using System;
using System.Collections;
using System.Collections.Generic; 
using QuantConnect.Securities;  
using QuantConnect.Models;   

namespace QuantConnect {
    /*************************************************************************** 
        INITIALIZING ALGORITHMS
        The algorithm settings are entirely configured from code so you can work 
        on them at home in your own coding environment. There are three required 
        settings to initialize: Data Required, Strategy Cash, and Date Range 
        These must be set in the Initialize() method.
        
        WARNING! If you don't enter values for date and cash, the default
            values are:
                    Cash:$100.000
                    Start Date: Jan 1st, 2008
                    End Date: Yesterday
                    
    THIS IS AN EXAMPLE ALGORITHM FROM THE QUANTCONNECT'S API DOCUMENTATION
    ***************************************************************************/
    
    //Your Algorithm Class
    public class InitializingAlgorithmExample : QCAlgorithm
    {
        string[] securities = {"MSFT", "SPY", "EURUSD", "EURGBP"};
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            //Add Securities, determine their resolution, if you want fill 
            //forward, the leverage and if you want to operate out of market hours
            AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute, true, 2, false);
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Second, true, false);
            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick, true, 20, false);
            AddSecurity(SecurityType.Forex, "EURGBP", Resolution.Minute, true, false);
        
            //Set Strategy Starting Capital to $100,000 (in USD). Be careful with fees!
            SetCash(100000);
            
            //Initialize the start & end dates for simulation. Format: YYYY, M, D
            SetStartDate(2014, 6, 1);         
            SetEndDate(2014, 7, 1); 
        }
        
        //Purchase 100 of every security at the begining and sell it at the end of simulation
        public void OnData(TradeBars securityData)
        {
            //Always good practice to use try/catch in case the algorithm fails
            try
            {
                //Because we're doing both equities and FX; wait for equities market open to trade:
                if (Securities["MSFT"].Exchange.ExchangeOpen == false) return;
                if (Securities["SPY"].Exchange.ExchangeOpen == false) return;
                
                //Our strategy only buy securities at the begining, when we dont have any.
                //this will be explained in the following sections of the API
                foreach (var security in securities)
                {
                    if (!Portfolio[security].HoldStock)
                    {
                        Order(security, 100);
                    }    
                }
            }
            catch(Exception err) 
            {
                Error("OnData Err: " + err.Message);    
            }
        }
    /*************************************************************************** 
        NOTICE: This algorithm is just an example, it is not optimized at all:
        We are mixing stocks and forex, minute daily & tick data, so it will
        take a while to process.
    ***************************************************************************/        
    }
}