#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 QLNet;
#endregion

using System.Diagnostics;

namespace QuantConnect.Algorithm.CSharp
{
    public class DeterminedBrownBison : QCAlgorithm
    {
        private const int NumberOfEquities = 10;
        private const int NumberOfOptions = 5;

        private Stopwatch _timer;
        private long _weeklyDataCount;
        private long _totalDataPoints;
        private decimal _avgRam;

        private int _totalSamples;

        public override void Initialize()
        {
            SetStartDate(2025, 01, 01);
            SetEndDate(2025, 07, 01);
            
            UniverseSettings.Resolution = Resolution.Daily;
            UniverseSettings.Asynchronous = true;

            var asyncStr = UniverseSettings.Asynchronous != null && UniverseSettings.Asynchronous.Value ? "" : "non";
            SetName($"{UniverseSettings.Resolution} {NumberOfEquities} E {NumberOfOptions} O {asyncStr} async selection");

            var universe = AddUniverse(CoarseSelectionFunction);

            AddUniverseOptions(universe, u =>
            {
                return u
                    .Expiration(0, 120)
                    .Strikes(-5, +5)
                    .Contracts(u.OrderBy(x => Math.Abs(x.Underlying.Price - x.ID.StrikePrice)).Take(NumberOfOptions));
            });

            Schedule.On(DateRules.Every(DayOfWeek.Wednesday), TimeRules.Noon, SampleMetrics);
        }

        public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
        {
            // sort descending by daily dollar volume
            var sortedByDollarVolume = coarse.OrderByDescending(x => x.DollarVolume);

            // take the top entries from our sorted collection
            var top = sortedByDollarVolume.Take(NumberOfEquities);

            // we need to return only the symbol objects
            var result = top.Select(x => x.Symbol);

            return result;
        }

        private void SampleMetrics()
        {
            if (_timer == null) 
            {
                _timer = new Stopwatch();
            }
            else 
            {
                // Processing time
                Plot("Weekly Processing Time", "Weekly Processing Time (s)", _timer.Elapsed.TotalSeconds);
            }

            // Data count                    
            Plot("Weekly Data Count", "Weekly Data Count", Convert.ToDecimal(_weeklyDataCount));
            _weeklyDataCount = 0;

            // Active securities
            Plot("Active Securities", "Active Securities", ActiveSecurities.Count);

            // Ram usage
            var memoryUsage = GC.GetTotalMemory(true) * 1e-6m;
            _avgRam += memoryUsage;
            _totalSamples++;
            Plot("Memory Usage", "Memory Usage", memoryUsage);

            _timer.Restart();
        }


        public override void OnData(Slice slice)
        {
            _weeklyDataCount += slice.AllData.Count;
            _totalDataPoints += slice.AllData.Count;
        }

        public override void OnEndOfAlgorithm()
        {
            Debug($"Total data points: {_totalDataPoints}");
            Debug($"Avg ram usage: {Math.Round(_avgRam / _totalSamples)}");
        }
    }
}