#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;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class Vixspy : QCAlgorithm
    {
        private Symbol _spy;
        private Symbol _vix;
        private RollingWindow<TradeBar> _vixHistory;
        private DateTime _positionEntryDate;

        // Configurable parameters
        [Parameter("_vixTopThreshold")]
        private decimal _vixTopThreshold = 55m;  // VIX threshold to consider as "high"

        public override void Initialize()
        {
            SetStartDate(2020, 1, 1);
            SetEndDate(DateTime.Now.Date);
            SetCash(100000);

            // Set margin account
            SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin);

            // Subscribe to SPY and VIX daily data
            _spy = AddEquity("SPY", Resolution.Daily).Symbol;
            _vix = AddIndex("VIX", Resolution.Daily).Symbol;

            // Track 30 days of VIX history
            _vixHistory = new RollingWindow<TradeBar>(30);

            // Warm up the history with past data (increased to 180 to warm up SPY history)
            SetWarmUp(200);
        }

        private bool ExitPositionIfNeeded(Slice data)
        {
            if (Portfolio[_spy].Invested)
            {
                var sixMonthHigh = History(_spy, 180, Resolution.Daily).Max(bar => bar.High);
                var spyBar = data.ContainsKey(_spy) ? data[_spy] : null;
                bool isSixMonthHigh = spyBar != null && spyBar.High >= sixMonthHigh;
                if (isSixMonthHigh || (Time - _positionEntryDate).TotalDays >= 252) // Exit after 6 months if not at high
                {
                    Liquidate(_spy);
                    _positionEntryDate = DateTime.MinValue;
                    return true;
                }
            }
            return false;
        }

        private void EnterPositionIfConditionsMet(Slice data, decimal vixOpen, decimal vixClose, bool vixBelowThirty, bool vixWasAboveThreshold)
        {
            if (vixBelowThirty && vixWasAboveThreshold && !Portfolio[_spy].Invested)
            {
                var highestVix = _vixHistory.Max(bar => bar.High);
                SetHoldings(_spy, 1);
                _positionEntryDate = data.Time;

                // get first contract expiring in 1.5 to 2 years delta 0.5
                if (data.OptionChains.TryGetValue(_spy, out var chain))
                {
                    var contract = chain
                        .Where(x => x.Expiry > Time.AddDays(540) && x.Expiry <= Time.AddDays(720) && x.Greeks.Delta >= 0.6m)
                        .OrderByDescending(x => x.Greeks.Delta)
                        .FirstOrDefault();
                    if (contract != null)
                    {
                        MarketOrder(contract.Symbol, 1);
                        Debug($"Bought 1 call option {contract.Symbol} expiring {contract.Expiry:yyyy-MM-dd} with delta {contract.Greeks.Delta:F2}");
                    }
                    else
                    {
                        Debug("No suitable option contract found.");
                    }
                } 
            }
        }

        public override void OnData(Slice data)
        {
            if (!data.ContainsKey(_vix)) return;
            
            var vixBar = data[_vix];
            var vixOpen = vixBar.Open;
            var vixClose = vixBar.Close;
            
            // Add current VIX bar to history
            _vixHistory.Add(vixBar);
            
            // Need at least 30 days of VIX history to be ready
            if (!_vixHistory.IsReady) return;
            
            // Check if we need to close position (configurable days after entry)
            if (ExitPositionIfNeeded(data)) return;
            
            // Check if VIX open or close is below 30
            bool vixBelowThirty = vixOpen < 30 || vixClose < 30;
            
            // Check if VIX open, close, or high was above threshold within past 30 days
            bool vixWasAboveThreshold = _vixHistory.Any(bar => bar.High > _vixTopThreshold);
            
            // Buy 100% SPY if conditions are met
            EnterPositionIfConditionsMet(data, vixOpen, vixClose, vixBelowThirty, vixWasAboveThreshold);
            
        }
    }
}