SurpriseTradingAlgorithm from Estimize

From the provided code, it seems like you are only pulling data for one symbol, which is "pep". If you want to pull data for multiple symbols, you can create a list of symbols and iterate over them to add the data.

Here is an example of how you can modify your code to pull data for multiple symbols:

class SurpriseTradingAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.symbols = ["pep", "aapl", "msft"]  # Add your symbols here
        self.estimize_release_symbols = []
        for symbol in self.symbols:
            self.AddEquity(symbol)
            self.estimize_release_symbols.append(self.AddData(EstimizeRelease, symbol).Symbol)
        self.SetStartDate(2010, 1, 1)
        self.SetEndDate(2022, 12, 31)
        self.SetCash(100000)
        self.position_opened = {symbol: False for symbol in self.symbols}

    def OnData(self, slice: Slice):
        for estimize_release_symbol in self.estimize_release_symbols:
            if estimize_release_symbol in slice:
                estimize_data = slice[estimize_release_symbol]
                if estimize_data.Eps is not None and estimize_data.ConsensusEpsEstimate is not None:
                    market_surprise = estimize_data.Eps - estimize_data.ConsensusEpsEstimate
                    threshold = 0.02
                    symbol = estimize_release_symbol.Underlying
                    if market_surprise > threshold and not self.position_opened[symbol]:
                        self.SetHoldings(symbol, 1.0)
                        self.position_opened[symbol] = True
                        self.Schedule.On(self.DateRules.EveryDay(symbol), self.TimeRules.AfterMarketOpen(symbol, 5), self.ClosePosition)
                    elif market_surprise < -threshold and not self.position_opened[symbol]:
                        self.SetHoldings(symbol, -1.0)
                        self.position_opened[symbol] = True
                        self.Schedule.On(self.DateRules.EveryDay(symbol), self.TimeRules.AfterMarketOpen(symbol, 5), self.ClosePosition)

    def ClosePosition(self):
        for symbol in self.symbols:
            self.Liquidate(symbol)
            self.position_opened[symbol] = False

Regarding your question about getting the earnings date for past and future events, unfortunately, the next earnings data is not available in QuantConnect. You can check out the available Fundamentals data here. For live trading, you might be able to rely on external sources like Nasdaq's Earnings Calendar.