using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Securities;

namespace QuantConnect.Algorithm.CSharp
{

    public class CoarseFineFundamentalComboAlgorithm : QCAlgorithm
    {
		private Symbol _msft = QuantConnect.Symbol.Create("MSFT", SecurityType.Equity, Market.USA);

        public override void Initialize()
        {
			AddSecurity(SecurityType.Equity, _msft, Resolution.Daily);
            UniverseSettings.Resolution = Resolution.Daily;
            AddUniverse(coarse => new [] { _msft }, fine => new [] { _msft });
            
            SetStartDate(2019, 03, 01);
            SetEndDate(2019, 04, 01);
            SetCash(50000);
        }


        public void OnData(TradeBars data)
        {
			Security msft;
			if (Securities.TryGetValue(_msft, out msft))
			{
			    var f = msft.Fundamentals;
				if (f != null && f.ValuationRatios.PERatio > 0)
				    Log($"{Time} :: {f.ValuationRatios.PERatio}");
			}
        }


    }
}