namespace QuantConnect 
{   
    /*
    *   Trying to liquidate from static class
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			
            //Start and End Date range for the backtest:
            SetStartDate(2013, 1, 1);         
            SetEndDate(2013, 5, 1);
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Daily);
        }

        public void OnData(TradeBars data) 
        {   
            if (!Portfolio.HoldStock) 
            {
                int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close);
                Order("SPY",  quantity);
            } else {
            	RandomClass.TryToLiquidate(this, "SPY");
            }
        }
    }
    public static class RandomClass
    {
    	public static void TryToLiquidate(QCAlgorithm algorithm, string asset) {
        	algorithm.Liquidate(asset);
        }
    }
}