Stefano Raggi
60 lines
2.5 KiB
Python
60 lines
2.5 KiB
Python
# 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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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from QuantConnect.Brokerages import *
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### <summary>
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### Basic template algorithm simply initializes the date range and cash. This is a skeleton
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### framework you can use for designing an algorithm.
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### </summary>
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="using quantconnect" />
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### <meta name="tag" content="trading and orders" />
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class BasicTemplateCryptoAlgorithm(QCAlgorithm):
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'''Basic template algorithm simply initializes the date range and cash'''
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def Initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.SetStartDate(2016, 10, 7) #Set Start Date
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self.SetEndDate(2016, 10, 7) #Set End Date
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self.SetCash(100000) #Set Strategy Cash
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self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)
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# Find more symbols here: http://quantconnect.com/data
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self.AddCrypto("BTCUSD", Resolution.Minute)
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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Arguments:
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data: Slice object keyed by symbol containing the stock data
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'''
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if self.Time.minute == 0:
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if not self.Portfolio.Invested:
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self.SetHoldings("BTCUSD", 1)
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else:
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self.Liquidate()
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btcHoldings = self.Portfolio.CashBook["BTC"].Amount
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usdCash = self.Portfolio.CashBook["USD"].Amount
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self.Log("{} - BTC holdings: {} - USD cash: {}".format(self.Time, btcHoldings, usdCash)) |