#region imports
from AlgorithmImports import *
#endregion


class LiquidAssetsUniverseSelectionModel(FineFundamentalUniverseSelectionModel):
    
    def __init__(self, algorithm: QCAlgorithm, universe_settings: UniverseSettings = None, universe_size: int = 100) -> None:
        self.algorithm = algorithm
        self.universe_size = universe_size
        self.hours = None
        self.month = -1
        super().__init__(self._select_coarse, self._select_fine, universe_settings)

    # Define the coarse universe selector function
    def _select_coarse(self, coarse: List[CoarseFundamental]) -> List[Symbol]:
        if not self.hours or self.algorithm.live_mode:
            self.hours = self.algorithm.market_hours_database.get_entry(Market.USA, "SPY", SecurityType.EQUITY).exchange_hours
        self.next_open = self.hours.get_next_market_open(self.algorithm.time, False)

        # Refresh monthly
        if self.month == self.next_open.month:
            return Universe.UNCHANGED

        # Select the 100 most liquid stocks that have fundamental data
        selected = [c for c in coarse if c.has_fundamental_data]
        sorted_by_dollar_volume = sorted(selected, key=lambda c: c.dollar_volume, reverse=True)
        return [c.symbol for c in sorted_by_dollar_volume[:self.universe_size]]

    # Define the fine universe selector function
    def _select_fine(self, fine: List[FineFundamental]) -> List[Symbol]:
        if self.month == self.next_open.month:
            return Universe.UNCHANGED
        self.month = self.next_open.month

        # Select all of the Symbol objects from the coarse selector function
        return [c.symbol for c in fine]