/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

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

namespace QuantConnect.Algorithm.CSharp
{
	/// <summary>
	/// Basic template algorithm simply initializes the date range and cash
	/// </summary>
	public class MyTestAlgorithm : QCAlgorithm
	{
		Dictionary<Symbol, TradeBar> PreviousCloses = new Dictionary<Symbol, TradeBar> ();
		DateTime LastDate;


		/// <summary>
		/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
		/// </summary>
		public override void Initialize()
		{
			SetStartDate(2015, 12, 1);  //Set Start Date
			SetEndDate(2016, 5, 25);    //Set End Date
			SetCash(100000);             //Set Strategy Cash
			// Find more symbols here: http://quantconnect.com/data

			UniverseSettings.Resolution = Resolution.Second;
			UniverseSettings.MinimumTimeInUniverse = TimeSpan.FromDays(5);
			AddUniverse(Universe.DollarVolume.Top(200));
		}

		public void OnData(TradeBars tradeBars){
		}

	}
}