wehub-resource-sync
42 lines
1.5 KiB
C#
42 lines
1.5 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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namespace QuantConnect.Algorithm.CSharp.Benchmarks
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{
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public class HistoryRequestBenchmark : QCAlgorithm
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{
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private Symbol _symbol;
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public override void Initialize()
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{
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SetStartDate(2010, 01, 01);
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SetEndDate(2022, 01, 01);
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SetCash(10000);
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_symbol = AddEquity("SPY").Symbol;
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}
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public override void OnEndOfDay(Symbol symbol)
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{
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var minuteHistory = History(symbol, 60, Resolution.Minute);
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var lastHourHigh = minuteHistory.Select(minuteBar => minuteBar.High).DefaultIfEmpty(0).Max();
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var dailyHistory = History(symbol, 1, Resolution.Daily).First();
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var dailyHigh = dailyHistory.High;
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var dailyLow = dailyHistory.Low;
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var dailyOpen = dailyHistory.Open;
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}
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}
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}
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