#
#   QuantConnect Basic Template:
#	Fundamentals to using a QuantConnect algorithm.
#
#	You can view the QCAlgorithm base class on Github: 
#	https://github.com/QuantConnect/Lean/tree/master/Algorithm
#

import numpy as np
from algorithm1 import *

class Control(QCAlgorithm):

	def Initialize(self):
		# Set the cash we'd like to use for our backtest
		# This is ignored in live trading 
		self.SetCash(100000)
		
		# Start and end dates for the backtest.
		# These are ignored in live trading.
		self.SetStartDate(2017,1,1)
		self.SetEndDate(2017,1,5)
		
		# Add assets you'd like to see
		self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol
		
		self.a1 = Algo1(self)
		self.a1.Initialize()

	def OnData(self, slice):

		self.a1.Rebalance()
		
		self.Debug("test control")
		# Simple buy and hold template
		self.SetHoldings(self.spy, .5)

class Algo1(object):
	def __init__(self, control_self):
		self.control_self = control_self
		
	def Initialize(self):
		self.control_self.Debug("initialize algo1")
		# Add assets you'd like to see
		self.control_self.qqq = self.control_self.AddEquity("QQQ", Resolution.Minute).Symbol
		
	
	def Rebalance(self):
		self.control_self.Debug("test algorithm1")
		# Simple buy and hold template
		self.control_self.SetHoldings(self.control_self.qqq, .5)