wehub-resource-sync
73 lines
2.8 KiB
C#
73 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.Data;
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using System;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses
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/// QuoteBars you should request slices or
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/// </summary>
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="history and warm up" />
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/// <meta name="tag" content="history" />
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/// <meta name="tag" content="forex" />
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public class BasicTemplateForexAlgorithm : 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(2014, 5, 7); //Set Start Date
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SetEndDate(2014, 5, 15); //Set End Date
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SetCash(100000); //Set Strategy Cash
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// Find more symbols here: http://quantconnect.com/data
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AddForex("EURUSD");
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AddForex("NZDUSD");
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var dailyHistory = History(5, Resolution.Daily);
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var hourHistory = History(5, Resolution.Hour);
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var minuteHistory = History(5, Resolution.Minute);
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var secondHistory = History(5, Resolution.Second);
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// Log values from history request of second-resolution data
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foreach (var data in secondHistory)
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{
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foreach (var key in data.Keys)
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{
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Log(key.Value + ": " + data.Time + " > " + data[key].Value);
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}
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}
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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("EURUSD", .5);
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SetHoldings("NZDUSD", .5);
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Log(string.Join(", ", slice.Values));
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}
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}
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}
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}
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