namespace QuantConnect 
{   
    public class TsiAlgorithm : QCAlgorithm
    {
    	//========== Params ============
        private const string Symbol = "EURJPY";
        //========== Over ============
        private int count = 0;
        public override void Initialize()
        {
			// Code Automatically Generated  
			AddForex(Symbol, Resolution.Tick, Market.FXCM);

            SetCash(10000);
            SetStartDate(2015, 1, 1);
            SetEndDate(2015, 1, 14);
            //SetEndDate(DateTime.Now.Date.AddDays(-1));
			
			//Set consolidator
            TickConsolidator consolidator = new TickConsolidator(TimeSpan.FromMinutes(5));
            consolidator.DataConsolidated += OnDataMinute;
            SubscriptionManager.AddConsolidator(Symbol, consolidator);
        }

        public void OnData(Ticks data) {
 			if (!data.ContainsKey(Symbol)) return;
 			//count++;
        	//foreach(var tick in data[Symbol]) {
        		//var aTick = tick.Value.First();
	        	//Log("Tick: " + aTick.EndTime + " >> " + aTick.Price);
        	//}
        }
        
        public override void OnEndOfAlgorithm() {
        	Debug("Total Ticks: " + count);
        }
        
        private void OnDataMinute(object sender, TradeBar consolidated) {
        	//Log("Fifteen Minutes: " + consolidated.EndTime + " >> " + consolidated.Price);
        }
    }
}