namespace QuantConnect.Algorithm.CSharp
{
    public class ResistanceTransdimensionalInterceptor : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2020, 7, 31);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            var data = Download("https://www.dropbox.com/s/8v6z949n25hyk9o/custom_weather_data.csv?dl=1");
			var res = data.Split('\n')
			    .Select(p => p.Split(','))
			    .ToArray();
			    
			var twoD = new String[res.Length,res[0].Length];
			for (int i = 0 ; i != res.Length ; i++)
			    for (int j = 0 ; j != res[0].Length ; j++)
			        twoD[i,j] = res[i][j];
			        
			Log(String.Join(" ", twoD.Cast<string>()));
        }

        /// 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)
        {
            // if (!Portfolio.Invested)
            // {
            //    SetHoldings("SPY", 1);
            //    Debug("Purchased Stock");
            //}
        }

    }
}