# region imports
from AlgorithmImports import *
# endregion
LOOKBACK=200

class RetrospectiveFluorescentYellowHorse(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 5, 23)
        self.set_cash(100000)
        self._market_cap_by_symbol = pd.DataFrame()
        self.add_universe(self._select)
        self.set_warm_up(LOOKBACK, Resolution.DAILY)

    def _select(self, fundamentals):
        new_row = pd.DataFrame({f.symbol: f.market_cap for f in fundamentals}, index=[self.time])
        self._market_cap_by_symbol = pd.concat([self._market_cap_by_symbol, new_row])
        if self.is_warming_up:
            return Universe.UNCHANGED
        
        # Use self._market_cap_by_symbol after warm up
        return Universe.UNCHANGED