class MultidimensionalVerticalInterceptor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 11, 25)  # Set Start Date
        self.SetEndDate(2019, 12, 15)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)


    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 1)
        else:
            #self.Portfolio["SPY"].Price > self.Portfolio["SPY"].AveragePrice
            self.Log(f'Price: {self.Portfolio["SPY"].Price}')
            self.Log(f'AvgPrice: {self.Portfolio["SPY"].AveragePrice}')