namespace QuantConnect
{

    public class dictionaryPractice : QCAlgorithm
    {
		private readonly List<string> StockPool = new List<string>
		{
		    "NFLX",
		    "AAPL",
		    "GOOG",
		    "FB",
		    "TXN",
		};        
    	private Dictionary<string, decimal> symbolData = new Dictionary<string, decimal>();
    	private int today = 0;
    	private int nextTradeDate = 0;
    	private int quantity;
    	private int uninvestedCount;
	   	private decimal dailyOpen;
	   	private decimal allotment;

        public override void Initialize()
        {
            SetStartDate(2016, 06, 06);
			SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(50000);
            
            foreach (var symbol in StockPool)
			{
		    AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
			}

			// Schedule an event to fire every morning at market open to capture opening prices of each Stock
			// and build the dictionary "symbolData" with the values.
			Schedule.On(DateRules.EveryDay(), TimeRules.At(09, 30, 15), ()=>
			{
				today++;
				uninvestedCount = 0;
				
				foreach (var symbol in StockPool)
				{
					dailyOpen = Securities[symbol].Open;
			//		Log("Daily Open For " + symbol + " = " + dailyOpen);
					symbolData.Add(symbol, dailyOpen);
				}
			});
			
        }

        public void OnData(TradeBars data)
        {
        	// Every one minute tradebar, see how many stocks currently have no open position. 
        	foreach (var symbol in StockPool)
        	{
        		if (!Portfolio[symbol].HoldStock)
        		{
        			uninvestedCount++;
        		}
        	}        		
    //    	Log("Uninvested Count = " + uninvestedCount);
        		
    //    	Log("Portfolio Cash = " + Portfolio.Cash);
    
    		// Calculate how much available cash to allot to each potential new buy.
        	allotment = Portfolio.Cash / uninvestedCount;
    //    	Log("Available Cash = " + availCash);
        		
        	// Use closing price of each tradebar to determine buys for uninvested stocks
        	// and sells for invested stocks.
        	foreach( KeyValuePair<string, decimal> symbol in symbolData )
            {
            	if (Portfolio[symbol.Key].HoldStock && 
            		data[symbol.Key].Close > (Portfolio[symbol.Key].AveragePrice + 0.75m))
            	{
            		Liquidate(symbol.Key);
            		nextTradeDate = today + 3;
            	}

            	if (!Portfolio[symbol.Key].HoldStock && today > nextTradeDate && 
            		data[symbol.Key].Close < symbol.Value - 0.50m)
            	{
            		quantity = (int) (Math.Floor(allotment / data[symbol.Key].Close));
            		Order(symbol.Key, quantity);
            	}
                
        	}
        	
        	// At 3:59 PM (market time) clear all dictionary entries to allow rebuilding the dictionary the
        	// next day with new opening prices.
        	if (Time.TimeOfDay.TotalHours > 15.985)
        	{

        		// First print to Log the entries in the dictionary to verify that the opening price values
        		// for each stock are still correct.
				foreach( KeyValuePair<string, decimal> symbol in symbolData )
            	{
                Console.WriteLine("Key = {0}, Value = {1}",
                    symbol.Key, symbol.Value);
            	}        		

        		// Add a Log entry for the count of the entries in the dictionary. Should be 5.
        		Console.WriteLine("Count: {0}", symbolData.Count);
        		// Clear all entries in the dictionary.
        		symbolData.Clear();
        		// Another log entry for the dictionary entries count just to verify. Should be 0.
        		Console.WriteLine("Count: {0}", symbolData.Count);
			}
   
    	}
    	
  }

}