using System;
using System.Collections;
using System.Collections.Generic; 
using QuantConnect.Securities;  
using QuantConnect.Models;   

namespace QuantConnect { 
    
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        
        private int count = 0;
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            //Initialize the start, end dates for simulation; cash and data required.
            SetStartDate(2013, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(100000); //Starting Cash in USD.
            AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute); //Minute,Second - Tick
            SetRunMode(RunMode.Series); //Series or Parallel for intraday strategies.
        }
        //Handle TradeBar Events: a TradeBar occurs on every time-interval
        public override void OnTradeBar(Dictionary<string, TradeBar> data) 
        {   
            /*
            if (!Portfolio.HoldStock) {
                Order("MSFT", (int)Math.Floor(Portfolio.Cash / data["MSFT"].Close) );
		        Debug("Debug Purchased MSFT");
            }
            */
            
            
            if (count == 0) {
                Debug("Cash: " + Portfolio.Cash);
                SetHoldings("MSFT", 0.5, true);
                
            }
            
            if (count == 1) {
                Debug("Cash: " + Portfolio.Cash);
                SetHoldings("MSFT", 1.0, true);
            }
            
            
            
            count++;
        }
    }
}