namespace QuantConnect 
{   
    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.Equals(shortOrder)) {
    		Debug("OBJECT EQUALITY");
    	}
    	
        if (longOrder.Status == OrderStatus.Filled)
        {
            Debug(shortOrder.OrderType + ": Cancelling short order, long order is filled.");
            shortOrder.Cancel("Long filled.");
            return true;
        }
        if (shortOrder.Status == OrderStatus.Filled)
        {
            Debug(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 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))) 
      	{
      		//Debug("Triggered Scan: " + Time.ToString("u"));
      		
			if(!Portfolio.HoldStock)
			{
               _openOrders.Add(LimitOrder(Symbol, quantity, close*.99m));
               _openOrders.Add(LimitOrder(Symbol, -quantity, close*1.01m));
               
               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)
	                });
	               
	            } else {
	            	Debug("Open Orders Count: " +_openOrders.Count);
	            }
           }
       }
    }
    }
}