using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Securities;
using static System.DateTime;
using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Custom;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using QuantConnect.Securities.Equity;
using QuantConnect.Interfaces;







namespace QuantConnect
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash
    /// </summary>
    public class DailyIdentityAlgorithm : QCAlgorithm
    {


       
        ////////////////////////////////////// BTX VARIABLES //////////////////////////////////////////////////
        private Symbol _btx = QuantConnect.Symbol.Create("BTX", SecurityType.Equity, Market.USA);
       


        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2021, 4 , 30);   //Set Start Date
            SetEndDate(2021, 05, 2);       //Set End Date
            SetCash(10000);
            AddEquity("BTX", Resolution.Minute);
  
            

         
        }
        
        

        
        

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
         TradeBars bars = data.Bars;
         
       
         
        
         
         Debug("Current BTX price "+bars["BTX"].Price);
         Debug(_btx.ID.ToString());
        
        	
        	
        	
        	
        
        }//closes OnData
	    
    }
        	
}