# 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>
# This example demonstrates how to create future 'stop_market_order' in extended Market Hours time
# </summary>

class FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm(QCAlgorithm):
    # Keep new created instance of stop_market_order
    _stop_market_ticket = None
    
    # Initialize the Algorithm and Prepare Required Data
    def initialize(self) -> None:
        self.set_start_date(2013, 10, 6)
        self.set_end_date(2013, 10, 12)

        # Add mini SP500 future with extended Market hours flag
        self._sp_500_e_mini = self.add_future(Futures.Indices.SP_500_E_MINI, Resolution.MINUTE, extended_market_hours=True)

        # Init new schedule event with params: every_day, 19:00:00 PM, what should to do
        self.schedule.on(self.date_rules.every_day(),self.time_rules.at(19, 0),self.make_market_and_stop_market_order)

    # This method is opened 2 new orders by scheduler
    def make_market_and_stop_market_order(self) -> None:
        # Don't place orders at the end of the last date, the market-on-stop order won't have time to fill
        if self.time.date() == self.end_date.date() - timedelta(1) or  not self._sp_500_e_mini.mapped:
            return

        self.market_order(self._sp_500_e_mini.mapped, 1)
        self._stop_market_ticket = self.stop_market_order(self._sp_500_e_mini.mapped, -1, self._sp_500_e_mini.price * 1.1)

    # New Data Event handler receiving all subscription data in a single event
    def on_data(self, slice: Slice) -> None:
        if (self._stop_market_ticket == None or self._stop_market_ticket.status != OrderStatus.SUBMITTED):
            return None

        self.stop_price = self._stop_market_ticket.get(OrderField.STOP_PRICE)
        self.bar = self.securities[self._stop_market_ticket.symbol].cache.get_data()

    # An order fill update the resulting information is passed to this method.
    def on_order_event(self, order_event: OrderEvent) -> None:
        if self.transactions.get_order_by_id(order_event.order_id).type is not OrderType.STOP_MARKET:
            return None

        if order_event.status == OrderStatus.FILLED:
            # Get Exchange Hours for specific security
            exchange_hours = self.market_hours_database.get_exchange_hours(self._sp_500_e_mini.subscription_data_config)

            # Validate, Exchange is opened explicitly
            if (not exchange_hours.is_open(order_event.utc_time, self._sp_500_e_mini.is_extended_market_hours)):
                raise AssertionError("The Exchange hours was closed, verify 'extended_market_hours' flag in Initialize() when added new security(ies)")

    def on_end_of_algorithm(self) -> None:
        self.stop_market_orders = self.transactions.get_orders(lambda o: o.type is OrderType.STOP_MARKET)

        for o in self.stop_market_orders:
            if o.status != OrderStatus.FILLED:
                raise AssertionError("The Algorithms was not handled any StopMarketOrders")