wehub-resource-sync
85 lines
3.5 KiB
C#
85 lines
3.5 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;
|
|
using QuantConnect.Orders;
|
|
|
|
namespace QuantConnect.Algorithm.CSharp
|
|
{
|
|
/// <summary>
|
|
/// This algorithm demonstrates how to submit orders to a Financial Advisor account group, allocation profile or a single managed account.
|
|
/// </summary>
|
|
/// <meta name="tag" content="using data" />
|
|
/// <meta name="tag" content="using quantconnect" />
|
|
/// <meta name="tag" content="trading and orders" />
|
|
/// <meta name="tag" content="financial advisor" />
|
|
public class FinancialAdvisorDemoAlgorithm : QCAlgorithm
|
|
{
|
|
private Symbol _symbol;
|
|
|
|
/// <summary>
|
|
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
|
|
/// </summary>
|
|
public override void Initialize()
|
|
{
|
|
SetStartDate(2013, 10, 07); //Set Start Date
|
|
SetEndDate(2013, 10, 11); //Set End Date
|
|
SetCash(100000); //Set Strategy Cash
|
|
|
|
_symbol = AddEquity("SPY").Symbol;
|
|
|
|
// The default order properties can be set here to choose the FA settings
|
|
// to be automatically used in any order submission method (such as SetHoldings, Buy, Sell and Order)
|
|
|
|
// Use a default FA Account Group with an Allocation Method
|
|
DefaultOrderProperties = new InteractiveBrokersOrderProperties
|
|
{
|
|
// account group created manually in IB/TWS
|
|
FaGroup = "TestGroupEQ",
|
|
// supported allocation methods are: EqualQuantity, NetLiq, AvailableEquity, PctChange
|
|
FaMethod = "EqualQuantity"
|
|
};
|
|
|
|
// set a default FA Allocation Profile
|
|
//DefaultOrderProperties = new InteractiveBrokersOrderProperties
|
|
//{
|
|
// // allocation profile created manually in IB/TWS
|
|
// FaProfile = "TestProfileP"
|
|
//};
|
|
|
|
// send all orders to a single managed account
|
|
//DefaultOrderProperties = new InteractiveBrokersOrderProperties
|
|
//{
|
|
// // a sub-account linked to the Financial Advisor master account
|
|
// Account = "DU123456"
|
|
//};
|
|
}
|
|
|
|
/// <summary>
|
|
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
|
|
/// </summary>
|
|
/// <param name="slice">Slice object keyed by symbol containing the stock data</param>
|
|
public override void OnData(Slice slice)
|
|
{
|
|
if (!Portfolio.Invested)
|
|
{
|
|
// when logged into IB as a Financial Advisor, this call will use order properties
|
|
// set in the DefaultOrderProperties property of QCAlgorithm
|
|
SetHoldings(_symbol, 1);
|
|
}
|
|
}
|
|
}
|
|
}
|