using System;
using System.Collections;
using System.Collections.Generic; 
using QuantConnect.Securities;  
using QuantConnect.Models;

namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class SimpleAlgorithm : QCAlgorithm
    {
        List<TradeBars> kdata = new List<TradeBars>();
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
			
            //Start and End Date range for the backtest:
            SetStartDate(2014, 11, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "IBM", Resolution.Minute, true);

        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {   
            kdata.Add(data);
        }
        
        public override void OnEndOfDay() {
            Log("LOG it Here? At end of day");
            Debug("DEBUG it Here? At end of day");
            System.Console.WriteLine("CONSOLE it Here? At end of day");
        }
        
       public override void OnEndOfAlgorithm() {
            Log("LOG it Here? At end of algorithm");
            Debug("DEBUG it Here? At end of algorithm");
            System.Console.WriteLine("CONSOLE it Here? At end of algorithm");
        }
    }
}