/*
 * 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 System.Collections.Generic;
using QuantConnect.Data;
using QuantConnect.Interfaces;
using QuantConnect.Orders;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Regression algorithm asserting that equities can be traded even if they are not added to the algorithm.
    /// They will be automatically added as tradable securities an seeded when an order is placed for them.
    /// </summary>
    public class TradingNotAddedEquitiesRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
    {
        private readonly Symbol _equitySymbol = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);

        public override void Initialize()
        {
            SetStartDate(2013, 10, 04);
            SetEndDate(2013, 10, 04);
            SetCash(1000000);

            // We won't trade IBM, but we need data to trigger the SPY trade in OnData
            AddEquity("IBM");
        }

        protected void AssertSecurityIsAdded(Symbol symbol)
        {
            if (!Securities.TryGetValue(symbol, out var security) || ActiveSecurities.ContainsKey(symbol) || !security.IsTradable)
            {
                throw new RegressionTestException($"Contract {symbol} was not added as tradable security");
            }
        }

        protected void AssertSecurityIsNotAdded(Symbol symbol)
        {
            if (Securities.TryGetValue(symbol, out var security) && ActiveSecurities.ContainsKey(symbol) && security.IsTradable)
            {
                throw new RegressionTestException($"Contract {symbol} was added as tradable security when it should not have been");
            }
        }

        public override void OnData(Slice slice)
        {
            if (!Portfolio.Invested)
            {
                AssertSecurityIsNotAdded(_equitySymbol);
                
                var ticket = Buy(_equitySymbol, 1);
                if (ticket.Status == OrderStatus.Invalid)
                {
                    throw new RegressionTestException($"Order for {_equitySymbol} was rejected");
                }

                AssertSecurityIsAdded(_equitySymbol);

                // We are done
                Quit();
            }
        }

        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            Log(orderEvent.ToString());
        }

        /// <summary>
        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
        /// </summary>
        public virtual bool CanRunLocally { get; } = true;

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

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public virtual long DataPoints => 10;

        /// <summary>
        /// Data Points count of the algorithm history
        /// </summary>
        public virtual int AlgorithmHistoryDataPoints => 7;

        /// <summary>
        /// Final status of the algorithm
        /// </summary>
        public virtual 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 virtual 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", "1000000"},
            {"End Equity", "999999"},
            {"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", "$1.00"},
            {"Estimated Strategy Capacity", "$0"},
            {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
            {"Portfolio Turnover", "0.01%"},
            {"Drawdown Recovery", "0"},
            {"OrderListHash", "0bb919a1b4258ad8983506f2843f4db5"}
        };
    }
}