namespace QuantConnect.Algorithm.CSharp
{
    public class ResistanceTransdimensionalSplitter : QCAlgorithm
    {
    	private Dictionary<Symbol, Indicators.SimpleMovingAverage> _indicators = new Dictionary<Symbol, Indicators.SimpleMovingAverage>();

        public override void Initialize()
        {
            SetStartDate(2018, 11, 5);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            UniverseSettings.Resolution = Resolution.Daily;
            // AddEquity("SPY", Resolution.Minute);
            
            AddUniverse(coarse =>
            {
                var sortedByDollarVolume = coarse
                .Where(x => x.HasFundamentalData)
                .OrderByDescending(x => x.DollarVolume);
	            // take the top entries from our sorted collection
	            var selection = sortedByDollarVolume.Take(1000);
	            // we need to return only the symbol objects
	            return selection.Select(x => x.Symbol);
            }, fine =>
            {
                var sortedByPeRatio = fine.OrderByDescending(x => x.ValuationRatios.PERatio);
	            // take the top entries from our sorted collection
	            var topFine = sortedByPeRatio.Take(5);
	            // we need to return only the symbol objects
	            return topFine.Select(x => x.Symbol);
            });
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            foreach(var key in data.Keys)
            {
            	if (Time.Hour == 15 && Time.Minute == 50)
            	{
	            	if (_indicators.ContainsKey(key))
	            	{
    	        		// You can use the indicator here by indexing the dictionary
    	        		// i.e.
    	        		var indicator = _indicators[key];
    	        		if (indicator.IsReady)
    	        		{
	    	        		Log($"{key} SMA current value: {indicator}");
    	        		};
        	    	}
            	}
            }
        }
		// sort the data by daily dollar volume and take the top 'NumberOfSymbols'
		
		public override void OnSecuritiesChanged(SecurityChanges changes)
		{
			// Loop through securities added to the universe
		    foreach (var security in changes.AddedSecurities)
		    {
		    	// Create SMA indicator (or other indicator, depending on what you want in the algorithm)
		    	var indicator = SMA(security.Symbol, 14, Resolution.Daily);
		    	
		    	// Warm-up the indicator using a historical data call
		    	var history = History(security.Symbol, 14, Resolution.Daily);
		    	foreach (var bar in history)
		    	{
		    		indicator.Update(bar.EndTime, bar.Close);
		    	};
		    	// Add the indicator to the dictionary, keyed by the security's Symbol
		        _indicators.Add(security.Symbol, indicator);
		        Log($"Indicator created for {security.Symbol}");
		    }
		    
		    // Loop through securities removed from the universe
		    foreach (var security in changes.RemovedSecurities)
		    {
		    	// If the Symbol has an indicator
		    	if (_indicators.ContainsKey(security.Symbol))
		    	{
		    		// Remove the Symbol's indicator from the dictionary
		    		_indicators.Remove(security.Symbol);
		    	}
		        Log($"Indicator deleted for {security.Symbol}");
		    }
		}
    }
}