class DynamicCalibratedContainmentField(QCAlgorithm):
    
    frontContract = None
    futureSma = None

    def Initialize(self):
        self.SetStartDate(2019, 9, 3)  # Set Start Date
        self.SetEndDate(2019, 9, 4)    #Set End Date
        self.SetCash(50000) 

        futureES = self.AddFuture("ES", Resolution.Minute)
        futureES.SetFilter(timedelta(0), timedelta(182))
        
    def OnData(self, data):
        
        # If we haven't already stored the front contract, we need to find it
        if self.frontContract is None:
        
            # Get front month symbol
            for chain in data.FutureChains:
                
                # Get contracts expiring no earlier than in 90 days
                contracts = list(filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value))
    
                # If there is any contract, store the front month contract
                if len(contracts) == 0: continue
            
                self.frontContract = sorted(contracts, key = lambda x: x.Expiry, reverse=True)[0]
                
                self.Log(f"Front month contract found: {self.frontContract.Symbol}")
                
        # If we haven't already created the SMA, we need to create it
        if self.futureSma is None and self.frontContract is not None:
            
            self.futureSma = self.SMA(self.frontContract.Symbol, 2, Resolution.Minute)
            
            self.Log("SMA created")
            
        # If our SMA is defined but isn't ready yet, we can't continue
        if self.futureSma is not None and self.futureSma.IsReady:
            
            self.Log(f"Value: {self.futureSma.Current}")