/* * 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 QuantConnect.Data; using QuantConnect.Brokerages; namespace QuantConnect.Algorithm.CSharp { /// /// Basic template algorithm simply initializes the date range and cash. This is a skeleton /// framework you can use for designing an algorithm. /// /// /// /// public class BasicTemplateCryptoAlgorithm : 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(2016, 10, 7); //Set Start Date SetEndDate(2016, 10, 7); //Set End Date SetCash(100000); //Set Strategy Cash SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash); // Find more symbols here: http://quantconnect.com/data AddCrypto("BTCUSD"); } /// /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// /// Slice object keyed by symbol containing the stock data public override void OnData(Slice data) { if (Time.Minute == 0) { if (!Portfolio.Invested) { SetHoldings("BTCUSD", 1m); } else { Liquidate(); } var btcHoldings = Portfolio.CashBook["BTC"].Amount; var usdCash = Portfolio.CashBook["USD"].Amount; Log($"{Time} - BTC holdings: {btcHoldings:F8} - USD cash: {usdCash:F2}"); } } } }