chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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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.
+
+from AlgorithmImports import *
+
+### <summary>
+### The demonstration algorithm shows some of the most common order methods when working with CFD assets.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="using quantconnect" />
+### <meta name="tag" content="trading and orders" />
+
+class BasicTemplateCfdAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+        self.set_account_currency('EUR')
+
+        self.set_start_date(2019, 2, 20)
+        self.set_end_date(2019, 2, 21)
+        self.set_cash('EUR', 100000)
+
+        self._symbol = self.add_cfd('DE30EUR').symbol
+
+        # Historical Data
+        history = self.history(self._symbol, 60, Resolution.DAILY)
+        self.log(f"Received {len(history)} bars from CFD historical data call.")
+
+    def on_data(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        Arguments:
+            slice: Slice object keyed by symbol containing the stock data
+        '''
+        # Access Data
+        if data.quote_bars.contains_key(self._symbol):
+            quote_bar = data.quote_bars[self._symbol]
+            self.log(f"{quote_bar.end_time} :: {quote_bar.close}")
+
+        if not self.portfolio.invested:
+            self.set_holdings(self._symbol, 1)
+
+    def on_order_event(self, order_event):
+        self.debug("{} {}".format(self.time, order_event.to_string()))