#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class FocusedBluePenguin : QCAlgorithm
    {

        public override void Initialize()
        {
            SetBenchmark(x => 1);
            SetStartDate(2023, 3, 16);
            SetCash(100000);
            
            var equity = AddEquity("AAPL");
            var option = AddOption(equity.Symbol);

            // set our strike/expiry filter for this option chain
            option.SetFilter(u => u.Strikes(-2, +2)
                // Expiration method accepts TimeSpan objects or integer for days.
                // The following statements yield the same filtering criteria
                .Expiration(0, 180));

            SetWarmUp(TimeSpan.FromDays(2));
        }

        /// 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 slice)
        {
            if (slice == null) return;

            if (IsWarmingUp) return;
            
            var tickData = new List<string>();
            foreach (var tick in slice.Ticks)
            {
                tickData.Add($"{tick.Key}: {tick.Value}");
            }
            Log($"data.Time {slice.Time}. data.HasData {slice.HasData}. data.Count {slice.Count}  " +
                $"data.Bars.Keys: {string.Join(",", slice.Bars.Keys)}" +
                $". data.OptionChains: {string.Join(",", slice.OptionChains)}" +
                $". data.SymbolChangedEvents: {string.Join(",", slice.SymbolChangedEvents)}" +
                $". data.Bars: {string.Join(",", slice.Bars)}" +
                $". data.Ticks: {string.Join(" -- ", tickData)}" +
                $". data.QuoteBars: {string.Join(",", slice.QuoteBars)}" +
                $". data.Values: {string.Join(",", slice.Values)}");
        }

    }
}