namespace QuantConnect.Algorithm.CSharp
{
    public class GeekyBrownShark : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2021, 7, 7);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddForex("EURUSD", Resolution.Minute);

		    // Create consolidator you need and attach event handler
		    var consolidator = new QuoteBarConsolidator(CustomPeriod);
		    consolidator.DataConsolidated += Handler;
		
		    // Register consolidator to get automatically updated with minute data
		    SubscriptionManager.AddConsolidator("EURUSD", consolidator);

        }
        
        private void Handler(object sender, QuoteBar bar) 
        {
	    	Debug((bar.Time).ToString());
		}

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            // if (!Portfolio.Invested)
            // {
            //    SetHoldings("SPY", 1);
            //    Debug("Purchased Stock");
            //}
        }
        
        private CalendarInfo CustomPeriod(DateTime datetime)
        {
			var period = TimeSpan.FromHours(4);
			var start = datetime.RoundDown(TimeSpan.FromHours(1));
			return new CalendarInfo(start, period);
        }

    }
}