#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
using Accord.MachineLearning.VectorMachines.Learning;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using System.Collections.Generic;

namespace QuantConnect.Algorithm.CSharp
{
    public class LolQuestion : QCAlgorithm
    {
        private Symbol _spy;
        public override void Initialize()
        {
            SetStartDate(2023, 1, 1); // Set Start Date
            SetEndDate(2023, 3, 3);
            SetCash(100000); // Set Strategy Cash
            var security = AddEquity("SPY", Resolution.Daily);
            _spy = security.Symbol;

            Schedule.On(DateRules.EveryDay(_spy),
                                    TimeRules.AfterMarketOpen(_spy, -1),
                                    lols);
        }

        public override void OnData(Slice data)
        {
            foreach (var d in data)
            {
                Debug($"Time: {Time}\tPrice: {d.Value.Price}"); // Midnight
            }
        }

        private void lols()
        {
            Debug($"EveryDay.SPY 1 min before open: Fired at: {Time} --- Price {Securities[_spy].Price}");
        }
    }
}