/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using QuantConnect.Data.Market;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Algorithm used for regression tests purposes
    /// </summary>
    public class RegressionAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2013, 10, 07);
            SetEndDate(2013, 10, 11);
            
            SetCash(10000000);

            // Find more symbols here: http://quantconnect.com/data
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Tick);
            AddSecurity(SecurityType.Equity, "BAC", Resolution.Minute);
            AddSecurity(SecurityType.Equity, "AIG", Resolution.Hour);
            AddSecurity(SecurityType.Equity, "IBM", Resolution.Daily);
        }

        private DateTime lastTradeTradeBars;
        private DateTime lastTradeTicks;
        private TimeSpan tradeEvery = TimeSpan.FromMinutes(1);
        public void OnData(TradeBars data)
        {
            if (Time - lastTradeTradeBars < tradeEvery) return;
            lastTradeTradeBars = Time;

            foreach (var kvp in data)
            {
                var symbol = kvp.Key;
                var bar = kvp.Value;

                if (bar.Time.RoundDown(bar.Period) != bar.Time)
                {
                    // only trade on new data
                    continue;
                }

                var holdings = Portfolio[symbol];
                if (!holdings.Invested)
                {
                    MarketOrder(symbol, 10);
                }
                else
                {
                    MarketOrder(symbol, -holdings.Quantity);
                }
            }
        }
    }
}