namespace QuantConnect.Algorithm.CSharp
{
    public class AlphaFiveUSTreasuries : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2014, 1, 1);  //Set Start Date
            SetCash(1000000);             //Set Strategy Cash
            
            SetBrokerageModel(BrokerageName.AlphaStreams);

            //Required: Benchmark to SPY
            SetBenchmark("SPY")
            
            var treasuryEtfs = new List<string>() {"IEF", "SHY", "TLT", "IEI", "SHV", "TLH", "EDV", "BIL",
				                                "SPTL", "TBT", "TMF", "TMV", "TBF", "VGSH", "VGIT",
				                                "VGLT", "SCHO", "SCHR", "SPTS", "GOVT"};
                                				 
            foreach (var etf in treasuryEtfs)
            {
            	AddEquity(etf, Resolution.Minute);
            }
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            
        }
    }
}