# 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>
### Universe Selection regression algorithm simulates an edge case. In one week, Google listed two new symbols, delisted one of them and changed tickers.
### </summary>
### <meta name="tag" content="regression test" />
class UniverseSelectionRegressionAlgorithm(QCAlgorithm):
 
 def initialize(self):
 
 self.set_start_date(2014,3,22) #Set Start Date
 self.set_end_date(2014,4,7) #Set End Date
 self.set_cash(100000) #Set Strategy Cash
 # Find more symbols here: http://quantconnect.com/data
 # security that exists with no mappings
 self.add_equity("SPY", Resolution.DAILY)
 # security that doesn't exist until half way in backtest (comes in as GOOCV)
 self.add_equity("GOOG", Resolution.DAILY)

 self.universe_settings.resolution = Resolution.DAILY
 self.add_universe(self.coarse_selection_function)

 self.delisted_symbols = []
 self.changes = None


 def coarse_selection_function(self, coarse):
 return [ c.symbol for c in coarse if c.symbol.value == "GOOG" or c.symbol.value == "GOOCV" or c.symbol.value == "GOOAV" or c.symbol.value == "GOOGL" ]


 def on_data(self, data):
 if self.transactions.orders_count == 0:
 self.market_order("SPY", 100)

 for kvp in data.delistings:
 self.delisted_symbols.append(kvp.key)
 
 if self.changes is None:
 return

 if not all(data.bars.contains_key(x.symbol) for x in self.changes.added_securities):
 return 
 
 for security in self.changes.added_securities:
 self.log("{0}: Added Security: {1}".format(self.time, security.symbol))
 self.market_on_open_order(security.symbol, 100)

 for security in self.changes.removed_securities:
 self.log("{0}: Removed Security: {1}".format(self.time, security.symbol))
 if security.symbol not in self.delisted_symbols:
 self.log("Not in delisted: {0}:".format(security.symbol))
 self.market_on_open_order(security.symbol, -100)

 self.changes = None 


 def on_securities_changed(self, changes):
 self.changes = changes


 def on_order_event(self, orderEvent):
 if orderEvent.status == OrderStatus.SUBMITTED:
 self.log("{0}: Submitted: {1}".format(self.time, self.transactions.get_order_by_id(orderEvent.order_id)))
 if orderEvent.status == OrderStatus.FILLED:
 self.log("{0}: Filled: {1}".format(self.time, self.transactions.get_order_by_id(orderEvent.order_id)))