import numpy as np

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2017,6, 1)  #Set Start Date
        self.SetEndDate(2018,8,3)    #Set End Date
        self.SetCash(2420)           #Set Strategy Cash
        self.symbol = "BTCUSD"
        # Find more symbols here: http://quantconnect.com/data
        self.AddCrypto(self.symbol, Resolution.Daily)
        
        self.ema_fast = self.EMA(self.symbol,30, Resolution.Daily)
        
        # Note - use single quotation marks: ' instead of double "
        # Chart - Master Container for the Chart:
        coinPlot = Chart('Strategy Equity')
        # On the Trade Plotter Chart we want 3 series: trades and price:
        coinPlot.AddSeries(Series('Benchmark', SeriesType.Line, 0))

    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 not self.Portfolio.Invested:
            self.SetHoldings(self.symbol, 1)
            
        self.Plot('Strategy Equity', 'Benchmark', self.Securities[self.symbol].Price)