class ScheduledEventsAlgorithm(QCAlgorithm):
    '''QCU Scheduled Events Algorithm'''

    def Initialize(self):
        self.SetStartDate(2016,6,1)  #Set Start Date
        self.SetEndDate(2016,12,31)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        self.AddEquity("TLT", Resolution.Daily)
        self.AddEquity("SPY", Resolution.Daily)
        self.Schedule.On(self.DateRules.MonthStart("SPY"), self.TimeRules.AfterMarketOpen("SPY"), Action(self.RebalancingCode))

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 1)

    def RebalancingCode(self):
        self.Log(str(self.Time) + " > Message to log")
        self.Debug(str(self.Time) + " > Message to console")
        pass