using System;
using System.Collections.Generic;
using QuantConnect;
using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using QuantConnect.Orders;
using QuantConnect.Securities;


public class BasicTemplateAlgorithm : QCAlgorithm
{
	private readonly List<string> Symbols = new List<string>{"USDJPY","AUDCHF"};
	private readonly Dictionary<string, SymbolData> Data = new Dictionary<string, SymbolData>();
	
    //Initialize the data and resolution you require for your strategy:
    public override void Initialize() 
    {
		
        //Start and End Date range for the backtest:
        SetStartDate(2013, 1, 1);         
        SetEndDate(2015, 1, 1);
        
        //Cash allocation
        SetCash(25000);
        SetBrokerageModel(BrokerageName.OandaBrokerage);
        //Add as many securities as you like. All the data will be passed into the event handler:
        foreach (var symbol in Symbols)
        {
        	AddSecurity(SecurityType.Forex, symbol, Resolution.Daily);
           	// create symbol data for each symbol and initialize it
        	Data.Add(symbol, new SymbolData(symbol, this));
        }
    }

    public override void OnData(Slice data)
    {
    	foreach (var symbolData in Data.Values)
    	{
    		if(symbolData.EMA_Long.IsReady) 
    		{
    			//do something with our symbol data
    			if (symbolData.Security.Close > symbolData.EMA_Long.Current.Value)
    			{
    				SetHoldings(symbolData.Symbol, .75m*symbolData.Security.Leverage/(decimal)Symbols.Count);
    				}
    		}
    	}
    }
    public class SymbolData
	{
		public readonly string Symbol;
		public readonly Security Security;
		public readonly ExponentialMovingAverage EMA_Short;
		public readonly ExponentialMovingAverage EMA_Long;
		public readonly HeikinAshi HA;
		
		public SymbolData(string symbol, QCAlgorithm algorithm)
		{
			Symbol = symbol;
			Security = algorithm.Securities[symbol];
			var consolidator = new QuoteBarConsolidator(TimeSpan.FromDays(1));
			EMA_Short = new ExponentialMovingAverage(21);
			EMA_Long = new ExponentialMovingAverage(55);
			HA = new HeikinAshi();
			//algorithm.RegisterIndicator(symbol, SMA, consolidator, Field.Close);
			algorithm.RegisterIndicator(symbol, EMA_Long, consolidator);
			algorithm.RegisterIndicator(symbol, EMA_Short, consolidator);
			algorithm.RegisterIndicator(symbol, HA, consolidator);
			algorithm.SubscriptionManager.AddConsolidator(symbol, consolidator);
		}
	}
}