def initialize(context):
context.security = symbol('SPY')
def handle_data(context, data):
print(data)
MA1 = data[context.security].mavg(50)
MA2 = data[context.security].mavg(200)
current_price = data[context.security].price
current_positions = context.portfolio.positions[symbol('SPY')].amount
cash = context.portfolio.cash
if (MA1 > MA2) and current_positions == 0:
number_of_shares = int(cash/current_price)
order(context.security, number_of_shares)
log.info('Buying shares')
elif (MA1 < MA2) and current_positions != 0:
order_target(context.security, 0)
log.info('Selling shares')
record(MA1 = MA1, MA2 = MA2, Price = current_price) 