namespace QuantConnect.Algorithm.CSharp
{
    public class CalibratedParticleSplitter : QCAlgorithm
    {
		private Symbol _symbol;
		
		bool boughtShares = false;
		bool soldShares = false;
        public override void Initialize()
        {
            SetStartDate(2018, 09, 1);  //Set Start Date
            SetEndDate(2018, 09, 29);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            UniverseSettings.Resolution = Resolution.Minute;
            SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage); // Defaults to margin account
            
            //SetSecurityInitializer(x => x.SetDataNormalizationMode(DataNormalizationMode.TotalReturn));
            
            _symbol = AddEquity("ONTX", Resolution.Daily).Symbol;
            //Securities["ONTX"].SetDataNormalizationMode(DataNormalizationMode.Adjusted);
            
            
            
            


        }
        
       

        /// 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 data)
        {
        	if (Time.Day == 13 && boughtShares == false)
            {
                MarketOrder(_symbol, 200);
                boughtShares = true;
            }
            
            if (Time.Day == 26 && soldShares == false)
            {
                Liquidate();
                soldShares = true;
            }
            // if (!Portfolio.Invested)
            // {
            //    SetHoldings(_spy, 1);
            //    Debug("Purchased Stock");
            //}
        }
        
        

    }
}