')

 for symbol, bar in slice.bars.items():
 self.plot(symbol, 'Price', bar.close)


 def test_securities_dictionary(self):
 symbols = ', '.join([f'{x}' for x in self.securities.keys()])
 leverages = ', '.join([str(x.get_last_data()) for x in self.securities.values()])

 if "IBM" not in self.securities:
 raise AssertionError('IBM (string) is not in Securities')

 if self.ibm_symbol not in self.securities:
 raise AssertionError('IBM (Symbol) is not in Securities')

 ibm = self.securities.get(self.ibm_symbol)
 if ibm is None:
 raise AssertionError('ibm is None')

 aapl = self.securities.get(self.aapl_symbol)
 if aapl is not None:
 raise AssertionError('aapl is not None')

 for symbol, security in self.securities.items():
 self.plot(symbol, 'Price', security.price)

 def test_portfolio_dictionary(self):
 symbols = ', '.join([f'{x}' for x in self.portfolio.keys()])
 leverages = ', '.join([f'{x.symbol}: {x.leverage}' for x in self.portfolio.values()])

 if "AIG" not in self.securities:
 raise AssertionError('AIG (string) is not in Portfolio')

 if self.aig_symbol not in self.securities:
 raise AssertionError('AIG (Symbol) is not in Portfolio')

 aig = self.portfolio.get(self.aig_symbol)
 if aig is None:
 raise AssertionError('aig is None')

 aapl = self.portfolio.get(self.aapl_symbol)
 if aapl is not None:
 raise AssertionError('aapl is not None')

 for symbol, holdings in self.portfolio.items():
 msg = f'{symbol}: {holdings.leverage}'

 def on_end_of_algorithm(self):

 portfolio_copy = self.portfolio.copy()
 try:
 self.portfolio.clear() # Throws exception
 except Exception as e:
 self.debug(e)

 bar = self.securities.pop("SPY")
 length = len(self.securities)
 if length != 2:
 raise AssertionError(f'After popping SPY, Securities should have 2 elements, {length} found')

 securities_copy = self.securities.copy()
 self.securities.clear() # Does not throw


 def on_data(self, data):
 '''on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.

 Arguments:
 data: Slice object keyed by symbol containing the stock data
 '''
 if not self.portfolio.invested:
 self.set_holdings("SPY", 1/3)
 self.set_holdings("IBM", 1/3)
 self.set_holdings("AIG", 1/3)