import datetime
class HorizontalResistanceProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 5, 24)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        date1 = datetime.datetime(2019, 5, 23,0,0,0)
        self.AddEquity("IBM", Resolution.Minute)
        df = self.History(self.Symbol("IBM"), 2880, Resolution.Minute)
        self.Log(date1)
        self.Log('-----------')
        df2 = df.loc[(slice(None), date1),:].close


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)