# 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 * ### ### Regression algorithm show casing ad asserting security to symbol implicit conversion ### class SecurityToSymbolRegressionAlgorithm(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_start_date(2013,10, 7) self.set_end_date(2013,10,11) asset = self.add_equity("SPY", Resolution.MINUTE) self.schedule.on(self.date_rules.every_day(asset), self.time_rules.after_market_open(asset, 1), lambda: None if self.portfolio.invested else self.set_holdings(asset, 1))