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using System;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Orders;
using QuantConnect.Securities;
using QuantConnect.Securities.Option;
using QuantConnect.Indicators;

namespace QuantConnect
{
	/*
    *   Basic Template Algorithm
    *
    *   The underlying QCAlgorithm class has many methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full base class can be found at:
    *   https://github.com/QuantConnect/Lean/tree/master/Algorithm
    */
	public class GreenGooseAlgorithm : QCAlgorithm
	{
		private const string UnderlyingTicker = "SPY";
		public readonly Symbol Underlying = QuantConnect.Symbol.Create(UnderlyingTicker, SecurityType.Equity, Market.USA);
		public readonly Symbol OptionSymbol = QuantConnect.Symbol.Create(UnderlyingTicker, SecurityType.Option, Market.USA);

		public Option option;
		private Slice lastSlice = null;

		private RelativeStrengthIndex rsi2;


		private string lastOrderSymbol = null;
		private decimal lastOrderPrice = 0;

		public override void Initialize()
		{
			// backtest parameters
			SetStartDate(2016, 06, 01);  //Set Start Date
			SetEndDate(2016, 07, 03); //et End Date

			// cash allocation
			SetCash(25000);

			AddEquity(UnderlyingTicker, Resolution.Hour);
			option = AddOption(UnderlyingTicker);
			option.SetFilter(universe => from symbol in universe
														  .Expiration(TimeSpan.Zero, TimeSpan.FromDays(14))
										 select symbol);

			rsi2 = RSI(Underlying, 2, Indicators.MovingAverageType.Simple);

			//Setup all events
			scheduleEvents();
		}


		public void scheduleEvents()
		{
			//Open
			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.BeforeMarketClose(Underlying, 10), () =>
			{
				Log("EveryDay.SPY 10 min before close: Fired at: " + Time);
				openGreenGooseOrder();
			});

			//Gap open/close
			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.AfterMarketOpen(Underlying), () =>
			{
				Log("Checking if we should close green goose on market open: " + Time);

				closeGreenGooseOrderForGaps();

			});

			//Regular closes
			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.At(10, 0), () =>
			{
				Log("Checking if we should close green goose: " + Time);
				closeGreenGooseOrder();
			});

			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.At(10, 30), () =>
			{
				Log("Checking if we should close green goose: " + Time);
				closeGreenGooseOrder();
			});

			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.At(11, 0), () =>
			{
				Log("Checking if we should close green goose: " + Time);
				closeGreenGooseOrder();
			});

			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.At(11, 30), () =>
			{
				Log("Checking if we should close green goose: " + Time);
				closeGreenGooseOrder();
			});

			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.At(12, 00), () =>
			{
				Log("Checking if we should close green goose: " + Time);
				closeGreenGooseOrder();
			});

			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.At(12, 30), () =>
			{
				Log("Checking if we should close green goose: " + Time);
				closeGreenGooseOrder();
			});

			Schedule.On(DateRules.EveryDay(Underlying), TimeRules.At(13, 00), () =>
			{
				Log("Checking if we should close green goose: " + Time);
				closeGreenGooseOrder();
			});
		}

		//public void getAtmOptionContracts()
		//{
		//	option


		//	var atmContract = chain
		//		   .OrderByDescending(x => x.Expiry)
		//		   .ThenBy(x => Math.Abs(chain.Underlying.Price - x.Strike))
		//		   .FirstOrDefault();
		//}

		public void closeGreenGooseOrderForGaps()
		{

		}

		public void closeGreenGooseOrder()
		{
			Log("Calling close green goose.....");
			if (Securities[UnderlyingTicker].Holdings.Quantity > 0)
			{
				Log("Closing: found open orders to close......");

