# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# 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 *

class BasicCSharpIntegrationTemplateAlgorithm(QCAlgorithm):

 def initialize(self):

 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.add_equity("SPY", Resolution.SECOND)
 
 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:
 self.set_holdings("SPY", 1)

 ## Calculate value of sin(10) for both python and C#
 self.debug(f'According to Python, the value of sin(10) is {np.sin(10)}')
 self.debug(f'According to C#, the value of sin(10) is {Math.sin(10)}')