wehub-resource-sync
31 lines
1.3 KiB
Python
31 lines
1.3 KiB
Python
# 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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from AlgorithmImports import *
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### <summary>
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### A demonstration algorithm to check there can be placed an order of a pair not present
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### in the brokerage using the conversion between stablecoins
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### </summary>
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class StableCoinsRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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self.set_start_date(2018, 5, 1)
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self.set_end_date(2018, 5, 2)
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self.set_cash("USDT", 200000000)
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self.set_brokerage_model(BrokerageName.BINANCE, AccountType.CASH)
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self.add_crypto("BTCUSDT", Resolution.HOUR, Market.BINANCE)
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def on_data(self, data):
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if not self.portfolio.invested:
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self.set_holdings("BTCUSDT", 1)
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