/*
* 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.Collections.Generic;
using QuantConnect.Data;
using QuantConnect.Data.Custom.SEC;
using QuantConnect.Securities;
namespace QuantConnect.Algorithm.CSharp
{
///
/// Provides an example algorithm showcasing the features
///
public class DynamicSecurityDataAlgorithm : QCAlgorithm
{
private Security GOOGL;
private const string Ticker = "GOOGL";
public override void Initialize()
{
SetStartDate(2015, 10, 22);
SetEndDate(2015, 10, 30);
GOOGL = AddEquity(Ticker, Resolution.Daily);
AddData(Ticker, Resolution.Daily);
AddData(Ticker, Resolution.Daily);
AddData(Ticker, Resolution.Daily);
}
public override void OnData(Slice slice)
{
// 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 C# generic method, Get:
SECReport8K googlSec8kReport = GOOGL.Data.Get();
SECReport10K googlSec10kReport = GOOGL.Data.Get();
Log($"{Time:o}: 8K: {googlSec8kReport}");
Log($"{Time:o}: 10K: {googlSec10kReport}");
// 2. Get the list of data points of a particular type for the most recent time step:
// 2.a Using the C# generic method, GetAll:
List googlSec8kReports = GOOGL.Data.GetAll();
List googlSec10kReports = GOOGL.Data.GetAll();
Log($"{Time:o}: List: 8K: {googlSec8kReports.Count}");
Log($"{Time:o}: List: 10K: {googlSec10kReports.Count}");
if (!Portfolio.Invested)
{
Buy(GOOGL.Symbol, 10);
}
}
}
}