class HorizontalTransdimensionalRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        # request the equity data in minute resolution
        self.AddEquity("SPY", Resolution.Minute)
        # define a 10-period RSI indicator with indicator constructor
        self.rsi = RelativeStrengthIndex(10, MovingAverageType.Simple)
        # create the 30-minutes data consolidator
        thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30))
        self.SubscriptionManager.AddConsolidator("SPY", thirtyMinuteConsolidator)
        # register the 30-minute consolidated bar data to automatically update the indicator
        self.RegisterIndicator("SPY", self.rsi, thirtyMinuteConsolidator)


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        if self.rsi.IsReady:
            self.Log(self.rsi.Current.Value)

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)