#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    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.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 QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

namespace QuantConnect.Algorithm.CSharp
{
    public class CustomSettlementModelAlgorithm : QCAlgorithm
    {
        private bool traded;

        public override void Initialize()
        {
            SetStartDate(2022, 7, 1);
            SetEndDate(2022, 8, 1);
            SetCash(100000);

            var security = AddEquity("SPY");
            security.SetSettlementModel(new MySettlementModel());

            Schedule.On(
                DateRules.EveryDay("SPY"),
                TimeRules.Every(TimeSpan.FromMinutes(30)),
                plotCash
            );

            traded = false;
        }

        private void plotCash()
        {
            Plot("Settled Cash", "USD", Portfolio.CashBook["USD"].Amount);
            Plot("Unsettled Cash", "USD", Portfolio.UnsettledCashBook["USD"].Amount);
        }

        public override void OnData(Slice data)
        {
            if (traded)
                return;

            MarketOrder("SPY", 1);
            MarketOrder("SPY", -1);
            traded = true;
        }
    }

    public class MySettlementModel : ISettlementModel
    {
        public void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters)
        {
            var currency = applyFundsParameters.CashAmount.Currency;
            var amount = applyFundsParameters.CashAmount.Amount;
            applyFundsParameters.Portfolio.CashBook[currency].AddAmount(amount);
        }

        public void Scan(ScanSettlementModelParameters settlementParameters)
        {
        }
        
        public CashAmount GetUnsettledCash()
        {
            return new CashAmount(0, "USD");
        }
    }
}