/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using System.Collections.Generic;
using QuantConnect.Interfaces;
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;

namespace QuantConnect.Algorithm.CSharp
{
    public class FutureMarketOpenConsolidatorRegressionAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2022, 06, 15);
            SetEndDate(2022, 06, 18);

            var vx = AddSecurity(SecurityType.Future, "VX");

            Consolidate<BaseData>(vx.Symbol, dataTime =>
            {
                var start = vx.Exchange.Hours.GetPreviousMarketOpen(dataTime, false);
                var end = vx.Exchange.Hours.GetNextMarketClose(start, false);

                while (end.Date == start.Date)
                {
                    end = vx.Exchange.Hours.GetNextMarketClose(end, false);
                }

                var period = end - start;
                // based on the given data time we return the start time of it's bar and the expected period size
                return new CalendarInfo(start, period);
            }, bar => Assert(bar));
        }

        public void Assert(BaseData bar)
        {
            Log($"Consolidator Event span. Start {bar.Time} End : {bar.EndTime}. {bar}");
        }
    }
}