//Universe Selection and Indicator - tester 

using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect 
{   
    /*
    *   The underlying QCAlgorithm class has many methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full base class can be found at:
    *   https://github.com/QuantConnect/Lean/tree/master/Algorithm
    */
    public class UniverseSelectionandIndicatorAlgorithm : QCAlgorithm 
    {
    	
        private SecurityChanges _changes = SecurityChanges.None;
        public SimpleMovingAverage smaStopPrice;
        
        public override void Initialize() 
        {
        	SetStartDate(2018, 01, 1);         
            SetEndDate(2018, 05, 29);
            SetCash(25000);
            UniverseSettings.Leverage = 1.0m;
            UniverseSettings.Resolution = Resolution.Daily;
            AddUniverse(Universe.DollarVolume.Top(3));
            SetWarmup(20,Resolution.Daily);
        }

        public void OnData(TradeBars data) //	New data arrives here.
        {
        	if (IsWarmingUp) return;
        	
        	foreach (var universe in UniverseManager.Values) {
			    if (universe is UserDefinedUniverse) {continue;}
			    
			    if (_changes == SecurityChanges.None)
            	{
            		Debug ("No Changes");
            		return;
            	}
			    
        		foreach (var security in _changes.AddedSecurities) {
        			smaStopPrice = SMA(security.Symbol,15,Resolution.Daily);
        			decimal stopprice = smaStopPrice;
        	    	Debug (String.Format("Pick:{0} - OHLC[{1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0} {6:0.00}] ", 
               		security.Symbol, data[security.Symbol].Open,data[security.Symbol].High,data[security.Symbol].Low,
               		data[security.Symbol].Close,data[security.Symbol].Volume, stopprice)); 
        		}
        		
			}
        }
 
 
 		public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            _changes = changes;
			Debug("===Start of Trading ===: " + Time.ToShortDateString() + " Symbols: " + _changes.AddedSecurities.Count + "|" + _changes.RemovedSecurities.Count) ;
            if (changes.AddedSecurities.Count > 0)   Debug("Securities added:   "  + string.Join(",", changes.AddedSecurities.Select(x => x.Symbol.Value)));
            if (changes.RemovedSecurities.Count > 0) Debug("Securities removed: "  + string.Join(",", changes.RemovedSecurities.Select(x => x.Symbol.Value)));
            
        }
 
    } //BasicTemplateAlgorithm 
}  //namespace