namespace QuantConnect 
{   

    public class FUB_MissingTrades : QCAlgorithm
    {
    	List<string> _symbols = new List<string>() {"AAPL", "AMZN" /*, "NFLX", "TSLA"*/};

    	//----------------------------------------------------------------------
        // Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
            SetStartDate(2015, 1, 1);  
            SetEndDate(2015, 12, 31);

            SetCash(2e6);
            
            foreach(var symbol in _symbols)
            {
	            AddSecurity(SecurityType.Equity, symbol, Resolution.Daily);
            }
        }

    	//----------------------------------------------------------------------
        // Data Event Handler: New data arrives here.
        public void OnData(TradeBars data) 
        {   
        	foreach(var bar in data.Values)
        	{
        		// adjust investment to $10k
                var netValue = Portfolio[bar.Symbol].Quantity * Portfolio[bar.Symbol].Price;
                int deltaShares = (int)Math.Floor((10000 - netValue) / Portfolio[bar.Symbol].Price);
                if (deltaShares != 0)
                {
	                var newTicket = MarketOnOpenOrder(bar.Symbol, deltaShares);
                }
        	}
        }
    }
}