QuantConnect
52 lines
1.6 KiB
C#
52 lines
1.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections;
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using System.Collections.Generic;
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using System.Diagnostics;
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using QuantConnect.Data.Market;
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using QuantConnect.Orders;
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namespace QuantConnect
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{
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using QuantConnect.Securities;
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public partial class TestOnEndOfDay : QCAlgorithm, IAlgorithm
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{
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string symbol = "SPY";
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public override void Initialize()
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{
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SetStartDate(2013, 1, 1);
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SetEndDate(2014, 1, 1);
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SetCash(30000);
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AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
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}
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public override void OnTradeBar(Dictionary<string, TradeBar> data)
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{
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if (Portfolio.HoldStock == false)
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{
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Order(symbol, 50);
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}
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}
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public override void OnEndOfDay()
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{
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Debug(Time.Date.ToShortDateString() + " EOD Message.");
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}
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}
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} |