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

        public override void Initialize()
        {
            SetStartDate(2018, 1, 17);  //Set Start Date
            SetEndDate(2018, 1, 31);  //Set Start Date
            //SetStartDate(2013, 10, 11);  //Set Start Date
            SetCash(100000);           //Set Strategy Cash
            
            // Universe Selection.  In this case we just buy the market, VXX.
            UniverseSettings.Resolution = Resolution.Minute;
    		var symbols = new [] { QuantConnect.Symbol.Create("VXX", SecurityType.Equity, Market.USA) };
    			AddUniverseSelection( new ManualUniverseSelectionModel(symbols) );
            
            // Alpha Creation.  We want to be long the entire time.  
            AddAlpha( new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(5*365) ));
            
            // Portfolio Construction.  Equal Weight will just assign 100% to our single symbol.
            SetBrokerageModel(new DefaultBrokerageModel(AccountType.Margin));
            SetPortfolioConstruction( new EqualWeightingPortfolioConstructionModel());
            
            // Risk Management.  No risk management.
            AddRiskManagement( new NullRiskManagementModel() );
            
            // Execution.  Execute with market order.
            SetExecution( new ImmediateExecutionModel() );
           
        }

        /// 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");
            //}
        }

    }
}