wehub-resource-sync
76 lines
2.8 KiB
C#
76 lines
2.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Brokerages;
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using QuantConnect.Data;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Example algorithm to demostrate the event handlers of Brokerage activities
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/// </summary>
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/// <meta name="tag" content="using quantconnect" />
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public class BrokerageActivityEventHandlingAlgorithm : QCAlgorithm
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{
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/// <summary>
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/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
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/// </summary>
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public override void Initialize()
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{
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SetStartDate(2013, 10, 07);
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SetEndDate(2013, 10, 11);
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SetCash(100000);
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AddEquity("SPY", Resolution.Minute);
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}
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/// <summary>
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/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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/// </summary>
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/// <param name="data">Slice object keyed by symbol containing the stock data</param>
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public override void OnData(Slice slice)
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{
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if (!Portfolio.Invested)
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{
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SetHoldings("SPY", 1);
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}
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}
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/// <summary>
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/// Brokerage message event handler. This method is called for all types of brokerage messages.
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/// </summary>
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public override void OnBrokerageMessage(BrokerageMessageEvent messageEvent)
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{
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Debug($"Brokerage meesage received - {messageEvent.ToString()}");
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}
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/// <summary>
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/// Brokerage disconnected event handler. This method is called when the brokerage connection is lost.
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/// </summary>
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public override void OnBrokerageDisconnect()
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{
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Debug($"Brokerage disconnected!");
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}
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/// <summary>
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/// Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.
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/// </summary>
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public override void OnBrokerageReconnect()
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{
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Debug($"Brokerage reconnected!");
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}
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}
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}
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