# This is a simple trading algorithm that buy low sell high

# Algorithm:
# 1.    Use 27 stock context
# 2.    For each stock in these stocks
# 3.    Buy in long when current price lower than 45 day price average, and when I have over 2000 capital left, and when I have not hold any position for that one particular stock

# 4.    buy (2000 / current stock price = # of shares of that stock)
# 5.    Hold until price has come up
# 6.    Sell Once the price is higher and total earning is larger than $100


def initialize(context):
  # This initialize function sets variables and parameters that I will
  # use in this algorithm


  # I use 27 stocks for this algorithm, context.stock contains their 
  # security ID.
  context.stocks = [sid(9883), sid(5328), sid(26693),sid(46569), sid(19250),         sid(3951),sid(6704),sid(23283), sid(18221), sid(7792),                       sid(26440),sid(1687),sid(26401), sid(47872), sid(49736), 
        sid(12200), sid(2427),sid(32652), sid(7285), sid(2968), 
        sid(22488),sid(35920),sid(50693),sid(50763),sid(3718), 
        sid(23103),sid(168)]

  context.total_cost_per_trade = 2000
  set_commission(commission.PerTrade(cost = 1))  

  
  # set the maximum and minimum amount
  # to go long or short our security.  
  context.max_notional = 2000.0
  context.min_notional = -2000.0

def handle_data(context, data):

    price_history = data.history(context.stocks, fields="price",       bar_count=45, frequency="1d")
    for s in context.stocks:
        average_45_price = price_history[s].mean
        current_price = price_history[s][-1]
        cost_base = context.portfolio.positions[s].cost_basis
        current_position = context.portfolio.positions[s].amount
        if((current_price-cost_base)*current_position > 100) and current_position > 0:
            #for each stock, if I currently own this stock, 
            #and its current price is higher than the price 
            #I purchse it, and can make me more than $100 profit
            #I will exit position to realize the $100 gain
            
            #current_position !=0 think about it
            order_target(s, 0)
            log.info("Selling %s" % (s.symbol))
            cash = context.portfolio.cash
            log.info("Cash left: %s" % (cash))
        cash = context.portfolio.cash
        if current_position == 0 and current_price < average_45_price and cash > context.total_cost_per_trade:
            #for each stock, if I do not own this stock, 
            #and its current price is lower than past 45 day average 
            #I will buy it if I have enough cash left
            s_quantity = context.total_cost_per_trade/current_price
            order(s, s_quantity)
            log.info("Buying %s" % (s.symbol))
            cash = context.portfolio.cash
            log.info("Cash left: %s" % (cash))