using System;
using System.Collections.Generic;
using NodaTime;
using QuantConnect.Data;
using QuantConnect.Data.Custom;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Daily Fx demonstration to call on and use the FXCM Calendar API
    /// </summary>
    public class DailyFxAlgorithm : QCAlgorithm
    {
        /// <summary>
        /// Add the Daily FX type to our algorithm and use its events.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2015, 01, 26);  //Set Start Date
            SetEndDate(2016, 05, 27);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            AddData<DailyFx>("DFX", Resolution.Minute, DateTimeZone.Utc);
            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute);
        }

        public override void OnData(Slice slice)
        {
            //
        }

        /// <summary>
        /// Trigger an event on a complete calendar event which has an actual value.
        /// </summary>
        public void OnData(DailyFx calendar)
        {
        	if(calendar.Importance != FxDailyImportance.High) return;
        	
            if(calendar.Meaning == FxDailyMeaning.Better)
            {
            	SetHoldings("EURUSD", 1);
            }
            else if(calendar.Meaning == FxDailyMeaning.Worse)
            {
            	SetHoldings("EURUSD", -1);
            }
            else
            {
            	Liquidate("EURUSD");
            }
            
        }
    }
}