namespace QuantConnect.Algorithm.CSharp
{
    public class UpgradedBlueGaur : QCAlgorithm
    {
    	public Symbol _optionSymbol;

        public override void Initialize()
        {
            SetStartDate(2020, 9, 10);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
            
            var equity = AddEquity("AMD", Resolution.Minute);
            equity.SetDataNormalizationMode(DataNormalizationMode.Raw);
            
            var option = AddOption(equity.Symbol.Value, Resolution.Minute, /* market */ null, /* fill forward */ true, /* leverage */ 0m);
            _optionSymbol = option.Symbol;
            
            // option coarse filter
            option.SetFilter
            (
                universe =>
                (
                    from symbol in universe
                            .IncludeWeeklys()
                            .Strikes(-3, 3)
                            .Expiration(TimeSpan.FromDays(4), TimeSpan.FromDays(10))
                            where
                                symbol.ID.OptionRight == OptionRight.Call
                                && symbol.ID.StrikePrice - universe.Underlying.Price > 0
                    select symbol
                )
            );
            


        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice slice)
        {
            OptionChain otmCalls;

			if (slice.OptionChains.TryGetValue(_optionSymbol, out otmCalls))  {
			
			    Quit("Returned True!");
			
			}
        }

    }
}