class MinimalExample(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 5, 5)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Minute)
        
        self.window = RollingWindow[TradeBar](5)
        
        resolutionInTimeSpan = Extensions.ToTimeSpan(Resolution.Daily)
        self.consolidator = TradeBarConsolidator(timedelta(1))
        self.consolidator.DataConsolidated += self.OnDataConsolidated
        
        self.SubscriptionManager.AddConsolidator(self.spy.Symbol, self.consolidator)

        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.BeforeMarketClose("SPY", 1), self.ClosingBar)
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen("SPY", 2), self.OpeningBar)
        
    def OnDataConsolidated(self, sender, bar):
        self.window.Add(bar)
        
    def ClosingBar(self):
        self.Log(f"##### Close {self.Time}")
        if self.Portfolio.Invested:
            self.Liquidate()
            
    def LogBar(self, bar):
        return f"O: {bar.Open}, H: {bar.High}, L: {bar.Low}, C: {bar.Close}, V: {bar.Volume}"
    
    def OpeningBar(self):
        self.Log(f"##### Open {self.Time}")

        if self.window.IsReady:
            
            current_price = self.Securities[self.spy.Symbol].Price
            self.Log(f"{self.Time}: Open@{current_price}") 
            self.Log(f"D-1 {self.window[0].Time} - {self.window[0].EndTime}: {self.LogBar(self.window[0])}")
            self.Log(f"D-2 {self.window[1].Time} - {self.window[1].EndTime}: {self.LogBar(self.window[1])}")