/*
 * 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 QuantConnect.Securities;
using System;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Regression algorithm asserting that futures and future options from universe are added with the same resolution, fill forward and extended market hours settings as the universe settings.
    /// </summary>
    public class FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm : EquityOptionsUniverseSettingsRegressionAlgorithm
    {
        protected override DateTime TestStartDate => new DateTime(2020, 01, 03);

        protected override SecurityType[] AddSecurity()
        {
            var futures = AddFuture(Futures.Indices.SP500EMini);
            futures.SetFilter(0, 180);

            AddFutureOption(futures.Symbol, universe => universe.Strikes(-5, +5));

            return [SecurityType.Future, SecurityType.FutureOption];
        }

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public override long DataPoints => 456;
    }
}