using System;
using QuantConnect.Algorithm;
using QuantConnect.Data.Market;

namespace QuantConnect
{
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Series scatter;

        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {

            //Start and End Date range for the backtest:
            SetStartDate(2015, 01, 07);
            SetEndDate(2015, 01, 07);

            //Cash allocation
            SetCash(25000);

            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);

            var chart = new Chart("data");
            scatter = new Series("scatter", SeriesType.Scatter);
            chart.AddSeries(scatter);
            AddChart(chart);
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data)
        {
            var x = Time.Millisecond + Time.Ticks;
            scatter.AddPoint(new DateTime(x), (decimal) (Time.Hour*Math.Cos(x)));
        }
    }
}