import numpy as np

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2017,1, 1)   #Set Start Date
        self.SetEndDate(2017,12,31)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        
        # Set Benchmark SPY
        self.SetBenchmark("SPY")
        # Find more symbols here: http://quantconnect.com/data
        self.AddEquity("SPY")
        self.Schedule.On(self.DateRules.On(2017, 9, 27), self.TimeRules.At(10, 0), Action(self.buy))
        self.Schedule.On(self.DateRules.On(2017, 12, 21), self.TimeRules.At(10, 0), Action(self.sell))
        

    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
        '''
        pass
         
    def buy(self):
        # place buy order
        self.SetHoldings("SPY", 1)
    def sell(self):
        # place sell order
        self.SetHoldings("SPY", -1)