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 BasicTemplateAlgorithm : QCAlgorithm
    {
    	private string _symbol = "SPY";
    	private int _initialCapital = 25000;
    	
    	private ExponentialMovingAverage _ema;
    	private SimpleMovingAverage _sma;
    	
    	private decimal _profitTarget;
    	private OrderTicket _currentOrder;
    	private OrderTicket _trailingStopOrder;
    	
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
		    //Start and End Date range for the backtest:
            SetStartDate(2013, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            //Cash allocation
            SetCash(_initialCapital);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, _symbol, Resolution.Minute);
            
            _ema = EMA(_symbol, 10);
            _sma = SMA(_symbol, 30);
        }

        //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) 
        {
        	var holdings = Portfolio[_symbol].Quantity;
        	if (_ema > _sma && holdings != 0) PlaceTrade();
        	
        	if (_currentOrder != null) AmendOrder();
        	
        	if (_trailingStopOrder != null) 
        	{
        		AmendTrailingStop();
        		return;
        	}
        	
        	if (holdings > 0)
        	{
        		// have we hit our 50% target profit?
        		var currentProfit = GetCurrentProfit(data[_symbol].Close);
        		if (currentProfit > _profitTarget) PlaceTrailingStop();
        	}
        }

        // get the profit since we bought the stock.
        public decimal GetCurrentProfit(decimal currentPrice)
        {
        	// not implemented yet.
        	return 0m;
        }
        
        public void PlaceTrailingStop()
        {
        	// not implemented yet.
        	// options not yet supported in QC
        }
        
        // Place a limit order to buy to open a call option at 1 strike OTM on SPY at the mark price.
        public void PlaceTrade()
        {
        	// option not yet supported in QC.
        	// _currentOrder = OptionLimitOrder(optionType, expiry, strike, offerPrice);
        }
        
        // Amend the order based on the new close price of the bar.
        public void AmendOrder()
        {
        	// options not yet supported in QC.
        	//var newprice = ??;
        	//_currentOrder.Update(new UpdateOrderFields{LimitPrice=newPrice, Quantity=qty});
        }
        
        // Amend the trailing stop based on the new close price of the bar.
        public void AmendTrailingStop()
        {
        	// options not yet supported in QC.
        	//var newprice = ??;
        	//_currentOrder.Update(new UpdateOrderFields{LimitPrice=newPrice, Quantity=qty});
        }
        
        public override void OnOrderEvent(OrderEvent fill)
        {
        	Log("Order has been filled :-) -> " + fill.FillPrice + " QTY: " + fill.FillQuantity);
        	_currentOrder = null;
        }
    }
}