using QuantConnect.Data.Consolidators;

namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Consolidator Example of Generic Timespan Bars
    */
    public class QCUConsolidatorExample : QCAlgorithm
    {
        TradeBarConsolidator _consolidator;
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
			
            //Start and End Date range for the backtest:
            SetStartDate(2013, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
            
            //Consolidator Obj:
            _consolidator = new TradeBarConsolidator( TimeSpan.FromHours(4) );
            _consolidator.DataConsolidated += SpyFourHours;
            
        }
        
        public void SpyFourHours(Object o, TradeBar bar) 
        {
            Debug(Time.ToString("u") + " Close Price: " + bar.Close);
        }

        //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) 
        {   
            // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
            // 
            //  e.g.  data["MSFT"] data["GOOG"]
            
            if (!Portfolio.HoldStock) 
            {
                int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close);
                
                //Order function places trades: enter the string symbol and the quantity you want:
                Order("SPY",  quantity);
                
                //Debug sends messages to the user console: "Time" is the algorithm time keeper object 
                Debug("Purchased SPY on " + Time.ToShortDateString());
                
                //You can also use log to send longer messages to a file. You are capped to 10kb
                //Log("This is a longer message send to log.");
            }
        }
    }
}