class WrapperAlgorithm(QCAlgorithm):
    def Initialize(self):
        # Backtest only.
        self.SetCash(100000)
        self.SetStartDate(2017, 1, 1)
        self.SetEndDate(2017, 6, 1)
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol

    def OnData(self, slice):
        if not self.Portfolio.Invested:
            # self.SetHoldings(self.spy, 1, tag="my tag")
            self.MarketOrder(self.spy, 1, tag="my tag")
            self.Log("order type: %d" % OrderType.Market)