# 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.

import os
import sys
from clr import AddReference
AddReference("System")

for file in os.listdir(os.getcwd()):
    if file.endswith(".dll") and file.startswith("QuantConnect."):
        AddReference(file.replace(".dll", ""))

from System import *
from QuantConnect import *
from QuantConnect.Api import *
from QuantConnect.Util import *
from QuantConnect.Data import *
from QuantConnect.Orders import *
from QuantConnect.Python import *
from QuantConnect.Research import *
from QuantConnect.Algorithm import *
from QuantConnect.Parameters import *
from QuantConnect.Benchmarks import *
from QuantConnect.Brokerages import *
from QuantConnect.Securities import *
from QuantConnect.Indicators import *
from QuantConnect.Interfaces import *
from QuantConnect.Scheduling import *
from QuantConnect.Orders.Fees import *
from QuantConnect.Data.Custom import *
from QuantConnect.Data.Market import *
from QuantConnect.Orders.Fills import *
from QuantConnect.Configuration import *
from QuantConnect.Notifications import *
from QuantConnect.Data.Shortable import *
from QuantConnect.Orders.Slippage import *
from QuantConnect.Securities.Forex import *
from QuantConnect.Data.Fundamental import *
from QuantConnect.Securities.Option import *
from QuantConnect.Securities.Equity import *
from QuantConnect.Securities.Future import *
from QuantConnect.Data.Consolidators import *
from QuantConnect.Orders.TimeInForces import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Securities.Volatility import *
from QuantConnect.Securities.Interfaces import *
from QuantConnect.Data.UniverseSelection import *
from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Execution import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Selection import *

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from datetime import date, time, datetime, timedelta