from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import TradeBar

import numpy as np
import decimal as d
from datetime import timedelta, datetime

class OptionsAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2015, 1, 1)
        self.SetEndDate(2018, 12, 1)
        self.SetCash(50000)
        self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage)
        
        self.equity = self.AddSecurity(SecurityType.Equity, "DGAZ", Resolution.Minute)
        self.syl = self.equity.Symbol
        self.counter = 5    
            
        self.Schedule.On(self.DateRules.EveryDay(),self.TimeRules.At(9, 35),Action(self.Rebalance))
                
    def Rebalance(self):
        self.counter +=1
        if self.counter >= 5:
            self.SetHoldings(self.syl, 0.1)
            self.counter = 0    
#end