using System;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Data.Consolidators;

namespace QuantConnect.Algorithm.Examples
{
    /// <summary>
    /// Algorithm that plots data in the past
    /// </summary>
    public class PastPlottingAlgorithm : QCAlgorithm
    {
        Series pastData;
        bool first = true;
        /// <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(2010, 05, 03);
            SetEndDate(2015, 04, 30);
            
            AddSecurity(SecurityType.Equity, "SPY");
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">TradeBars IDictionary object with your stock data</param>
        public void OnData(TradeBars data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", 0.5m);
            }
            if (first)
            {
                first = false;
                var chart = new Chart("SPY");
                pastData = new Series("past-data");
                chart.AddSeries(pastData);
                AddChart(chart);
            }
            // plot every morning at 930
            if (data["SPY"].Time.TimeOfDay.TotalHours == 9.5 && Time.Date > new DateTime(2010, 06, 01))
            {
                pastData.AddPoint(Time.Subtract(TimeSpan.FromDays(15)), data["SPY"].Price);
            }
        }
    }
}