#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 SPYInvestmentAlgorithm : QCAlgorithm
{
    private Symbol _spy;
    private decimal _investmentAmount = 1000m;

    public override void Initialize()
    {
        SetStartDate(2022, 1, 1);
        SetEndDate(2022, 12, 31);
        SetCash(100000);
        _spy = AddEquity("SPY", Resolution.Minute).Symbol;
        
        // Set a warm-up period to ensure we have sufficient historical data
        SetWarmUp(TimeSpan.FromDays(1));
        
        Schedule.On(DateRules.EveryDay(), TimeRules.At(15, 55), CheckAndInvest);
    }

    private void CheckAndInvest()
    {
        if (IsWarmingUp) return;

        var history = History(_spy, 2, Resolution.Daily).ToList();
        if (history.Count < 2) return;

        var closeYesterday = history[0].Close;
        var currentPrice = Securities[_spy].Price;

        // Check if prices are valid before calculating change
        if (closeYesterday > 0 && currentPrice > 0)
        {
            var change = (currentPrice - closeYesterday) / closeYesterday;

            if (change <= -0.01m)
            {
                var quantity = Math.Floor(_investmentAmount / currentPrice);
                if (quantity > 0)
                {
                    Buy(_spy, quantity);
                    Log($"Invested ${_investmentAmount} in SPY: {change:P2} change, bought {quantity} shares");
                }
            }
        }
        else
        {
            Log("Invalid price data. Skipping investment check.");
        }
    }
}
}