# 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 * ### ### Example algorithm to demostrate the event handlers of Brokerage activities ### ### class BrokerageActivityEventHandlingAlgorithm(QCAlgorithm): ### ### Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. ### def Initialize(self): self.SetStartDate(2013, 10, 07) self.SetEndDate(2013, 10, 11) self.SetCash(100000) self.AddEquity("SPY", Resolution.Minute) ### ### 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 def OnData(self, data): if not self.Portfolio.Invested: self.SetHoldings("SPY", 1) ### ### Brokerage message event handler. This method is called for all types of brokerage messages. ### def OnBrokerageMessage(self, messageEvent): self.Debug(f"Brokerage meesage received - {messageEvent.ToString()}") ### ### Brokerage disconnected event handler. This method is called when the brokerage connection is lost. ### def OnBrokerageDisconnect(self): self.Debug(f"Brokerage disconnected!") ### ### Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection. ### def OnBrokerageReconnect(self): self.Debug(f"Brokerage reconnected!")