class OptimizedUncoupledCoil(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 10, 19)  # Set Start Date
        self.SetEndDate(2019, 10, 29)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        
        customConsolidator = TradeBarConsolidator(self.Custom)
        customConsolidator.DataConsolidated += self.OnDataConsolidated
        self.SubscriptionManager.AddConsolidator(self.symbol, customConsolidator)
        self.SetWarmUp(timedelta(days = 10))

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)
        
    def OnDataConsolidated(self, sender, bar):
        self.Debug(f"time: {self.Time}")
        self.Debug(f"BAR: {bar.EndTime} with {bar}")
        self.Debug(f"last minute bar: {self.CurrentSlice.Bars[self.symbol]}")
        
        
    def Custom(self, dt):
        period = timedelta(hours=7)
        start = dt.replace(minute=0)
        
        return CalendarInfo(start, period)