class MultidimensionalResistanceSplitter(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 19)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
        
        self.SetAlpha(MyAlphaModel())
        

class MyAlphaModel(AlphaModel):
    def Update(self, algorithm, slice):
        return []

    def OnSecuritiesChanged(self, algorithm, changes):
        algorithm.Error("An error occured")