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 QuantConnect.Data;
+using QuantConnect.Data.Custom.Tiingo;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// This example algorithm shows how to import and use Tiingo daily prices data.
+    /// </summary>
+    /// <meta name="tag" content="strategy example" />
+    /// <meta name="tag" content="using data" />
+    /// <meta name="tag" content="custom data" />
+    /// <meta name="tag" content="tiingo" />
+    public class TiingoPriceAlgorithm : QCAlgorithm
+    {
+        private const string Ticker = "AAPL";
+        private Symbol _symbol;
+
+        private ExponentialMovingAverage _emaFast;
+        private ExponentialMovingAverage _emaSlow;
+
+        /// <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(2017, 1, 1);
+            SetEndDate(2017, 12, 31);
+            SetCash(100000);
+
+            // Set your Tiingo API Token here
+            Tiingo.SetAuthCode("my-tiingo-api-token");
+
+            _symbol = AddData<TiingoPrice>(Ticker, Resolution.Daily).Symbol;
+
+            _emaFast = EMA(_symbol, 5);
+            _emaSlow = EMA(_symbol, 10);
+        }
+
+        /// <summary>
+        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        /// </summary>
+        /// <param name="slice">Slice object keyed by symbol containing the stock data</param>
+        public override void OnData(Slice slice)
+        {
+            // Extract Tiingo data from the slice
+            var tiingoData = slice.Get<TiingoPrice>();
+            foreach (var row in tiingoData.Values)
+            {
+                Log($"{Time} - {row.Symbol.Value} - {row.Close} {row.Value} {row.Price} - EmaFast:{_emaFast} - EmaSlow:{_emaSlow}");
+            }
+
+            // Simple EMA cross
+            if (!Portfolio.Invested && _emaFast > _emaSlow)
+            {
+                SetHoldings(_symbol, 1);
+            }
+            else if (Portfolio.Invested && _emaFast < _emaSlow)
+            {
+                Liquidate(_symbol);
+            }
+        }
+    }
+}