class ModulatedCalibratedCoreWave(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 11, 21)
self.SetEndDate(2019, 11, 21)
self.SetCash(100000)
self.AddEquity("SPY", Resolution.Minute)
self.shown = False
def OnData(self, data):
if 'SPY' in data.Bars and not self.shown:
self.shown = True
self.Log(f"Current price using data slice: {data['SPY'].Price}")
self.Log(f"Current price using Securities: {self.Securities['SPY'].Price}")
if not self.Portfolio.Invested and self.Securities['SPY'].Exchange.ExchangeOpen:
self.SetHoldings("SPY", 1)