wehub-resource-sync
46 lines
1.6 KiB
C#
46 lines
1.6 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
using QuantConnect.Data;
|
|
|
|
namespace QuantConnect.Algorithm.CSharp.Benchmarks
|
|
{
|
|
/// <summary>
|
|
/// Benchmark Algorithm: The minimalist basic template algorithm benchmark strategy.
|
|
/// </summary>
|
|
/// <remarks>
|
|
/// All new projects in the cloud are created with the basic template algorithm. It uses a minute algorithm
|
|
/// over a long period of time to establish a baseline.
|
|
/// </remarks>
|
|
public class BasicTemplateBenchmark : QCAlgorithm
|
|
{
|
|
public override void Initialize()
|
|
{
|
|
SetStartDate(2000, 01, 01);
|
|
SetEndDate(2022, 01, 01);
|
|
SetBenchmark(dt => 1m);
|
|
AddEquity("SPY");
|
|
}
|
|
|
|
public override void OnData(Slice slice)
|
|
{
|
|
if (!Portfolio.Invested)
|
|
{
|
|
SetHoldings("SPY", 1);
|
|
Debug("Purchased Stock");
|
|
}
|
|
}
|
|
}
|
|
}
|