namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash. This is a skeleton
    /// framework you can use for designing an algorithm.
    /// </summary>
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
        private int roundTrades = 0;
		private OrderEvent _lastOrderEvent;

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2018, 10, 3);  //Set Start Date
            SetEndDate(2018, 10, 3);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            // Find more symbols here: http://quantconnect.com/data
            // Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
            // Futures Resolution: Tick, Second, Minute
            // Options Resolution: Minute Only.
            AddEquity("SPY", Resolution.Minute);

            // There are other assets with similar methods. See "Selecting Options" etc for more details.
            // AddFuture, AddForex, AddCfd, AddOption
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
        	if (!data.Bars.ContainsKey("SPY")) return;
        	if (roundTrades > 20) return;
        	
            if (!Portfolio.Invested)
            {
                SetHoldings(_spy, 1);
                return;
            }
            
            if (_lastOrderEvent != null &&
            	_lastOrderEvent.Status == OrderStatus.Submitted)
            {
            	var ticket = Transactions.GetOrderTicket(_lastOrderEvent.OrderId);
            	ticket.Cancel();
            }
            
            if (Portfolio[_spy].IsLong)
            	// SetHoldings(_spy, -1);
            	PlaceOrder(-1, data.Bars["SPY"].Close);
        	else if (Portfolio[_spy].IsShort)
        		// SetHoldings(_spy, 1);
        		PlaceOrder(1, data.Bars["SPY"].Close);
    		
    		roundTrades++;
        }
        
        private void PlaceOrder(double percentage, decimal limitPrice)
        {
            var quantity = CalculateOrderQuantity(_spy, percentage);
            if (Math.Abs(quantity) > 0)
                LimitOrder(_spy, quantity, limitPrice);
        }
        
        public override void OnOrderEvent(OrderEvent orderEvent)
        {
        	_lastOrderEvent = orderEvent;
        	Log($"{orderEvent} :: {Transactions.GetOrderById(orderEvent.OrderId)}");
        }
    }
}