#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.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 QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class CustomBrokerageModelAlgorithm : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2022, 7, 1);
            SetCash(100000);
            SetBrokerageModel(new MyBrokerageModel());
            AddEquity("SPY", Resolution.Daily);
        }

        /// 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 data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", 1);
            }
        }

    }

    class MyBrokerageModel : DefaultBrokerageModel
    {
        public override decimal RequiredFreeBuyingPowerPercent { get; }

        public new IReadOnlyDictionary<SecurityType, string> DefaultMarkets  = new Dictionary<SecurityType, string>
        {
            {SecurityType.Equity, Market.USA}
        }.ToReadOnlyDictionary();

        public MyBrokerageModel(AccountType accountType = AccountType.Margin)
            : base(accountType)
        {
            
        }

        public override bool CanSubmitOrder(Security security, Order order,
            out BrokerageMessageEvent message)
        {
            return base.CanSubmitOrder(security, order, out message);
        }

        public override bool CanUpdateOrder(Security security, Order order,
            UpdateOrderRequest request, out BrokerageMessageEvent message)
        {
            return base.CanUpdateOrder(security, order, request, out message);
        }

        public override bool CanExecuteOrder(Security security, Order order)
        {
            return base.CanExecuteOrder(security, order);
        }

        public override void ApplySplit(List<OrderTicket> tickets, Split split)
        {
            base.ApplySplit(tickets, split);
        }

        public override decimal GetLeverage(Security security)
        {
            return base.GetLeverage(security);
        }

        public override IBenchmark GetBenchmark(SecurityManager securities)
        {
            return base.GetBenchmark(securities);
        }

        public override IFillModel GetFillModel(Security security)
        {
            return base.GetFillModel(security);
        }

        public override IFeeModel GetFeeModel(Security security)
        {
            return base.GetFeeModel(security);
        }

        public override ISlippageModel GetSlippageModel(Security security)
        {
            return base.GetSlippageModel(security);
        }

        public override ISettlementModel GetSettlementModel(Security security)
        {
            return base.GetSettlementModel(security);
        }

        public override IBuyingPowerModel GetBuyingPowerModel(Security security)
        {
            return base.GetBuyingPowerModel(security);
        }

        public override IMarginInterestRateModel GetMarginInterestRateModel(Security security)
        {
            return base.GetMarginInterestRateModel(security);
        }

        public override IShortableProvider GetShortableProvider(Security security)
        {
            return base.GetShortableProvider(security);
        }
    }
}