#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 QuiverWallStreetBetsDataAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2020, 6, 1);
            SetCash(100000);

            UniverseSettings.Resolution = Resolution.Daily;
            // add a custom universe data source (defaults to usa-equity)
            AddUniverse<QuiverWallStreetBetsUniverse>("QuiverWallStreetBetsUniverse", Resolution.Daily, altCoarse =>
            {
                foreach (var datum in altCoarse)
                {
                    Log($"{datum.Symbol},{datum.Mentions},{datum.Rank},{datum.Sentiment}");
                }

                // define our selection criteria
                return from d in altCoarse
                       where d.Mentions > 10 && d.Rank < 100
                       select d.Symbol;
            });
        }

        public override void OnData(Slice slice)
        {
            var points = slice.Get<QuiverWallStreetBets>();
            foreach (var point in points.Values)
            {
                var symbol = point.Symbol.Underlying;
                
                // Buy if the stock was mentioned more than 5 times in the WallStreetBets daily discussion
                if (point.Mentions > 5 && !Portfolio[symbol].IsLong)
                {
                    MarketOrder(symbol, 1);
                }
                // Otherwise, short sell
                else if (point.Mentions <= 5 && !Portfolio[symbol].IsShort)
                {
                    MarketOrder(symbol, -1);
                }
            }
        }

        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            foreach(var added in changes.AddedSecurities)
            {
                // Requesting data
                var quiverWSBSymbol = AddData<QuiverWallStreetBets>(added.Symbol).Symbol;

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