namespace QuantConnect.Algorithm.CSharp
{
    public class AlphaFiveEnergy : 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 energyEtfs = new List<string>() {"XLE","IYE","VDE","USO","XES","XOP","UNG","ICLN",
                                				 "ERX","ERY","SCO","UCO","AMJ","BNO","AMLP","OIH",
                                				 "DGAZ","UGAZ","TAN"};
                                				 
            foreach (var etf in energyEtfs)
            {
            	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)
        {
            
        }
    }
}