#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 QuiverCongressDataAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2020, 6, 1);
            SetCash(100000);
            
            // Requesting data
            var security = AddEquity("AAPL", Resolution.Daily);
            security.SetBuyingPowerModel(BuyingPowerModel.Null);
            var quiverCongressSymbol = AddData<QuiverCongress>(security.Symbol).Symbol;

            // Historical data
            var history = History<QuiverCongress>(quiverCongressSymbol, 60, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");
        }

        
        public override void OnData(Slice slice)
        {
            var congressBySymbol = slice.Get<QuiverCongress>();
            
            // Determine net direction of Congress trades for each security
            var netQuantityBySymbol = new Dictionary<Symbol, decimal>();
            foreach (var (s, points) in congressBySymbol)
            {
                var symbol = s.Underlying;
                if (!netQuantityBySymbol.ContainsKey(symbol))
                {
                    netQuantityBySymbol[symbol] = 0m;
                }
                foreach(QuiverCongressDataPoint point in points)
                {
                    netQuantityBySymbol[symbol] += (point.Transaction == OrderDirection.Buy ? 1 : -1) * (point.Amount ?? 0m);
                }
            }
            
            foreach (var (symbol, netQuantity) in netQuantityBySymbol)
            {
                if (netQuantity == 0)
                {
                    Liquidate(symbol);
                    continue;
                }
                Transactions.CancelOpenOrders(symbol, "Overriding order");
                // Buy when Congress members have bought, short otherwise
                SetHoldings(symbol, netQuantity > 0 ? 1 : -1);
            }
        }
    }
}