namespace QuantConnect.Algorithm.CSharp
{
    public class TickVolumeConsolidatorTest : QCAlgorithm
    {
    	
		public Symbol TestSymbol;
		public long AccumulatedTicks;
		public IDataConsolidator MinuteTickConsolidator; //Consolidate Tick data into Minute bars
		public Resolution SymbolResolution;
		
        public override void Initialize()
        {
            SetStartDate(2020, 1, 1);  //Set Start Date
            SetEndDate(2020, 12, 31);
            SetCash(100000);             //Set Strategy Cash
            
            //Store the Resolution so it is a simple flag to switch between Tick and Minute for benchmarking
            SymbolResolution = Resolution.Tick; //Switch between Resolution.Tick and Resolution.Minute
            
            Symbol EURUSD = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda);
            TestSymbol = AddSecurity(EURUSD, SymbolResolution).Symbol;

            AccumulatedTicks = 0;
            if (SymbolResolution == Resolution.Tick)
            { //Only create the Tick Consolidator if using Tick Resolution
	            MinuteTickConsolidator = Consolidate<QuoteBar>(TestSymbol, TimeSpan.FromMinutes(1), EventQuoteBar => { 
	            	PrintQuoteBarAndTickVolume(this, EventQuoteBar, AccumulatedTicks);
	            	AccumulatedTicks = 0; //Reset AccumulatedTicks after each consolidated bar
	            });
            }

        } //End of Initialize()

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
        	if (SymbolResolution == Resolution.Tick)
        	{
        		if (data.Ticks != null)
        		{
	        		foreach (var DataSymbol in data.Ticks.Keys)
	        		{
	        			if (DataSymbol != TestSymbol)
		            	{
		            		continue;
		            	}
		            	AccumulatedTicks += data.Ticks[TestSymbol].Count;
	        		}
        		}
        	} //End of Tick Resolution
        	else
        	{
        		if (data.QuoteBars != null)
        		{
        			foreach (var DataSymbol in data.QuoteBars.Keys)
	        		{
	        			if (DataSymbol != TestSymbol)
		            	{
		            		continue;
		            	}
		            	PrintQuoteBarAndTickVolume(this, data.QuoteBars[DataSymbol], AccumulatedTicks); //AccumulatedTicks will always be 0 with non-Tick Resolution
	        		}
        		}
        	} //End of non-Tick Resolution
        	
        } //End of OnData()
        
        public bool PrintQuoteBarAndTickVolume(QCAlgorithm algorithm, QuoteBar InQuoteBar, long InTickVolume)
        {
        	if (InQuoteBar.Time.Hour == 0 && InQuoteBar.Time.Minute == 0 && InQuoteBar.Time.DayOfWeek == DayOfWeek.Monday)
        	{ //Only print once per week to avoid excessive logs
        		algorithm.Debug(InQuoteBar.Symbol + " " + InQuoteBar.Time + ": O: " + InQuoteBar.Open + "; H: " + InQuoteBar.High + "; L: " + InQuoteBar.Low + "; C: " + InQuoteBar.Close + "; TV: " + InTickVolume);
        		return true;
        	}
        	return false;
        } //End of PrintQuoteBarAndTickVolume()

    } //End of class TickVolumeConsolidatorTest
} //End of namespace