namespace QuantConnect 
{   
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        public override void Initialize() 
        {
            SetStartDate( 2017, 1, 1 );
            SetEndDate( DateTime.Now.AddDays( -1 ) );
            
            // cash allocation
            SetCash( 25000 );
            
	        AddSecurity( SecurityType.Equity, "SPXL", Resolution.Daily, fillDataForward:true, leverage:2, extendedMarketHours:true );
        }

        public override void OnData( Slice data ) 
        {
        	if( data[ "SPXL" ] != null ) {
	        	Debug( "SPXL close price is " + data[ "SPXL" ].Close );
        	}
        	//Debug( "SPXL close price is " + Securities[ "SPXL" ].Close );
        	return;
        }
    }
}