class HipsterTanRabbit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2016, 12, 21)
        self.SetEndDate(2016, 12, 23)
        self.SetCash(1_000_000)  # Set Strategy Cash
        self.continuousContract = self.AddFuture(Futures.Financials.Y30TreasuryBond, 
                                                 dataNormalizationMode = DataNormalizationMode.BackwardsRatio, 
                                                 dataMappingMode = DataMappingMode.OpenInterest, 
                                                 contractDepthOffset = 0)
                                                 


    def OnData(self, data):
        if not (self.Time.day == 22 and self.UtcTime.hour == 9 and self.Time.minute >=20):
            return
        if self.continuousContract.Symbol not in data.QuoteBars:
            return
        currentContract = self.Securities[self.continuousContract.Mapped]
        if self.Portfolio[currentContract.Symbol].IsLong:
            self.MarketOrder(currentContract.Symbol, -1)
            return
        elif self.Portfolio[currentContract.Symbol].IsShort:
            self.MarketOrder(currentContract.Symbol, 1)
            return
        else:
            self.MarketOrder(currentContract.Symbol, 1)