# 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 * from System.Collections.Generic import List from QuantConnect.Data.Custom.IconicTypes import * ### ### Provides an example algorithm showcasing the Security.Data features ### class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2015, 10, 22) self.SetEndDate(2015, 10, 30) self.Ticker = "GOOGL" self.Equity = self.AddEquity(self.Ticker, Resolution.Daily) customLinkedEquity = self.AddData(LinkedData, self.Ticker, Resolution.Daily) firstLinkedData = LinkedData() firstLinkedData.Count = 100 firstLinkedData.Symbol = customLinkedEquity.Symbol firstLinkedData.EndTime = self.StartDate secondLinkedData = LinkedData() secondLinkedData.Count = 100 secondLinkedData.Symbol = customLinkedEquity.Symbol secondLinkedData.EndTime = self.StartDate # Adding linked data manually to cache for example purposes, since # LinkedData is a type used for testing and doesn't point to any real data. customLinkedEquityType = list(customLinkedEquity.Subscriptions)[0].Type customLinkedData = List[LinkedData]() customLinkedData.Add(firstLinkedData) customLinkedData.Add(secondLinkedData) self.Equity.Cache.AddDataList(customLinkedData, customLinkedEquityType, False) def OnData(self, data): # The Security object's Data property provides convenient access # to the various types of data related to that security. You can # access not only the security's price data, but also any custom # data that is mapped to the security, such as our SEC reports. # 1. Get the most recent data point of a particular type: # 1.a Using the generic method, Get(T): => T customLinkedData = self.Equity.Data.Get(LinkedData) self.Log("{}: LinkedData: {}".format(self.Time, str(customLinkedData))) # 2. Get the list of data points of a particular type for the most recent time step: # 2.a Using the generic method, GetAll(T): => IReadOnlyList customLinkedDataList = self.Equity.Data.GetAll(LinkedData) self.Log("{}: LinkedData: {}".format(self.Time, len(customLinkedDataList))) if not self.Portfolio.Invested: self.Buy(self.Equity.Symbol, 10)