#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 PensiveYellowWolf : QCAlgorithm
    {
        string sym = "TSLA";
        public override void Initialize()
        {
            SetStartDate(2022, 8, 20);  
            SetEndDate(2022, 8, 31);          
            SetCash(100000);      

            var equity = AddEquity(sym, Resolution.Daily);          
            equity.SetDataNormalizationMode(DataNormalizationMode.Raw);
            
        }

      
        public override void OnData(Slice data)
        {
            if(data.Bars.ContainsKey(sym)) Debug($"{Time} {data.Bars[sym]}");

            if(data.Splits.ContainsKey(sym)) 
            {
                if(data.Splits[sym].Type == SplitType.SplitOccurred)
                {
                    Debug("Split Occured --- ");
                    Debug(Time.ToString());              
                    Debug($"Factor: {data.Splits[sym].SplitFactor} ");
                    Debug("------- ");
                }
                
            }
            
            
           
        }

    }
}