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package QuantConnect;

import cli.QuantConnect.Resolution;

import cli.QuantConnect.SecurityType;

import cli.QuantConnect.Algorithm.QCAlgorithm;

import cli.QuantConnect.Data.Market.TradeBars;

public class BasicTemplateAlgorithm extends QCAlgorithm

{

public void Initialize()

{

SetStartDate(2013, 10, 07); //Set Start Date

SetEndDate(2013, 10, 11); //Set End Date

SetCash(100000); //Set Strategy Cash

// Find more symbols here: http://quantconnect.com/data

AddSecurity(SecurityType.wrap(SecurityType.Equity), "SPY", Resolution.wrap(Resolution.Second),true,false);

}

public void OnData(TradeBars data)

{

if (!get_Portfolio().get_Invested())

{

SetHoldings(Symbol("SPY"), 1, false);

Debug("Hello From Java");

}

}

}