#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using System.Text.RegularExpressions;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

namespace QuantConnect
{
    public class RegalyticsDataAlgorithm : QCAlgorithm
    {
        private readonly string[] _negativeSentimentPhrases = new [] {"emergency rule", "proposed rule change", "development of rulemaking"};
        private Symbol _symbol, _regalyticsSymbol; 
        
        public override void Initialize()
        {
            SetStartDate(2022, 7, 10);
            SetEndDate(2022, 7, 15);
            SetCash(100000);
            
            _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
            
            // Requesting data
            _regalyticsSymbol = AddData<RegalyticsRegulatoryArticles>("REG").Symbol;
            
            // Historical data
            var history = History<RegalyticsRegulatoryArticles>(_regalyticsSymbol, 7, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");
        }

        public override void OnData(Slice slice)
        {
            var data = slice.Get<RegalyticsRegulatoryArticles>();
            if (!data.IsNullOrEmpty())
            {
                foreach (var articles in data.Values)
                {
                    Log($"{Time} {articles.ToString()}");
                    if (_negativeSentimentPhrases.Any(p => articles.Any(x => 
                        ((RegalyticsRegulatoryArticle) x).Title.ToLower().Contains(p))))
                    {
                        SetHoldings(_symbol, -1);
                    }
                    else
                    {
                        SetHoldings(_symbol, 1);
                    }
                }
            }
        }
    }
}