Adds DividendAlgorithm.py

Adds Python version of DividendAlgorithm

Algorithm.Python/DividendAlgorithm.py

@@ -0,0 +1,75 @@
+# 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 clr import AddReference
+AddReference("System")
+AddReference("QuantConnect.Algorithm")
+AddReference("QuantConnect.Common")
+
+from System import *
+from QuantConnect import *
+from QuantConnect.Algorithm import *
+from QuantConnect.Brokerages import *
+from QuantConnect.Data import *
+from QuantConnect.Data.Market import *
+from QuantConnect.Orders import *
+
+
+class DividendAlgorithm(QCAlgorithm):
+    '''Showcases the dividend and split event of QCAlgorithm
+    The data for this algorithm isn't in the github repo, so this will need to be run on the QC site'''
+
+    def Initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+
+        self.SetStartDate(1998,01,01)  #Set Start Date
+        self.SetEndDate(2006,01,21)    #Set End Date
+        self.SetCash(100000)           #Set Strategy Cash
+        # Find more symbols here: http://quantconnect.com/data
+        self.AddSecurity(SecurityType.Equity, "MSFT", Resolution.Daily)
+        self.Securities["MSFT"].SetDataNormalizationMode(DataNormalizationMode.Raw)
+
+        # this will use the Tradier Brokerage open order split behavior
+        # forward split will modify open order to maintain order value
+        # reverse split open orders will be cancelled
+        self.SetBrokerageModel(BrokerageName.TradierBrokerage)
+
+
+    def OnData(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+
+        Arguments:
+            data: Slice object keyed by symbol containing the stock data
+        '''
+        if self.Transactions.OrdersCount == 0:
+            self.SetHoldings("MSFT", .5)
+            # place some orders that won't fill, when the split comes in they'll get modified to reflect the split
+            self.Debug("Purchased Stock: {0}".format(self.Securities["MSFT"].Price))
+            self.StopMarketOrder("MSFT", -self.CalculateOrderQuantity("MSFT", .25), data["MSFT"].Low/2)
+            self.LimitOrder("MSFT", -self.CalculateOrderQuantity("MSFT", .25), data["MSFT"].High*2)
+
+        for kvp in data.Dividends:   # update this to Dividends dictionary
+            symbol = kvp.Key
+            value = kvp.Value.Distribution
+            self.Log("{0} >> DIVIDEND >> {1} - {2} - {3} - {4}".format(self.Time, symbol, value, self.Portfolio.Cash, self.Portfolio["MSFT"].Price))
+
+        for kvp in data.Splits:      # update this to Splits dictionary
+            symbol = kvp.Key
+            value = kvp.Value.SplitFactor
+            self.Log("{0} >> SPLIT >> {1} - {2} - {3} - {4}".format(self.Time, symbol, value, self.Portfolio.Cash, self.Portfolio["MSFT"].Quantity))
+
+
+    def OnOrderEvent(self, orderEvent):
+        # orders get adjusted based on split events to maintain order value
+        order = self.Transactions.GetOrderById(orderEvent.OrderId)
+        self.Log("{0} >> ORDER >> {1}".format(self.Time, order))

Algorithm.Python/QuantConnect.Algorithm.Python.csproj

@@ -104,6 +104,7 @@
   </ItemGroup>
   <ItemGroup>
     <Content Include="AddRemoveSecurityRegressionAlgorithm.py" />
+    <Content Include="DividendAlgorithm.py" />
     <Content Include="MACDTrendAlgorithm.py" />
     <Content Include="QuandlImporterAlgorithm.py" />
     <Content Include="OrderTicketDemoAlgorithm.py" />