wehub-resource-sync
81 lines
3.0 KiB
C#
81 lines
3.0 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 System;
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using QuantConnect.Brokerages;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Algorithm demonstrating how to setup a custom brokerage message handler. Using the custom messaging
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/// handler you can ensure your algorithm continues operation through connection failures.
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/// </summary>
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/// <meta name="tag" content="trading and orders" />
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/// <meta name="tag" content="brokerage models" />
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public class CustomBrokerageErrorHandlerAlgorithm : QCAlgorithm
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{
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public override void Initialize()
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{
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SetStartDate(2013, 1, 1);
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SetEndDate(DateTime.Now.Date.AddDays(-1));
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SetCash(25000);
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AddSecurity(SecurityType.Equity, "SPY");
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//Set the brokerage message handler:
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SetBrokerageMessageHandler(new CustomBrokerageMessageHandler(this));
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}
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public override void OnData(Slice slice)
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{
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if (Portfolio.HoldStock) return;
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Order("SPY", 100);
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Debug("Purchased SPY on " + Time.ToShortDateString());
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}
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}
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/// <summary>
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/// Handle the error messages in a custom manner
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/// </summary>
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public class CustomBrokerageMessageHandler : IBrokerageMessageHandler
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{
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private readonly IAlgorithm _algo;
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public CustomBrokerageMessageHandler(IAlgorithm algo) { _algo = algo; }
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/// <summary>
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/// Process the brokerage message event. Trigger any actions in the algorithm or notifications system required.
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/// </summary>
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/// <param name="message">Message object</param>
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public void HandleMessage(BrokerageMessageEvent message)
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{
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var toLog = $"{_algo.Time.ToStringInvariant("o")} Event: {message.Message}";
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_algo.Debug(toLog);
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_algo.Log(toLog);
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}
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/// <summary>
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/// Handles a new order placed manually in the brokerage side
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/// </summary>
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/// <param name="eventArgs">The new order event</param>
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/// <returns>Whether the order should be added to the transaction handler</returns>
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public bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs)
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{
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return true;
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}
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}
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}
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