namespace QuantConnect.Algorithm.CSharp
{
    public class TachyonMultidimensionalPrism : QCAlgorithm
    {
		
		
		Dictionary<Symbol, SymbolData> symbols;
        public override void Initialize()
        {
            SetStartDate(2020, 2, 10);  //Set Start Date
            SetEndDate(2020, 2, 18);
            SetCash(100000);             //Set Strategy Cash
            
            Symbol spy = AddEquity("SPY", Resolution.Minute).Symbol;
            
            symbols = new Dictionary<Symbol, SymbolData>(); 
			
			AddUniverse(CoarseSelection);

        }
        
        
        public IEnumerable<Symbol> CoarseSelection(IEnumerable<CoarseFundamental> universe){
        	var selected = new List<Symbol>();
			universe = universe
	            .OrderByDescending(x => x.DollarVolume).Take(1000);
	            
	    	foreach(var coarse in universe){
	    		var symbol = coarse.Symbol;
	    		selected.Add(symbol);
	    		if(!symbols.ContainsKey(symbol)){
	    			symbols.Add(symbol, new SymbolData(this, symbol));
	    		}
	    	}
	    	
	    	return selected;
        }
        
        
        public override void OnEndOfDay(Symbol symbol){
        	symbols[symbol].SetEOD(Securities[symbol].Close);
        }
        
        

    }
    
    
    public class SymbolData
    {
    	private QCAlgorithm algorithm;
    	private Symbol symbol;
    	private decimal EOD;
    	
    	public SymbolData(QCAlgorithm algorithm, Symbol symbol)
    	{
    		this.algorithm = algorithm;
    		this.symbol = symbol;
    		var history = algorithm.History(symbol, 1, Resolution.Daily);
    		if(history.Any()){
    			EOD = history.ElementAt(0).Close;
    		}
    	}
    	
    	public decimal GetEOD(){
    		return EOD;
    	}
    	
    	public void SetEOD(decimal eod){
    		this.EOD = eod;
    	}
    	
    	
    }
}