# 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 PEP8StyleBasicAlgorithm(QCAlgorithm):

 def initialize(self):
 self.set_start_date(2013,10, 7)
 self.set_end_date(2013,10,11)
 self.set_cash(100000)

 self.spy = self.add_equity("SPY", Resolution.MINUTE, extended_market_hours=False, fill_forward=True).symbol

 # Test accessing a constant (QCAlgorithm.MaxTagsCount)
 self.debug("MaxTagsCount: " + str(self.MAX_TAGS_COUNT))

 def on_data(self, slice):
 if not self.portfolio.invested:
 self.set_holdings(self.spy, 1)
 self.debug("Purchased Stock")

 def on_order_event(self, order_event):
 self.log(f"{self.time} :: {order_event}")

 def on_end_of_algorithm(self):
 self.log("Algorithm ended!")

 if not self.portfolio.invested:
 raise AssertionError("Algorithm should have been invested at the end of the algorithm")

 # let's do some logging to do more pep8 style testing
 self.log("-----------------------------------------------------------------------------------------")
 self.log(f"{self.spy.value} last price: {self.securities[self.spy].price}")
 self.log(f"{self.spy.value} holdings: "
 f"{self.securities[self.spy].holdings.quantity}@{self.securities[self.spy].holdings.price}="
 f"{self.securities[self.spy].holdings.holdings_value}")
 self.log("-----------------------------------------------------------------------------------------")