# FinzData x QuantConnect: example algorithm (Python).
# 1. Add finzdata_qc.py to your project (download: https://finzdata.com/quantconnect/finzdata_qc.py)
# 2. Add a project parameter named "finzdata-api-key" with your key (free key: https://api.finzdata.com)
# 3. Backtest. Free keys return the last 12 months; paid plans return full history.
from AlgorithmImports import *
from finzdata_qc import FinzData, FinzDataBars, FinzDataGex, FinzDataMacro


class FinzDataGammaExample(QCAlgorithm):
    """Hold SPY when dealers are long gamma (calmer markets), step aside when they are short gamma.
    An illustration of point-in-time GEX in LEAN, not a recommended strategy."""

    def initialize(self):
        self.set_start_date(2025, 11, 1)
        self.set_cash(100000)
        FinzData.set_api_key(self.get_parameter("finzdata-api-key"))
        self.spy = self.add_equity("SPY", Resolution.DAILY).symbol
        self.gex = self.add_data(FinzDataGex, "SPY", Resolution.DAILY).symbol           # dealer gamma, known at 17:00 ET
        self.unrate = self.add_data(FinzDataMacro, "UNRATE", Resolution.DAILY).symbol   # unemployment rate, as first published
        self.last_unrate = None

    def on_data(self, data: Slice):
        if data.contains_key(self.unrate):
            self.last_unrate = data[self.unrate].value
        if not data.contains_key(self.gex):
            return
        g = data[self.gex]
        self.plot("GEX", "net_gex_bn", g.value)
        self.plot("GEX", "flip", g["flip"])
        if g.value > 0 and not self.portfolio[self.spy].invested:
            self.set_holdings(self.spy, 1.0)
        elif g.value < 0 and self.portfolio[self.spy].invested:
            self.liquidate(self.spy)