#
# QuantConnect Basic Template:
# Fundamentals to using a QuantConnect algorithm.
#
# You can view the QCAlgorithm base class on Github:
# https://github.com/QuantConnect/Lean/tree/master/Algorithm
#

import numpy as np
class BasicTemplateAldgorithm(QCAlgorithm):

def Initialize(self):
# Set the cash we'd like to use for our backtest
# This is ignored in live trading
self.SetCash(5000)

# Start and end dates for the backtest.
# These are ignored in live trading.
self.SetStartDate(2015,1,1)
self.SetEndDate(2018,1,1)

# Set Brokerage model to load OANDA fee structure.
self.SetBrokerageModel(BrokerageName.OandaBrokerage)

# Add assets you'd like to see
# self.eurusd = self.AddForex("EURUSD", Resolution.Minute).Symbol
self.AddForex("USDJPY", Resolution.Minute)
# self.eurjpy = self.AddForex("EURJPY", Resolution.Minute).Symbol



def OnData(self, slice):
rsi = self.RSI("USDJPY", 14, MovingAverageType.Simple)

if rsi < 27:
self.SetHoldings("USDJPY", 1)Runtime Error: TypeError : Cannot get managed object
at OnData in main.py:line 36
TypeError : Cannot get managed object