namespace QuantConnect {

    public class PivotPoints{
    	
    	private decimal high;
    	private decimal low;
    	private decimal close;
    	private decimal open;
    	
    	public PivotPoints(decimal h, decimal l, decimal c, decimal o){
    		high = h;
    		low = l;
    		close = c;
    		open = o;
    	}
    	
    	public decimal getR3(){
    		return (high + (2*(((high+low+close)/3) - low)));
    	}
    	
    	public decimal getR2(){
    		return (((high+low+close)/3)+(high-low));
    	}
    	
    	public decimal getR1(){
    		return ((((high+low+close)/3)*2)-low);
    	}
    	
    	public decimal getPP(){
    		return (high+low+close)/3;
    	}
    	
    	public decimal getS1(){
    		return ((((high+low+close)/3)*2)-high);
    	}
    	
    	public decimal getS2(){
    		return (((high+low+close)/3)-(high-low));;
    	}
    	
    	public decimal getS3(){
    		return (low - (2*(high - ((high+low+close)/3))));
    	}

    }

}

namespace QuantConnect.Algorithm.CSharp{

    public class BasicTemplateAlgorithm : QCAlgorithm{
    	
    	String symbol = "SPY";
		RollingWindow<Decimal> high = new RollingWindow<Decimal>(10);
		RollingWindow<Decimal> low = new RollingWindow<Decimal>(10);
		RollingWindow<Decimal> open = new RollingWindow<Decimal>(10);
		RollingWindow<Decimal> close = new RollingWindow<Decimal>(10);
		SimpleMovingAverage sma;
		decimal p = 0;

        public override void Initialize(){
        	
            SetStartDate(2018, 02, 01);  
            SetEndDate(DateTime.Now.Date.AddDays(-1));    
            SetCash(100000);            

            AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
            sma = SMA(symbol, 200, Resolution.Daily);
            
            TradeBarConsolidator consolidator = new TradeBarConsolidator(TimeSpan.FromDays(1));
            consolidator.DataConsolidated += ConsolidatorHandler;
            SubscriptionManager.AddConsolidator(symbol, consolidator);
        }
		
		public void ConsolidatorHandler(object sender, TradeBar data) {
        	high.Add(data.High);
        	low.Add(data.Low);
        	open.Add(data.Open);
        	close.Add(data.Close);
        	
        	if(!high.IsReady) return;
        	PivotPoints pp = new PivotPoints(high[1], low[1], close[1], open[1]);
        	p = pp.getPP();
        	
        	Debug("High: "+high[0].ToString());
        	Debug("Low: "+low[0].ToString());
        	Debug("Close: "+close[0].ToString());
        	Debug("Open: "+open[0].ToString());
        	Debug("-----------------------------------");
		}
        
        public override void OnData(Slice data){
        	
        	if (data[symbol] == null) return;
        	if (p == 0) return;
        	
        }
        
        
    }
}