namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class MarginCallTest : QCAlgorithm
    {
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			
            //Start and End Date range for the backtest:
            SetStartDate(2011, 12, 5);         
            SetEndDate(2011, 12, 10);
            
            //Cash allocation
            SetCash(2000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "XIV", Resolution.Hour);
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {   
            // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
            // 
            //  e.g.  data["MSFT"] data["GOOG"]
            Log(String.Format("Current Portfolio Value: {0}\tMargin Remaining: {1}", Portfolio.TotalPortfolioValue.ToString("0.00"), Portfolio.MarginRemaining.ToString("0.00")));
            
            if (Time.Hour == 15 && Portfolio.Invested == false) 
            {
				SetHoldings("XIV", 2.0, true);
            }
        }
    }
}