class FocusedSkyBlueGalago(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        #self.SetEndDate(2018, 1, 3)
        self.InitCash = 10000
        self.SetCash(self.InitCash)
        self.AddEquity("SPY", Resolution.Minute)
        self.SetWarmUp(5)
        # ETF's we're going to trade===================================
        spy = self.AddEquity("SPY", Resolution.Minute)
        qqq = self.AddEquity("QQQ", Resolution.Minute)
        WMT = self.AddEquity("QLD", Resolution.Minute)
        spy.SetDataNormalizationMode(DataNormalizationMode.Raw)
        qqq.SetDataNormalizationMode(DataNormalizationMode.Raw)
        WMT.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.spy = spy.Symbol
        self.qqq = qqq.Symbol
        self.WMT = WMT.Symbol
        
        #Option Contract =================================================
        self.contract = None
        
        # Rebalance beginning of every month =======================
        self.Schedule.On(self.DateRules.MonthStart("SPY"), self.TimeRules.AfterMarketOpen("SPY"), self.monthlyRebalance)
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY"), self.captureSpy)
        
        #Variables used in stoploss=================================
        self.stoplosshold = 0
        self.dailythresh = 0
        self.activestop = 0

    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 self.IsWarmingUp:
            return
        
        if not self.Portfolio.Invested:
            self.SetHoldings(self.spy, .55)
            self.SetHoldings(self.qqq, .35)
        
        self.dailythresh = self.data['SPY'].Open
        
        if self.stoplosshold == 1:
            pass
        else:
            self.stoploss()
            
                
            
    
    def captureSpy(self, data):
        '''
        captureSpy logic:
            1. Grab the opening value of spy 
        '''
        pass
        #self.dailythresh = self.data['SPY'].Open
        
    def monthlyRebalance(self):
        
        #Now I need to rebalance portfolio on a monthly basis
        if self.IsWarmingUp:
            return
        
        self.SetHoldings(self.spy, 0.55)
        self.SetHoldings(self.qqq, 0.35)
        return   
    
    def stoploss(self):
        '''
        Stoploss logic:
            1. If any equity drops more than 5% liquidate entire portfolio
            2. Hold the portfolio with no equity until next trading day
        '''
        pass