using System;
using System.Linq;
using QuantConnect.Data.Market;
using QuantConnect.Data;
using QuantConnect.Indicators;
using System.Collections.Generic;
using QuantConnect.Orders;
using QuantConnect.Securities;
using QuantConnect.Orders.Slippage;
using QuantConnect.Brokerages;
using QuantConnect.Data.Consolidators;
using Newtonsoft.Json;

namespace QuantConnect.Algorithm.CSharp
{
    public class TestTimeZones : QCAlgorithm
    {
        private string MySymbol = "BTCUSD";
        private Security _Security;
        private const string TimeFormat = "MM-dd-yyyy HH:mm:ss";

        public override void Initialize()
        {
            SetStartDate(2018, 9, 1);  //Set Start Date
            SetEndDate(2018, 9, 2);    //Set End Date
            SetCash(100000);           //Set Strategy Cash

            SetWarmUp(1);
            _Security = AddCrypto(MySymbol, Resolution.Minute);
        }

        public override void OnWarmupFinished()
        {
            base.OnWarmupFinished();
        }

        public override void OnData(Slice slice)
        {
            var time = slice.Bars.Last().Value.Time;
                
            Console.WriteLine($"Time {time.ToString(TimeFormat)} Kind {time.Kind} " +
                $"To UTC {time.ToUniversalTime()} " +
                $"To Local {time.ToLocalTime().ToString(TimeFormat)}");
        }
    }
}