from QuantConnect import Resolution
from QuantConnect.Algorithm import QCAlgorithm


class Hft1(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2021, 5, 2)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        self.AddUniverse(self.CoarseSelection1, self.FineSelection1)

    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("SPY", 1)
        self.Debug("Purchased Stock")

    def CoarseSelection1(self, coarse):
        pass

    def FineSelection1(self, fine):
        pass
