namespace QuantConnect.Algorithm.CSharp
{
    public class MultidimensionalDynamicCircuit : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2020, 10,15);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddEquity("AAPL", Resolution.Daily);
            AddData<Signal>("SIGNAL", 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 void OnData(Signal data)
        {
            if (data.Value == 1) 
            {
            	SetHoldings("AAPL", 1);
            } else if (data.Value == 0) 
            {
            	Liquidate("AAPL");
            }
        }

    }
}

public class Signal : BaseData
{
    public decimal MaxC = 0;
    public decimal MinC = 0;
    public string errString = "";

    public override SubscriptionDataSource GetSource(
        SubscriptionDataConfig config,
        DateTime date,
        bool isLive)
    {
        var source = "https://raw.githubusercontent.com/shilewenuw/FileHost/master/data.csv";

          return new SubscriptionDataSource(source,
              SubscriptionTransportMedium.RemoteFile);
    }

    public override BaseData Reader(
        SubscriptionDataConfig config,
        string line,
        DateTime date,
        bool isLive)
    {
        if (string.IsNullOrWhiteSpace(line) ||
            char.IsLetter(line[0]))
            return null;

        var data = line.Split(',');

        return new Signal()
        {
          
            Time = DateTime.ParseExact(data[0], "MM/dd/yyyy", null),
            Symbol = data[1],
            Value = Convert.ToDecimal(data[2])
        };
    }
}