class ModulatedParticleFlange(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 20)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Minute)
        self.AddEquity("QQQ", Resolution.Daily)
        
        self.SetWarmup(60, Resolution.Daily)


    def OnData(self, data):
        if self.IsWarmingUp:
            self.Quit(f"Warming up starts at {self.Time} while the backtest starts at {self.StartDate}")