/*
 * 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.
*/

using QuantConnect.Algorithm.Framework.Alphas;
using QuantConnect.Algorithm.Framework.Execution;
using QuantConnect.Algorithm.Framework.Portfolio;
using QuantConnect.Algorithm.Framework.Selection;
using QuantConnect.Interfaces;
using QuantConnect.Orders;
using System;
using System.Collections.Generic;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Regression algorithm to test ImmediateExecutionModel places orders with the
    /// correct quantity (taking into account the fee's) so that the fill quantity
    /// is the expected one.
    /// </summary>
    public class ImmediateExecutionModelWorksWithBinanceFeeModel: QCAlgorithm, IRegressionAlgorithmDefinition
    {
        public override void Initialize()
        {
            SetStartDate(2022, 12, 13);
            SetEndDate(2022, 12, 14);
            SetAccountCurrency("BUSD");
            SetCash("BUSD", 100000, 1);

            UniverseSettings.Resolution = Resolution.Minute;

            var symbols = new List<Symbol>() { QuantConnect.Symbol.Create("BTCBUSD", SecurityType.Crypto, Market.Binance) };
            SetUniverseSelection(new ManualUniverseSelectionModel(symbols));
            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, null));

            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel(Resolution.Minute));
            SetExecution(new ImmediateExecutionModel());
            SetBrokerageModel(Brokerages.BrokerageName.Binance, AccountType.Margin);
        }

        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            if (orderEvent.Status == OrderStatus.Filled)
            {
                if (Math.Abs(orderEvent.Quantity - 5.8m) > 0.01m)
                {
                    throw new RegressionTestException($"The expected quantity was {5.8m} but the quantity from the order was {orderEvent.Quantity}");
                }
            }
        }

        public bool CanRunLocally => true;

        /// <summary>
        /// This is used by the regression test system to indicate which languages this algorithm is written in.
        /// </summary>
        public List<Language> Languages { get; } = new() { Language.CSharp, Language.Python };

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public long DataPoints => 2882;

        /// <summary>
        /// Data Points count of the algorithm history
        /// </summary>
        public int AlgorithmHistoryDataPoints => 60;

        /// <summary>
        /// Final status of the algorithm
        /// </summary>
        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

        /// <summary>
        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Orders", "1"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
            {"Compounding Annual Return", "0%"},
            {"Drawdown", "0%"},
            {"Expectancy", "0"},
            {"Start Equity", "100000.00"},
            {"End Equity", "103411.39"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
            {"Sortino Ratio", "0"},
            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
            {"Total Fees", "BUSD99.75"},
            {"Estimated Strategy Capacity", "BUSD600000.00"},
            {"Lowest Capacity Asset", "BTCBUSD 18N"},
            {"Portfolio Turnover", "48.18%"},
            {"Drawdown Recovery", "0"},
            {"OrderListHash", "2ad07f12d7c80fd4a904269d62794e9e"}
        };
    }
}