#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 AdaptableSkyBlueChinchilla : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2024, 2, 19);
            SetEndDate(2024, 2, 20);
            SetCash(100000);

            // var option = AddOption("SPY", Resolution.Daily).Symbol;
            var spy = AddEquity("SPY", Resolution.Daily).Symbol;
            
            // Strikes with IV 0
            var strikes = new decimal[] { 516.0m, 522.0m, 524.0m, 526.0m, 528.0m, 532.0m, 534.0m, 536.0m, 538.0m };
            var processingDate = new DateTime(2024, 2, 7);

            var contracts = OptionChainProvider.GetOptionContractList(spy, processingDate)
                .Where(x => x.ID.Date == new DateTime(2024, 2, 9) && strikes.Contains(x.ID.StrikePrice))
                .ToList();
            
            foreach (var contract in contracts) 
            {
                Log(contract.Value);
            }

            // AddOptionContract(contract, Resolution.Daily);

            var history = History(contracts, new DateTime(2024, 2, 1), new DateTime(2024, 2, 15), Resolution.Daily).ToList();

            if (history.Count == 0) 
            {
                // throw new Exception("Empty history");
            }

            var foundList = contracts.ToDictionary(x => x, x => false);
            foreach (var data in history)
            {
                foreach (var datum in data.AllData.Where(x => x.EndTime == processingDate)) 
                {
                    foundList[datum.Symbol] = true;
                }
            }

            var notFound = foundList.Where(kvp => !kvp.Value).OrderBy(kvp => kvp.Key.ID.StrikePrice).Select(kvp => kvp.Key.Value).ToList();
            if (notFound.Count > 0) 
            {
                // throw new Exception($"Data not found for {notFound.Count}/{contracts.Count} contracts:\n{string.Join("\n", notFound)}");
            }
        }

        /// 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)
        {
            // foreach (var d in data.AllData/*.Where(x => x.Symbol.SecurityType.IsOption())*/) 
            // {
            //     var time = d.Time;
            //     var endTime = d.EndTime;
            //     Log($"[{d.Time} - {d.EndTime}] :: {d.Symbol} :: {d}");
            // }
            // Log("-------------------");
            
        }

    }
}