#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class FocusedGreenWhale : QCAlgorithm
    {
        private Symbol _optionSymbol;
        private int ComboOrderQuantity { get; } = 10;
        private List<Leg> OrderLegs { get; set; }
        private List<OrderTicket> Tickets { get; set; }

        bool _isPlaceFirstTime;
        bool _isPlaceSecondTime;

        public override void Initialize()
        {
            SetStartDate(2024, 9, 15);
            SetCash(100000);
            
            var equity = AddEquity("AAPL");
            var option = AddOption(equity.Symbol);
            _optionSymbol = option.Symbol;

            option.SetFilter(u => u.Strikes(-2, +2)
                  .Expiration(0, 180));

            SetWarmUp(TimeSpan.FromDays(2));
        }

        /// 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 slice)
        {
            if (IsWarmingUp)
            {
                return;
            }

            if (OrderLegs == null && !_isPlaceFirstTime)
            {
                if (IsMarketOpen(_optionSymbol) && slice.OptionChains.TryGetValue(_optionSymbol, out var chain))
                {
                    var callContracts = chain.Where(contract => contract.Right == OptionRight.Call)
                        .GroupBy(x => x.Expiry)
                        .OrderBy(grouping => grouping.Key)
                        .First()
                        .OrderBy(x => x.Strike)
                        .ToList();

                    // Let's wait until we have at least three contracts
                    if (callContracts.Count < 3)
                    {
                        return;
                    }

                    OrderLegs = new List<Leg>()
                    {
                        Leg.Create(callContracts[0].Symbol, 1),
                        Leg.Create(callContracts[1].Symbol, -2),
                        Leg.Create(callContracts[2].Symbol, 1)
                    };
                    
                    Tickets = ComboMarketOrder(OrderLegs, ComboOrderQuantity).ToList();
                }
                _isPlaceFirstTime = true;
                return;
            }

            if (!_isPlaceSecondTime)
            {
                _isPlaceSecondTime = true;
                Tickets = ComboMarketOrder(OrderLegs, ComboOrderQuantity * -1).ToList();
            }
            else
            {
                _isPlaceSecondTime = false;
                Tickets = ComboMarketOrder(OrderLegs, ComboOrderQuantity).ToList();
            }

        }
    }
}