using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using System;

namespace QuantConnect
{
    /*
    *   Basic Template Algorithm
    *
    *   The underlying QCAlgorithm class has many methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full base class can be found at:
    *   https://github.com/QuantConnect/Lean/tree/master/Algorithm
    */
    public class SecondTest : QCAlgorithm
    {

        private string _symbol;
        public override void Initialize()
        {
            // backtest parameters
            SetStartDate(2017, 1, 1);
            SetEndDate(2017, 3, 1);
            _symbol = "GBPJPY";
            // cash allocation
            SetCash(25000);

            AddForex(_symbol, Resolution.Second);




        }

        /* 
        *	New data arrives here.
        *	The "Slice" data represents a slice of time, it has all the data you need for a moment.	
        */
        public override void OnData(Slice data)
        {
            
            // slice has lots of useful information
            TradeBars bars = data.Bars;


            //Get just this bar.
            //minute bar
            if (bars.ContainsKey(_symbol) && bars[_symbol].Period == (new TimeSpan(0, 1, 0)))
            {

                

            }
            else if (bars.ContainsKey(_symbol) && bars[_symbol].Period == (new TimeSpan(0, 0, 1)))
            {
                Log("A second slice");
            }
        }
    }
}