using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Securities;

using MathNet.Numerics.LinearAlgebra;
using MathNet.Numerics.LinearAlgebra.Double;

namespace QuantConnect
{
    public class CoarseFundamentalTop5Algorithm : QCAlgorithm
    {
        SecurityChanges _changes = SecurityChanges.None;


        public override void Initialize()
        {
            UniverseSettings.Resolution = Resolution.Daily;

            SetStartDate(2009, 09, 20);
            SetEndDate(2009, 10, 14);
            SetCash(50000);

            AddUniverse(CoarseSelectionFunction);
            
        }


        public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
        {
        	List<Symbol> coarseABR = new List<Symbol>();
        	foreach (CoarseFundamental curcoarse in coarse){
        		if(curcoarse.Symbol == "ABR SXN14N49WSBP"){
        			coarseABR.Add(curcoarse.Symbol);
        			Console.WriteLine("CoarseFundamental: " + curcoarse.Time + ", " + curcoarse.Symbol + ", " + curcoarse.Value);
        		}
        	}
            
            return coarseABR;
        }


        public void OnData(TradeBars data) 
        {
        	_changes = SecurityChanges.None;
        	List<TradeBar> hist = History("ABR SXN14N49WSBP", 1, Resolution.Daily).ToList();
        	foreach (TradeBar tradeBar in hist){
        		Console.WriteLine("History: " + tradeBar.Time + ", " + tradeBar.Symbol + ", " + tradeBar.Close);
        		break;
        	}
        }
        
        
    }
}