using QuantConnect;
using QuantConnect.Algorithm;
using QuantConnect.Algorithm.Framework.Selection;
using QuantConnect.Brokerages;
using QuantConnect.Data;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Indicators;
using QuantConnect.Securities;
using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Drawing;
using System.Linq;

namespace QCDemo
{
    public class RawDataFeedQuestion : QCAlgorithm
    {

        private int _startingCash = 200000;
        private Resolution _resolution = Resolution.Daily;

        public override void Initialize()
        {
            SetStartDate(2017, 1, 1);  //Set Start Date
            SetEndDate(2018, 1, 3);
            SetCash(_startingCash);             //Set Strategy Cash
            UniverseSettings.Resolution = Resolution.Daily;
            SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage);
            var symbols = new[] { QuantConnect.Symbol.Create("MSFT", SecurityType.Equity, Market.USA) };
            AddUniverseSelection(new ManualUniverseSelectionModel(symbols));
            SetSecurityInitializer(x => x.SetDataNormalizationMode(DataNormalizationMode.Raw));

            Chart tradePlotter = new Chart("Prices");
            tradePlotter.AddSeries(new Series("Price", SeriesType.Line, "$", Color.Red));

            //foreach (SubscriptionDataConfig a in SubscriptionManager.Subscriptions)
            //{
            //    a.s == DataNormalizationMode.Raw;
            //}
            //SubscriptionManager.Subscriptions.DataNormalizationMode = DataNormalizationMode.Raw;     
            // AddUniverse(MyCoarseFilterFunction);  
        }


        public override void OnData(Slice data)
        {

                Plot("Prices", "Price",  data["MSFT"].Price);

        }
    }

}