/*
* 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 System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Custom.Quiver;
namespace QuantConnect.Algorithm.CSharp.AltData
{
///
/// Quiver Quantitative is a provider of alternative data.
/// This algorithm shows how to consume the
///
public class QuiverWallStreetBetsDataAlgorithm : QCAlgorithm
{
///
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
///
public override void Initialize()
{
SetStartDate(2019, 1, 1);
SetEndDate(2020, 6, 1);
SetCash(100000);
var aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
var quiverWSBSymbol = AddData(aapl).Symbol;
var history = History(quiverWSBSymbol, 60, Resolution.Daily);
Debug($"We got {history.Count()} items from our history request");
}
public override void OnData(Slice data)
{
var points = data.Get();
foreach (var point in points.Values)
{
// Go long in the stock if it was mentioned more than 5 times in the WallStreetBets daily discussion
if (point.Mentions > 5)
{
SetHoldings(point.Symbol.Underlying, 1);
}
// Go short in the stock if it was mentioned less than 5 times in the WallStreetBets daily discussion
if (point.Mentions < 5)
{
SetHoldings(point.Symbol.Underlying, -1);
}
}
}
}
}