class VirtualBlackBeaver(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021,3, 1) 
        self.SetEndDate(2021,3,17)
        self.SetCash(100000) 
        tickers = ['OCGN', 'CLOV']
        self.Equities = []
        self.spreads = {}
        for Symbol in tickers:
            symbol = self.AddEquity(Symbol, Resolution.Second).Symbol
             
            self.Equities.append(symbol)
            self.spreads[symbol] = RollingWindow[float](2)

    def OnData(self, data):
        
        for Symbol in self.Equities:
            if Symbol not in data.Bars:continue
            AskPrice = self.Securities[Symbol].AskPrice
            BidPrice = self.Securities[Symbol].BidPrice
            Spread = (AskPrice - BidPrice)
            self.spreads[Symbol].Add(Spread)
            if self.spreads[Symbol].IsReady:
                if self.spreads[Symbol][0] == self.spreads[Symbol][1]:
                    self.Debug("spread same at "+str(self.Time))