from datetime import datetime,timedelta

class ParticleNadionChamber(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2010, 1, 13)  # Set Start Date
        self.SetEndDate(datetime.now())
        self.SetCash(1000000)  # Set Strategy Cash

        #Adding the symbols for the portfolio
        self.symbolList = ["MSFT","BP","HSE"]
        
        self.allocation = round(1/len(self.symbolList),2)

        self.daily = {}
        
        # list of symbol objects
        self.SecuritySymbols = []
        
        for name in self.symbolList:
            # get symbol object
            symbol = self.AddEquity(name, Resolution.Hour, Market.USA).Symbol

            
            # append to list
            self.SecuritySymbols.append(symbol)
   
            self.daily[symbol] = RollingWindow[float](2)
        self.SetWarmup(200)
        
        
    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
        '''
 
        for symbol in self.SecuritySymbols:
            
            if self.ActiveSecurities[symbol].HasData and data.ContainsKey(symbol):
                
                    #data.ContainsKey("EURUSD")
                    #self.Debug("{}".format(symbol))
                
                    # get OHLC values to use later
                    # o = data.Bars[symbol].Open
                    # h = data.Bars[symbol].High
                    # l = data.Bars[symbol].Low
                c = data.Bars[symbol].Close
                    
                # update our rolling window
                self.daily[symbol].Add(c)
                    
                # check if rolling window is full
                if not (self.daily[symbol].IsReady): return
                
    
                prev_hour_price = self.daily[symbol][1]
                current_bar_close = self.daily[symbol][0]
                
            else: pass