namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Futures Example
    *
    *   QuantConnect allows importing generic data sources! This example demonstrates importing a futures
    *   data from the popular open data source Quandl.
    *
    *   QuantConnect has a special deal with Quandl giving you access to Stevens Continuous Futurs (SCF) for free. 
    *   If you'd like to download SCF for local backtesting, you can download it through Quandl.com.
    */
    public class QCUQuandlFutures : QCAlgorithm
    {
        string _crude = "SCF/CME_CL1_ON";
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            SetStartDate(2000, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(25000);
            AddData<QuandlFuture>(_crude, Resolution.Daily); 
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(Slice slice) 
        {
        	var qprice = slice[_crude].Price;
            if (!Portfolio.HoldStock) 
            {
                SetHoldings(_crude, 1);
                Debug(Time.ToString("u") + " Purchased Crude Oil: " + _crude);
            }
            Log("" + qprice);
        }
    }
    
    // Custom quandl data type for setting customized value column name. 
    // Value column is used for the primary trading calculations and charting.
    public class QuandlFuture : Quandl {
        
        public QuandlFuture() : base(valueColumnName: "Settle") 
        {
        }
    }
}