/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using QuantConnect.Data.Custom;
using QuantConnect.Data.Market;

namespace QuantConnect.Algorithm.Examples
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash
    /// </summary>
    public class MultipleCustomDataAlgorithm : 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(2013, 10, 01);  //Set Start Date
            SetEndDate(2013, 10, 11);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            
            // Find more symbols here: http://quantconnect.com/data
            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute);

            // add our custom data from yahoo
            AddData<Quandl>("YAHOO/INDEX_SPY");
            AddData<Quandl>("YAHOO/IBM");
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">TradeBars IDictionary object with your stock data</param>
        public void OnData(TradeBars data)
        {
            if (!Portfolio["EURUSD"].Invested)
            {
                Order("EURUSD", 10000);
                Debug("Purchased EURUSD");
            }
        }

        /// <summary>
        /// This is our data event handler for Quandl type data.
        /// </summary>
        /// <param name="quandl"></param>
        public void OnData(Quandl quandl)
        {
            // order 100 shares of each custom quandl data
            if (!Portfolio[quandl.Symbol].Invested)
            {
                MarketOrder(quandl.Symbol, 100);
                Debug("Purchased " + quandl.Symbol);
            }
        }
    }
}