The Musk Tweet Strategy

# region imports
#trading strategy related to Elon Musk tweets
from AlgorithmImports import *
from nltk.sentiment import *
# endregion

class HyperActiveBluePig(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2012, 11, 1)  # Set Start Date
        self.SetEndDate(2017,1,1)
        self.SetCash(1000000)  # Set Strategy Cash
        self.tsla = self.AddEquity("TSLA", Resolution.Minute).Symbol
        self.musk = self.AddData(MUSKTWEETS, "ELONMSKTWTS", Resolution.Minute).Symbol


    def OnData(self, data: Slice):
        if self.musk in data:
            score = data[self.musk].Value
            content = data[self.musk].Tweet

            if score > 0.5:
                self.SetHoldings(self.tsla,1)
            elif score < 0.5:
                self.SetHoldings(self.tsla,-1)
            if abs(score) > 0.5:
                self.Log("Score: " + str(score) + ", Tweet: " + content)
            
    def ExitPositions(self):
        self.Liquidate()

class MUSKTWEETS(PythonData):
    sia = SentimentIntensityAnalyzer()

    def GetSource(self, config, date, isLiveMode):
            source = "https://www.dropbox.com/s/ovnsrgg1fou1y0r/MuskTweetsPreProcessed.csv?dl=1" #dl = 1 stands for download = 1 (Yes)
            return SubscriptionDataSource(source, Symbol, SubscriptionTransportMedium.RemoteFile)

    def Reader(self, config, line, date, isLiveMode):
        if not(line.strip() and line[0].isdigit()):
                return None
       
        try:
                data = line.split(",")
                tweet = MUSKTWEETS()

                tweet.Symbol = config.Symbol
                tweet.Time = datetime.strptime(data[0], "%Y-%m-%d %H:%M:%S") + timedelta(minutes=1)
                content = data[1].lower()

                if "tsla" in content or "tesla" in content:
                    tweet.Value = self.sia.polarity_scores(content)["compound"]
                else:
                    tweet.Value = 0
                
                tweet["Tweet"] = str(content)

        except:
                return None
        
        return tweet