Add basic template algorithm for Cfd and FutureOption (#6454)

Algorithm.Python/BasicTemplateCfdAlgorithm.py

@@ -0,0 +1,53 @@
+# 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>
+### The demonstration algorithm shows some of the most common order methods when working with CFD assets.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="using quantconnect" />
+### <meta name="tag" content="trading and orders" />
+
+class BasicTemplateCfdAlgorithm(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 initialized.'''
+        self.SetAccountCurrency('EUR')
+
+        self.SetStartDate(2019, 2, 20)
+        self.SetEndDate(2019, 2, 21)
+        self.SetCash('EUR', 100000)
+
+        self.symbol = self.AddCfd('DE30EUR').Symbol
+
+        # Historical Data
+        history = self.History(self.symbol, 60, Resolution.Daily)
+        self.Log(f"Received {len(history)} bars from CFD historical data call.")
+
+    def OnData(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        Arguments:
+            slice: Slice object keyed by symbol containing the stock data
+        '''
+        # Access Data
+        if data.QuoteBars.ContainsKey(self.symbol):
+            quoteBar = data.QuoteBars[self.symbol]
+            self.Log(f"{quoteBar.EndTime} :: {quoteBar.Close}")
+
+        if not self.Portfolio.Invested:
+            self.SetHoldings(self.symbol, 1)
+
+    def OnOrderEvent(self, orderEvent):
+        self.Debug("{} {}".format(self.Time, orderEvent.ToString()))