Michael Handschuh
1e83bb7b25
Since we start Monday and end on a Friday we aren't properly covering the edge cases. As it currently stands, if we start on a date then we receive data for that date, so a daily algo starting on the 8th receives it's first data point on the 9th at 00:00 (daily bar is 8th 00:00 to 9th 00:00). Like wise, the requested end date is the 17th and we include data from the 17th, so the last data point is the 18th at 00:00 (daily bar is 17th 00:00 to 18th 00:00).
54 lines
2.2 KiB
C#
54 lines
2.2 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 QuantConnect.Data;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Demonstration of requesting daily resolution data for US Equities.
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/// This is a simple regression test algorithm using a skeleton algorithm and requesting daily data.
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/// </summary>
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/// <meta name="tag" content="using data" />
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public class BasicTemplateDailyAlgorithm : QCAlgorithm
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{
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private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
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/// <summary>
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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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/// </summary>
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public override void Initialize()
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{
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SetStartDate(2013, 10, 08); //Set Start Date
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SetEndDate(2013, 10, 17); //Set End Date
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SetCash(100000); //Set Strategy Cash
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// Find more symbols here: http://quantconnect.com/data
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AddEquity("SPY", Resolution.Daily);
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}
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/// <summary>
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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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/// </summary>
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/// <param name="data">Slice object keyed by symbol containing the stock data</param>
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public override void OnData(Slice data)
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{
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if (!Portfolio.Invested)
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{
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SetHoldings(_spy, 1);
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Debug("Purchased Stock");
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}
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}
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}
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} |