using QuantConnect.Data;
using System;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses
    /// QuoteBars you should request slices or
    /// </summary>
    /// <meta name="tag" content="using data" />
    /// <meta name="tag" content="history and warm up" />
    /// <meta name="tag" content="history" />
    /// <meta name="tag" content="forex" />
    public class NoTimeZoneEurusdFxcm : QCAlgorithm
    {
        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2018, 9, 5);
            SetEndDate(2018, 9, 6);
            SetCash(100000);
            SetTimeZone( "Europe/London" );
            
            AddForex("EURUSD", Resolution.Daily, Market.FXCM);
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("EURUSD", 1);
                Log(Time.ToString());
                Log(ActiveSecurities["EURUSD"].LocalTime.ToString());
            }
        }
    }
}