import talib
# ---------------------------------------------------------------------------
STOCK, BOND, RSI, UB, LB, LEV = symbol('QQQ'), symbol('TLT'), 50, 55, 45, 1.0
# ---------------------------------------------------------------------------
def initialize(context):
    schedule_function(trade, date_rules.week_start(2), time_rules.market_open(minutes = 65))

def trade(context, data):
    if get_open_orders(): return

    rsi = talib.RSI(data.history(STOCK, 'price', RSI + 2, '1d'), RSI)[-2]

    if all(data.can_trade([STOCK, BOND])):
        if rsi > UB:
            order_target_percent(STOCK, LEV)
            order_target_percent(BOND, 0)
        elif rsi < LB:
            order_target_percent(STOCK, 0)
            order_target_percent(BOND, LEV)

    record(leverage = context.account.leverage)