import clr clr.AddReference("System") clr.AddReference("QuantConnect.Interfaces") clr.AddReference("QuantConnect.Algorithm") clr.AddReference("QuantConnect.Indicators") clr.AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Indicators import * class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.SetCash(100000) self.SetStartDate(2013,10,07) self.SetEndDate(2013,10,11) self.AddSecurity(SecurityType.Equity, "SPY") def OnData(self, slice): if not self.Portfolio.Invested: self.SetHoldings("SPY", 1)