import numpy as np

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):
        # Set the cash we'd like to use for our backtest
        # This is ignored in live trading 
        self.SetCash(100000)
        
        # Start and end dates for the backtest.
        # These are ignored in live trading.
        self.SetStartDate(2017,1,1)
        self.SetEndDate(2017,1,10)
        
        # Add securities you'd like to see
        self.equities = ["SPY","QQQ"]
        # Get the data from tickers
        for s in self.equities:
            self.Debug(str(s))
            self.AddEquity(s, Resolution.Minute)
            self.SMA(s, 1, Resolution.Daily)
            self.SMA(s, 5, Resolution.Daily)
            
        self.Schedule.On(self.DateRules.EveryDay("SPY"),
                 self.TimeRules.AfterMarketOpen("SPY", 30),       
                 Action(self.Rebalance))
        
    def OnData(self, slice):
        pass
    
    def Rebalance(self):
         
        #current_price = ???
        sma1 = self.SMA("SPY", 1, Resolution.Daily)
        sma5 = self.SMA("SPY", 5, Resolution.Daily)
        
        for s in self.equities:
            if sma1 >= sma5:
                self.SetHoldings("SPY", 0.25)
            else:
                self.SetHoldings("SPY", 0.00)