using System.Threading.Tasks;

namespace QuantConnect 
{   
	public static class Inputs
	{
		public static List<string> underlyings = new List<string>{
			"AMRS"};
		public static int trade_size = 10000;
	}
	
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        public override void Initialize() 
        {
            SetStartDate(2017, 5, 1);         
            SetEndDate(DateTime.Now);
            
            SetCash(25000);
            
            Parallel.ForEach(Inputs.underlyings, u => 
            {
            	AddEquity(u, Resolution.Minute);
                Securities[u].SetDataNormalizationMode(DataNormalizationMode.Adjusted);
            });

            //AddForex("EURUSD", Resolution.Minute);
        }

        public override void OnData(Slice data) 
        {
        	TradeBars bars = data.Bars;
        	Splits splits = data.Splits;
        	Dividends dividends = data.Dividends;
        	
        	//Get just this bar.
        	// TradeBar bar1;
        	// if (bars.ContainsKey(firstun)) bar1 = bars[firstun];
        	
        	// if (splits.ContainsKey("WCN"))
        	// {
        	// 	Debug("Split info: " + splits["WCN"]);
        	// }
        	
            if (!Portfolio.HoldStock) 
            {
                // place an order, positive is long, negative is short.
                Parallel.ForEach(Inputs.underlyings, u => 
                {
                    Order(u,  Inputs.trade_size);
                    Debug("Purchased " + u + " on " + Time.ToShortDateString());
                });
                
            }
        }
    }
}