wehub-resource-sync
61 lines
3.0 KiB
Python
61 lines
3.0 KiB
Python
# 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.
|
|
|
|
from AlgorithmImports import *
|
|
|
|
### <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" />
|
|
class FinancialAdvisorDemoAlgorithm(QCAlgorithm):
|
|
|
|
def initialize(self):
|
|
# Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must be initialized.
|
|
|
|
self.set_start_date(2013,10,7) #Set Start Date
|
|
self.set_end_date(2013,10,11) #Set End Date
|
|
self.set_cash(100000) #Set Strategy Cash
|
|
|
|
self._symbol = self.add_equity("SPY", Resolution.SECOND).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
|
|
self.default_order_properties = InteractiveBrokersOrderProperties()
|
|
# account group created manually in IB/TWS
|
|
self.default_order_properties.fa_group = "TestGroupEQ"
|
|
# supported allocation methods are: EqualQuantity, NetLiq, AvailableEquity, PctChange
|
|
self.default_order_properties.fa_method = "EqualQuantity"
|
|
|
|
# set a default FA Allocation Profile
|
|
# DefaultOrderProperties = InteractiveBrokersOrderProperties()
|
|
# allocation profile created manually in IB/TWS
|
|
# self.default_order_properties.fa_profile = "TestProfileP"
|
|
|
|
# send all orders to a single managed account
|
|
# DefaultOrderProperties = InteractiveBrokersOrderProperties()
|
|
# a sub-account linked to the Financial Advisor master account
|
|
# self.default_order_properties.account = "DU123456"
|
|
|
|
def on_data(self, data):
|
|
# on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
|
|
|
|
if not self.portfolio.invested:
|
|
# when logged into IB as a Financial Advisor, this call will use order properties
|
|
# set in the DefaultOrderProperties property of QCAlgorithm
|
|
self.set_holdings("SPY", 1)
|