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

namespace QuantConnect
{
    
    public class CashTestingStrategy : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2013, 1, 1);
            SetEndDate(2013, 12, 31);
            SetCash(100000);
            AddData<CashType>("CASH");
        }
        
        public void OnData(CashType data)
        {
            try
            {
                //TEST 1: BUY AND HOLD:
                //if (!Portfolio.Invested)
                //{
                //    int quantity = (int)(Portfolio.Cash / Math.Abs(data.Value));
                //    Order("CASH", quantity);
                //    Console.WriteLine("Buying Cash 'Shares': Cash: " + data.Value + " Q:" + quantity);
                //}
                
                //TEST2: BUY - FLAT - BUY each month
                //if (Time.Month % 2 != 0 && !Portfolio.Invested)        //Jan, Mar, May -- alternating months.
                //{
                //    Order("CASH", quantity);
                //} 
                //else if (Time.Month % 2 == 0 && Portfolio.Invested)
                //{   
                //   Order("CASH", -Portfolio["CASH"].Quantity);    
                //}
                
                //TEST3: LONG SHORT LONG - Each MOnth
                //if (Time < new DateTime(2013,12,15)) 
                //{
                //    if (Time.Month % 2 != 0 && (Portfolio["CASH"].IsShort || !Portfolio["CASH"].Invested ))
                //    {
                //        Order("CASH", 100 + Portfolio["CASH"].AbsoluteQuantity);
                //    } 
                //    else if (Time.Month % 2 == 0 && Portfolio["CASH"].IsLong)
                //    {   
                //      Order("CASH", -2*Portfolio["CASH"].Quantity);    
                //    }    
                //} else 
                //{
                //    if (Portfolio.HoldStock) Liquidate();
                //}
                
                //TEST 4: FULL SWEEP TESTING:
                if (Time == new DateTime(2013,1,1))
                {
                    Order("CASH", 100); // +100 Holdings
                } else if (Time == new DateTime(2013,2,1))
                {
                    Order("CASH", -50); // +50 Holdings
                } else if (Time == new DateTime(2013,3,1))
                {
                    Order("CASH", -100); // -50 Holdings
                } else if (Time == new DateTime(2013,4,1))
                {
                    Order("CASH", -50); // -100 Holdings
                } else if (Time == new DateTime(2013,5,1))
                {
                    Order("CASH", 50); // -50 Holdings
                } else if (Time == new DateTime(2013,6,1))
                {
                    Order("CASH", 100);// +50 Holdings
                } else if (Time == new DateTime(2013,7,1))
                {
                    Order("CASH", 50); // +100 Holdings
                }else if (Time == new DateTime(2013,8,1))
                {
                    Order("CASH", -50); // +50 Holdings
                }else if (Time == new DateTime(2013,9,1))
                {
                    Order("CASH", -100); // -50 Holdings
                }else if (Time == new DateTime(2013,10,1))
                {
                    Order("CASH", -50); // -100 Holdings
                }else if (Time == new DateTime(2013,11,1))
                {
                    Order("CASH", +50); // -50 Holdings
                }else if (Time == new DateTime(2013,12,1))
                {
                    Order("CASH", +100); // +50 Holdings
                }else if (Time == new DateTime(2013,12,15))
                {
                    Order("CASH", -50); // +0 Holdings
                }
                
                //TEST 5: Over Extended:
                //if (!Portfolio.Invested)
                //{
                //    int quantity = (int)(Portfolio.Cash / data.Value);
                //    Order("CASH", quantity);
                //} 
                //else 
                //{
                //    //Order 1000 more, if it will let us.
                //    Order("CASH", 1000);
                //}
                
            } catch (Exception err)
            {
                Debug("Err: " + err.Message);
            }
        }
        
        // PLOT OUR CASH POSITION:
        public override void OnEndOfDay()
        {
            try 
            {
                Plot("Csh", Portfolio.Cash);
                Plot("P.Val", Portfolio.TotalPortfolioValue);
                Plot("H.Val", Portfolio["CASH"].HoldingsValue);
                Plot("H.Qty", Portfolio["CASH"].Quantity);
            } 
            catch (Exception err)
            {
                Debug("Err: " + err.Message);
            }
        }
    }

}

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

namespace QuantConnect {

    public class CashType : BaseData
    {
        public CashType()
        {
            this.Symbol = "CASH";
        }

        public override string GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
        {
            return "https://www.dropbox.com/s/oiliumoyqqj1ovl/2013-cash.csv?dl=1";
        }
        
        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
        {
            CashType cash = new CashType();

            try
            {
                string[] data = line.Split(',');
                cash.Time = DateTime.ParseExact(data[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
                cash.Value = Convert.ToDecimal(data[1]);
            }
            catch { /* Do nothing, skip first title row */ }

            return cash;
        }
    }
}