chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using QuantConnect.Data;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Demonstration of the Scheduled Events features available in QuantConnect.
+    /// </summary>
+    /// <meta name="tag" content="scheduled events" />
+    /// <meta name="tag" content="date rules" />
+    /// <meta name="tag" content="time rules" />
+    public class ScheduledEventsAlgorithm : QCAlgorithm
+    {
+        /// <summary>
+        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
+        /// </summary>
+        public override 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.Equity, "SPY", Resolution.Minute);
+
+            // events are scheduled using date and time rules
+            // date rules specify on what dates and event will fire
+            // time rules specify at what time on thos dates the event will fire
+
+            // schedule an event to fire at a specific date/time
+            Schedule.On(DateRules.On(2013, 10, 7), TimeRules.At(13, 0), () =>
+            {
+                Log("SpecificTime: Fired at : " + Time);
+            });
+
+            // schedule an event to fire every trading day for a security
+            // the time rule here tells it to fire 10 minutes after SPY's market open
+            Schedule.On(DateRules.EveryDay("SPY"), TimeRules.AfterMarketOpen("SPY", 10), () =>
+            {
+                Log("EveryDay.SPY 10 min after open: Fired at: " + Time);
+            });
+
+            // schedule an event to fire every trading day for a security
+            // the time rule here tells it to fire 10 minutes before SPY's market close
+            Schedule.On(DateRules.EveryDay("SPY"), TimeRules.BeforeMarketClose("SPY", 10), () =>
+            {
+                Log("EveryDay.SPY 10 min before close: Fired at: " + Time);
+            });
+
+            // schedule an event to fire on a single day of the week
+            Schedule.On(DateRules.Every(DayOfWeek.Wednesday), TimeRules.At(12, 0), () =>
+            {
+                Log("Wed at 12pm: Fired at: " + Time);
+            });
+
+            // schedule an event to fire on certain days of the week
+            Schedule.On(DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday), TimeRules.At(12, 0), () =>
+            {
+                Log("Mon/Fri at 12pm: Fired at: " + Time);
+            });
+
+
+            // the scheduling methods return the ScheduledEvent object which can be used for other things
+            // here I set the event up to check the portfolio value every 10 minutes, and liquidate if we have too many losses
+            Schedule.On(DateRules.EveryDay(), TimeRules.Every(TimeSpan.FromMinutes(10)), () =>
+            {
+                // if we have over 1000 dollars in unrealized losses, liquidate
+                if (Portfolio.TotalUnrealizedProfit < -1000)
+                {
+                    Log("Liquidated due to unrealized losses at: " + Time);
+                    Liquidate();
+                }
+            });
+
+            // schedule an event to fire at the beginning of the month, the symbol is optional if
+            // specified, it will fire the first trading day for that symbol of the month, if not specified
+            // it will fire on the first day of the month
+            Schedule.On(DateRules.MonthStart("SPY"), TimeRules.AfterMarketOpen("SPY"), () =>
+            {
+                // good spot for rebalancing code?
+            });
+        }
+
+        /// <summary>
+        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        /// </summary>
+        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
+        public override void OnData(Slice slice)
+        {
+            if (!Portfolio.Invested)
+            {
+                SetHoldings("SPY", 1);
+            }
+        }
+    }
+}