#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Portfolio.SignalExports;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Api;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Commands;
    using QuantConnect.Configuration;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Auxiliary;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.Data.Custom.IconicTypes;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.Shortable;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.OptionExercise;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Orders.TimeInForces;
    using QuantConnect.Python;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Positions;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;
    using QuantConnect.Securities.CryptoFuture;
    using QuantConnect.Securities.IndexOption;
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Securities.Volatility;
    using QuantConnect.Storage;
    using QuantConnect.Statistics;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
    using Calendar = QuantConnect.Data.Consolidators.Calendar;
using log4net.Config;
#endregion

public class MyAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        UniverseSettings.Resolution = Resolution.Daily;
        SetStartDate(2017, 07, 06);
        SetEndDate(2018, 07, 04);
        AddUniverse<StockDataSource>(FilterFunction);
    }

    private IEnumerable<Symbol> FilterFunction(IEnumerable<BaseData> data)
    {
        var stockDataSource = data.OfType<StockDataSource>();
        return stockDataSource.SelectMany(x => x.Symbols);
    }

    public override void OnSecuritiesChanged(SecurityChanges changes)
    {
        Debug(changes.ToString());
    }
}

public class StockDataSource : BaseData
{
    public List<Symbol> Symbols { get; set; } = [];
    public override DateTime EndTime => Time.AddDays(1);
    public string Line { get; set; }

    public override SubscriptionDataSource GetSource(
        SubscriptionDataConfig config,
        DateTime date,
        bool isLiveMode)
    {
        // if (!isLiveMode)
        // {
        //     return new SubscriptionDataSource("<CustomUniverseKey>", SubscriptionTransportMedium.ObjectStore, FileFormat.Csv);
        // }
        return new SubscriptionDataSource("https://raw.githubusercontent.com/QuantConnect/Documentation/master/Resources/datasets/custom-data/csv-universe-example.csv", SubscriptionTransportMedium.RemoteFile, FileFormat.Csv);
    }

    public override BaseData Reader(
        SubscriptionDataConfig config,
        string line,
        DateTime date,
        bool isLiveMode)
    {
        var csv = line.Split(',');
        var stocks = new StockDataSource { Symbol = config.Symbol, Line = line };

        try
        {
            stocks.Time = DateTime.ParseExact(csv[0], "yyyyMMdd", null);
        
            stocks.Symbols.AddRange(csv.Skip(1).Select(ticker => 
            {
                // The tickers are point-in-time. We generate its security identifier for a given date
                // Then we create a Symbol where the Value is the ticker
                var sid = SecurityIdentifier.GenerateEquity(ticker, Market.USA, mappingResolveDate: stocks.Time);
                return new Symbol(sid, ticker);
            }));
        }
        catch { }
        return stocks;
    }
}