namespace QuantConnect.Algorithm.CSharp
{
    public class CalmGreenDogfish : QCAlgorithm
    {
    	private Symbol _aapl;
        public override void Initialize()
        {
            SetStartDate(2014, 6, 5);  //Set Start Date
            SetEndDate(2014, 6, 5);
            SetCash(100000);             //Set Strategy Cash
            
            _aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
            AddEquity("AAPL", Resolution.Minute);
            //UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
            Securities["AAPL"].SetDataNormalizationMode(DataNormalizationMode.Raw);
            //QuantConnect.Orders.MarketOnCloseOrder.SubmissionTimeBuffer = TimeSpan.FromSeconds(1);
        }
        
        private TimeSpan _entryTime = new TimeSpan(9, 40, 0);
        private TimeSpan _justBeforeClose = new TimeSpan(15, 59, 0);
        private List<TimeSpan> _debugTimes = new List<TimeSpan> {
        	new TimeSpan(9, 40, 0),
        	new TimeSpan(9, 41, 0),
        	//new TimeSpan(15, 58, 0),
        	new TimeSpan(15, 59, 0),
        	new TimeSpan(16, 0, 0),
        };

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
        	var bar = data.Bars["AAPL"];
        	if (bar.EndTime.TimeOfDay == _entryTime) {
        		MarketOrder(_aapl, 1);
        		MarketOnCloseOrder(_aapl, -1);
        	}
        	//if (bar.EndTime.TimeOfDay == _justBeforeClose) {
        	//	MarketOnCloseOrder(_aapl, -1);
        	//}
        	if (_debugTimes.Contains(bar.EndTime.TimeOfDay)) {
        		Debug($"Time={bar.EndTime:HH:mm:ss} Open={bar.Open} Close={bar.Close}");
        	}
        	
            // if (!Portfolio.Invested)
            // {
            //    SetHoldings("SPY", 1);
            //    Debug("Purchased Stock");
            //}
        }
        

    }
}