namespace QuantConnect.Algorithm.CSharp
{
    public class CalibratedTransdimensionalRadiator : QCAlgorithm
    {

        public override void Initialize()
        {
        	//--------------------------
        	//--- Backtest Paramters ---
        	//--------------------------
        	// Set start date for the backtest.
            SetStartDate(2012,1,25);
            // Set end date for the backtest.
            SetEndDate(2019,6,1);
            // Set the initial cash for the backtest.
            SetCash(100000);
            
            //Add URTH ETF to the portfolio universe.
            AddEquity("URTH", Resolution.Minute);
            //Add EEM ETF to the portfolio universe.
            AddEquity("EEM", Resolution.Minute);
            
            // Schedule rebalancing for URTH.
            
            //Schedule rebalancing for EEM.
            
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
        	if (!Portfolio["URTH"].Invested)
        	{
        		// There is still no position in the URTH ETF.
        		// Open a position equal to 70% of the portfolio value.
        		SetHoldings("URTH", 0.7);
        		Debug("New position opened for URTH.");
        	}
        	
        	if (!Portfolio["EEM"].Invested)
        	{
        		// There is still no position in the EEM ETF.
        		// Open a position equal to 30% of the portfolio value.
        		SetHoldings("EEM", 0.3);
        		Debug("New position opened for EEM");
        	}
            // if (!Portfolio.Invested)
            // {
            //    SetHoldings(_spy, 1);
            //    Debug("Purchased Stock");
            //}
        }

    }
}