#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.Portfolio.SignalExports;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Api;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Commands;
    using QuantConnect.Configuration;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Auxiliary;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.Data.Custom.IconicTypes;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.Shortable;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.OptionExercise;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Orders.TimeInForces;
    using QuantConnect.Python;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Positions;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;
    using QuantConnect.Securities.CryptoFuture;
    using QuantConnect.Securities.IndexOption;
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Securities.Volatility;
    using QuantConnect.Storage;
    using QuantConnect.Statistics;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
    using Calendar = QuantConnect.Data.Consolidators.Calendar;
using Accord.Math;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class VirtualGreenEagle : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2025, 6, 10);
            SetEndDate(2025, 6, 11);
            AddUniverse(Selection);
        }

        private IEnumerable<Symbol> Selection(IEnumerable<Fundamental> fundamentals)
        {
            var period =  100;

            var adxBySymbol = fundamentals
                .Where(x => x.Price > 5 && x.MarketCap > 0)
                .OrderBy(x => x.AdjustedPrice).Take(1000)
                .ToDictionary(x => x.Symbol, y => new AverageDirectionalIndex(period));

            var warmUpPeriod =  (int)(1.2 * adxBySymbol.First().Value.WarmUpPeriod);

            // Daily resolution history requests for 1000 equity won't timeout using
            // QuantConnect data provider
            var history = History<TradeBar>(adxBySymbol.Keys, warmUpPeriod, Resolution.Daily);
            foreach(var bars in history)
            {
                bars.DoForEach(kvp => adxBySymbol[kvp.Key].Update(kvp.Value));
            }

            var selected = adxBySymbol
                .Where(x => x.Value.IsReady)
                .OrderByDescending(x => x.Value)
                .Take(10)
                .ToHashSet(x => x.Key);

            var message = string.Join(",", selected.Select(x => adxBySymbol[x]));
            Log(message);

            return selected;
        }
    }
}