			}

		}

		public decimal calculatePercentageDifference(decimal startPrice, decimal endPrice)
		{
			Log("Staring to calculate percentDifference: " + startPrice + " " + endPrice);
			return (endPrice - startPrice) / startPrice;
		}

		public void buyOptionsATM(Slice slice, string optionType)
		{
 			Log("Staring to buy option with slice: " + slice);
			OptionChain chain;

			if (slice.OptionChains.TryGetValue(OptionSymbol, out chain))
			{

				var optionRight = OptionRight.Put;
				if(optionType == "Call" || optionType == "call") {
					Log("Selected call right");
					optionRight = OptionRight.Call;
				}
				else if(optionType == "Put" || optionType == "put") {
					Log("Selected put right");
					optionRight = OptionRight.Put;
				}

				var contract = (
						from optionContract in chain.OrderByDescending(x => x.Expiry)
						.ThenBy(x => Math.Abs(chain.Underlying.Price - x.Strike))
						where optionContract.Right == optionRight
						select optionContract
						).FirstOrDefault();

				if (contract != null)
				{
					Log("Placing market order for " + contract.Symbol);
					//MarketOrder(contract.Symbol, 100);
					SetHoldings(contract.Symbol, .15);
				}
				else
				{
					Log("------> Unable to find contract when trying to open norder");
					Log("----------->" + optionRight);
					Log("----------->" + slice);
				}
			}
			else
			{
				Log("------> Unable to find option chain when trying to open order 2");
			}
		}

		public void openGreenGooseOrder()
		{
			Log("Opening green gose order");
			if (!rsi2.IsReady) return;

			if (rsi2 <= 15)
			{
				Log("RSI Less than 15 buying call options");
				buyOptionsATM(lastSlice, "Call");
			}
			else if (rsi2 >= 85)
			{
				Log("RSI greater than 85 buying options");
				buyOptionsATM(lastSlice, "Put");
			}
			else {
				Log("Not opening trade, RSI not a good value: " + rsi2);
			}
		}

		/// <summary>
		/// Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event
		/// </summary>
		/// <param name="slice">The current slice of data keyed by symbol string</param>
		public override void OnData(Slice slice)
		{
			lastSlice = slice;
			
		//	Log("Got on data slice at time "  + slice.Time);
			if (IsWarmingUp) { return; }
		//	if (!rsi2.IsReady) return;


			OptionChain chain;
			
			if(lastOrderSymbol == null) {
				//Log("No last open orders, nothing to do");
				return;
			}
			
		
			
			if (slice.OptionChains.TryGetValue(OptionSymbol, out chain))
			{
				// find the second call strike under market price expiring today
				var contract = (
					from optionContract in chain.OrderByDescending(x => x.Strike)
					where optionContract.Symbol == lastOrderSymbol
					select optionContract
					).FirstOrDefault();
					
				if(contract != null) {
					Log("Last price is: " + contract.LastPrice);
					
					var percentDifference = calculatePercentageDifference(lastOrderPrice, contract.LastPrice);
					Log("Percentage difference is: " + percentDifference);
					if(percentDifference >= .20M || percentDifference <= -.10m) {
						Liquidate(lastOrderSymbol);
						lastOrderSymbol = null;
					}
					
				}
				Log("All done....");
			}
						
			


			//return;
			//	// slice has lots of useful information
			//	TradeBars bars = data.Bars;
			//Splits splits = data.Splits;
			//Dividends dividends = data.Dividends;

			////Get just this bar.
			//TradeBar bar;
			//if (bars.ContainsKey("SPY")) bar = bars["SPY"];

			//if (!Portfolio.HoldStock)
			//{
			//	// place an order, positive is long, negative is short.
			//	// int quantity = Portfolio.Cash / bar.Close;
			//	// Order("SPY",  quantity);

			//	// or request a fixed fraction of a specific asset. 
			//	// +1 = 100% long. -2 = short all capital with 2x leverage.
			//	SetHoldings("SPY", 1);

			//	// debug message to your console. Time is the algorithm time.
			//	// send longer messages to a file - these are capped to 10kb
			//	Debug("Purchased SPY on " + Time.ToShortDateString());
			//	//Log("This is a longer message send to log.");
			//}
		}

		public override void OnOrderEvent(OrderEvent fill)
		{
			lastOrderSymbol = fill.Symbol;
			lastOrderPrice = fill.FillPrice;
			string message = String.Format("**************************** Order status:{0} quantity:{1} x symbol:{2} fill price:{3} commission={4} OrderId={5}",
			  fill.Status.ToString(),
			  fill.FillQuantity,
			  fill.Symbol,
			  fill.FillPrice,
			  fill.OrderFee,
			  fill.OrderId);

			Log(message);
		}
	}
}