class Testbars(QCAlgorithm):

    # Set parameters
    # Backtest Portfolio Parameters
    cash = 100000
    startyyyy, startm, startd = 2020, 1, 1
    endyyyy, endm, endd = 2021, 1, 1
    secticker = "TSLA"
    
    def Initialize(self):
        
        # # self.SetBenchmark(self.secticker)
        # self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)
        self.SetStartDate(self.startyyyy, self.startm, self.startd)   # Set Start Date
        self.SetEndDate(self.endyyyy, self.endm, self.endd)     # Set End Date
        self.SetCash(self.cash)            # Set Strategy Cash
        
        self.sec = self.AddEquity(self.secticker, Resolution.Hour) # Set security
        self.symbol= self.sec.Symbol # Set symbol
        self.lookback = 30 # Set number of days to look back
        
        

    #Logic starts here
    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        if data.Bars.ContainsKey(self.secticker):
            bar = data.Bars[self.secticker] # Get bar for security

        if self.Time.month == 1 and 8 < self.Time.day < 11:
            self.Debug(f" bar time {bar.EndTime} OHLC {bar.Open, bar.High, bar.Low, bar.Close}")