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import pandas as pd
from datetime import datetime, timezone
import pytz

from zipline import TradingAlgorithm
# from zipline.utils.factory import load_bars_from_yahoo
from zipline.api import symbols, order, sid,  history, get_open_orders
from fintools.get_DataArray import get_DataArray

start = datetime(2010, 1, 1, 0, 0, 0, 0, pytz.utc)
end = datetime.today().replace(tzinfo=timezone.utc)
 
assets = ['TLT','SPY']    
da = get_DataArray(assets, start, end)
data = da.to_pandas().transpose(1,2,0)

def initialize(context):
    context.stocks = symbols('TLT', 'SPY')
    print ('STOCKS = \n\n{}'.format(context.stocks))
    context.count = 0
def handle_data(context,data):
    # note alternative ways of ordering
    if context.count == 0:
        for security in data:
            print ('\n\nSECURITY = {}\n\nDATA = \n\n{}'.format((security, sid(security)), data[security]))
            order (sid(security), 1)
        df = data.history(context.stocks, 'close', 1, '1d')
        print ('\n\nHISTORY\n\n{}\n\nPOSITIONS\n'.format(df))
        
        order (context.stocks[0], 2)
        order (context.stocks[1], 3)
        
        order (sid(df.columns[0]), 5)
        order (sid(df.columns[1]), 10)
        
        
    context.count += 1
    if context.count < 3:
        print (get_open_orders().items)
        print ('\n{}'.format(context.portfolio.positions))
    pass


algo_obj = TradingAlgorithm(initialize=initialize, 
                            handle_data=handle_data)

# Run algorithm
perf_manual = algo_obj.run(data)