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# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.

# Licensed under the Apache License, Version 2.0 (the "License");

# you may not use this file except in compliance with the License.

# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0

# Unless required by applicable law or agreed to in writing, software

# distributed under the License is distributed on an "AS IS" BASIS,

# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

# See the License for the specific language governing permissions and

# limitations under the License.

from AlgorithmImports import *

### <summary>

### Basic template algorithm for the Axos brokerage

### </summary>

### <meta name="tag" content="using data" />

### <meta name="tag" content="using quantconnect" />

### <meta name="tag" content="trading and orders" />

class BasicTemplateAxosAlgorithm(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.set_start_date(2013,10, 7) #Set Start Date

self.set_end_date(2013,10,11) #Set End Date

self.set_cash(100000) #Set Strategy Cash

self.set_brokerage_model(BrokerageName.AXOS)

self.add_equity("SPY", Resolution.MINUTE)

def on_data(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:

# will set 25% of our buying power with a market order

self.set_holdings("SPY", 0.25)

self.debug("Purchased SPY!")