Overall Statistics
from Alphas.RsiAlphaModel import RsiAlphaModel
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Risk.NullRiskManagementModel import NullRiskManagementModel

class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):

    def Initialize(self):

        # Set requested data resolution
        self.UniverseSettings.Resolution = Resolution.Minute

        self.SetStartDate(2018, 1, 1)   #Set Start Date
        self.SetEndDate(2018, 4, 20)    #Set End Date
        self.SetCash(100000)            #Set Strategy Cash

        self.UniverseSettings.Resolution = Resolution.Hour
        
        symbols = [self.AddCrypto("BTCUSD", Resolution.Hour).Symbol]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
        
        self.SetAlpha(RsiAlphaModel(20, Resolution.Hour))
        
        self.SetPortfolioConstruction(NullPortfolioConstructionModel()) 
        
        self.SetExecution(ImmediateExecutionModel())
        
        self.SetRiskManagement(NullRiskManagementModel())