namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash. This is a skeleton
    /// framework you can use for designing an algorithm.
    /// </summary>
    public class BasicTemplateAlgorithm : QCAlgorithm
    {

        /// <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(2013, 10, 07);  //Set Start Date
            SetEndDate(2013, 10, 11);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            // Find more symbols here: http://quantconnect.com/data
            // Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
            // Futures Resolution: Tick, Second, Minute
            // Options Resolution: Minute Only.
            var eurusd = AddForex("EURUSD", Resolution.Second);
            
            var timeRule = new TenSecondsAfterEveryMinuteDuringMarketHoursTimeRule(eurusd);
            Schedule.On(DateRules.EveryDay("EURUSD"), timeRule, () =>
            {
            	Log(Time + ":: Custom time rule fired!");	
            });
        }

        /// <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)
        {
        	if (!Portfolio.Invested)
        	{
        		SetHoldings("EURUSD", 1);
        	}
        }
    }
}

namespace QuantConnect
{
    public class TenSecondsAfterEveryMinuteDuringMarketHoursTimeRule : ITimeRule
    {
        private readonly Security _security;

        public string Name { get; }

        public TenSecondsAfterEveryMinuteDuringMarketHoursTimeRule(Security security)
        {
            _security = security;
            Name = $"{security.Symbol}: TenSecondsAfterEveryMinuteDuringMarketHoursTimeRule-";
        }

        public IEnumerable<DateTime> CreateUtcEventTimes(IEnumerable<DateTime> dates)
        {
            var minutesPerDay = Enumerable.Range(0, 1440);
            return from date in dates
                   from minute in minutesPerDay
                   let time = date.AddMinutes(minute).AddSeconds(10)
                   where _security.Exchange.DateTimeIsOpen(time)
                   select time;
        }
    }
}