wehub-resource-sync
72 lines
2.5 KiB
C#
72 lines
2.5 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.Linq;
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using QuantConnect.Data;
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using QuantConnect.Orders;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Algorithm demonstrating CFD asset types and requesting history.
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/// </summary>
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="history" />
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/// <meta name="tag" content="cfd" />
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public class BasicTemplateCfdAlgorithm : QCAlgorithm
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{
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private Symbol _symbol;
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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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SetAccountCurrency("EUR");
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SetStartDate(2019, 2, 20);
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SetEndDate(2019, 2, 21);
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SetCash("EUR", 100000);
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_symbol = AddCfd("DE30EUR").Symbol;
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// Historical Data
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var history = History(_symbol, 60, Resolution.Daily);
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Log($"Received {history.Count()} bars from CFD historical data call.");
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}
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/// <summary>
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/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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/// </summary>
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/// <param name="data">Slice object keyed by symbol containing the stock data</param>
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public override void OnData(Slice slice)
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{
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// Access Data
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if (slice.QuoteBars.ContainsKey(_symbol))
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{
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var quoteBar = slice.QuoteBars[_symbol];
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Log($"{quoteBar.EndTime} :: {quoteBar.Close}");
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}
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if (!Portfolio.Invested)
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SetHoldings(_symbol, 1);
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}
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public override void OnOrderEvent(OrderEvent orderEvent)
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{
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Debug($"{Time} {orderEvent.ToString()}");
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}
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}
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} |