using System.Drawing;

namespace QuantConnect.Algorithm.CSharp
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2018, 9, 17);  //Set Start Date
            SetEndDate(DateTime.Now);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
         
         	AddForex("GBPAUD", Resolution.Minute);
            
            var myConsolidator = new CustomConsolidator();
            myConsolidator.DataConsolidated += OnDataConsolidated;
            SubscriptionManager.AddConsolidator("GBPAUD", myConsolidator);
            
            foreach (var data in History<QuoteBar>("GBPAUD", TimeSpan.FromDays(7)))
            {
            	myConsolidator.Update(data);
            }
            
            var chart = new Chart("Plot");
            var series = new Series("GBPAUD", SeriesType.Line, "Close", Color.Red);
            chart.AddSeries(series);
            
        }
        
        public void OnDataConsolidated(object sender, QuoteBar consolidated)
        {
        	if (consolidated != null)
        		Plot("Plot", "GBPAUD", consolidated.Value);
        }
        
        public override void OnData(Slice data)
        {
        	
        }
    }
    
    public class CustomConsolidator : QuoteBarConsolidator
    {
    	private QuoteBar _consolidatedBar;
    	private static Int32 integ;
    	private TimeSpan endOfDay;
    	    
    	public CustomConsolidator() : base(integ)
    	{
    		_consolidatedBar = new QuoteBar();
    		endOfDay = new TimeSpan(16, 59, 0); 
    	}
    	 
    	public override Type OutputType
    	{
    		get { return typeof (QuoteBar); }
    	}
    	 
    	 
	   	public override void Update(QuoteBar data)
    	{
    		if (data == null)
    			return;
    			
    		if (data != null)
    		{
    			var now = data.Time.TimeOfDay;
    			
    			if (now == endOfDay)
    			{
    				OnDataConsolidated(_consolidatedBar);
    	         	_consolidatedBar = new QuoteBar
    	         	{
    	             	Time = data.Time,
    	             	Symbol = data.Symbol
    	            };
    			}
    			else
    	     	{
    	        	 _consolidatedBar.Update(data.Close, data.Bid.Close, data.Ask.Close, 0, data.LastBidSize, data.LastAskSize);
    	     	}
    		}
    		
    		
    	}
    }
}