/* * 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); } } } } }