wehub-resource-sync
106 lines
2.4 KiB
Plaintext
106 lines
2.4 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"\n",
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"## Welcome to The QuantConnect Research Page\n",
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"#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\n",
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"#### Contribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicQuantBookTemplate.ipynb"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## QuantBook Basics\n",
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"\n",
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"### Start QuantBook\n",
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"- Add the references and imports\n",
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"- Create a QuantBook instance"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"// QuantBook C# Research Environment\n",
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"// For more information see https://www.quantconnect.com/docs/research/overview\n",
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"#load \"./Initialize.csx\""
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"#load \"./QuantConnect.csx\"\n",
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"\n",
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"using QuantConnect;\n",
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"using QuantConnect.Data;\n",
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"using QuantConnect.Algorithm;\n",
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"using QuantConnect.Research;"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"var qb = new QuantBook();\n",
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"var spy = qb.AddEquity(\"SPY\");"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"var startDate = new DateTime(2021,1,1);\n",
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"var endDate = new DateTime(2021,12,31);\n",
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"var history = qb.History(qb.Securities.Keys, startDate, endDate, Resolution.Daily);"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"foreach(var slice in history.Take(5)) {\n",
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" Console.WriteLine(slice.Bars[spy.Symbol].ToString());\n",
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"}"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": ".NET (C#)",
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"language": "C#",
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"name": ".net-csharp"
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},
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"language_info": {
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"file_extension": ".cs",
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"mimetype": "text/x-csharp",
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"name": "C#",
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"pygments_lexer": "csharp",
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"version": "9.0"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 4
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}
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