namespace QuantConnect 
{   

    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	decimal alpha;
    	decimal lastClose;
    	/*int a;
    	bool buy;*/
    	private const string Symbol = "SPY";
    	private readonly List<OrderTicket> _openOrders = new List<OrderTicket>();
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			alpha = new Decimal(1.05);
			lastClose = new Decimal(1);
			/*a = 0;
			buy = true;*/
            //Start and End Date range for the backtest:
            SetStartDate(2014, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Hour);
        
        }
        
    public static decimal nextBid(decimal a, decimal price){
    	
        	return price*a;
    	
    }
    
    public static decimal nextAsk(decimal a, decimal price){
    	
    	return price*(2-a);
    	
    }
    
    private bool CheckPairOrdersForFills(OrderTicket longOrder, OrderTicket shortOrder)
        {	
        	
            if (longOrder.Status == OrderStatus.Filled)
            {
                Log(shortOrder.OrderType + ": Cancelling short order, long order is filled.");
                shortOrder.Cancel("Long filled.");
                return true;
            }
            if (shortOrder.Status == OrderStatus.Filled)
            {
                Log(longOrder.OrderType + ": Cancelling long order, short order is filled.");
                longOrder.Cancel("Short filled");
                return true;
            }
            return false;
        }
        
    private bool TimeIs(int hour1, int hour2, int hour3)
        {
            return Time.Hour == hour1 || Time.Hour == hour2 || Time.Hour == hour3;
        }
    
    

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
    public void  OnData(TradeBars data) 
        {   
            //decimal ask = 0;
            //decimal bid = 0;
           
            decimal close = data["SPY"].Close;
            decimal cash = Portfolio.Cash;
            int quantity = (int)Math.Floor(cash / (10*close));
          if(TimeIs(10,13,15) && ((cash/10) < Portfolio.GetBuyingPower(Symbol, OrderDirection.Hold))){
           
           if(!Portfolio.HoldStock){
               OrderTicket newTicket = LimitOrder(Symbol, quantity, close*.99m);
               _openOrders.Add(newTicket);
               
               newTicket = LimitOrder(Symbol, -quantity, close*1.01m);
               _openOrders.Add(newTicket);
               
               if (_openOrders.Count == 2){
            
				Debug("-----HOLA");
                // check if either is filled and cancel the other
                var longOrder = _openOrders[0];
                var shortOrder = _openOrders[1];
                if (CheckPairOrdersForFills(longOrder, shortOrder))
                {	
                	Debug("----SI");
                    _openOrders.Clear();
                    return;
                }
                var newLongLimit = longOrder.Get(OrderField.LimitPrice) + 0.01m;
                var newShortLimit = shortOrder.Get(OrderField.LimitPrice) - 0.01m;
                Log("Updating limits - Long: " + newLongLimit.ToString("0.00") + " Short: " + newShortLimit.ToString("0.00"));

                longOrder.Update(new UpdateOrderFields
                {
                    // we could change the quantity, but need to specify it
                    //Quantity = 
                    LimitPrice = newLongLimit,
                    Tag = "Update #" + (longOrder.UpdateRequests.Count + 1)
                });
                shortOrder.Update(new UpdateOrderFields
                {
                    LimitPrice = newShortLimit,
                    Tag = "Update #" + (shortOrder.UpdateRequests.Count + 1)
                });
               
            }
           }
              
           }
        }
    }
}