using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;

namespace QuantConnect.Algorithm.CSharp
{
	// In this algorithm we show how you can easily define a
	// universe using our coarse selection data. This data includes
	// a few properties, including the daily DollarVolume, the daily Volume
	// and also the daily closing price via the Value property.
    public class CoarseFundamentalTop5Algorithm : QCAlgorithm
    {
        // initialize our security changes to nothing
        SecurityChanges _changes = SecurityChanges.None;

        public override void Initialize()
        {
        	// this sets the resolution for securities added via universe selection
            UniverseSettings.Resolution = Resolution.Minute;

            SetStartDate(2016, 2, 1);
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            SetCash(50000);

            // this add universe method accepts a single parameter that is a function that
            // accepts an IEnumerable<CoarseFundamental> and returns IEnumerable<Symbol>
            AddUniverse(coarse =>
            {
            	// Properties available on the CoarseFundamental type 'stock'
            	// stock.DollarVollume
            	// stock.Value (daily close)
            	// stock.Volume
            	// stock.Market
            	//
            	return (from stock in coarse
            			where stock.Value < 5.0m
            			select stock.Symbol).Take(5);
            });
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data)
        {
            // if we have no changes, do nothing
            if (_changes == SecurityChanges.None) return;

            // liquidate removed securities
            foreach (var security in _changes.RemovedSecurities)
            {
                if (security.Invested)
                {
                    Liquidate(security.Symbol);
                }
            }

            // we want 25% allocation in each security in our universe (total of 150% invested)
            foreach (var security in _changes.AddedSecurities)
            {
                SetHoldings(security.Symbol, 0.25m);
            }
            
            // reset our changes
            _changes = SecurityChanges.None;
        }

        // this event fires whenever we have changes to our universe
        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            _changes = changes;
        }
    }
}