Stefano Raggi
68 lines
2.6 KiB
C#
68 lines
2.6 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 QuantConnect.Data;
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using QuantConnect.Brokerages;
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namespace QuantConnect.Algorithm.CSharp
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{
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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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public class BasicTemplateCryptoAlgorithm : QCAlgorithm
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{
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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(2016, 10, 7); //Set Start Date
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SetEndDate(2016, 10, 7); //Set End Date
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SetCash(100000); //Set Strategy Cash
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SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
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// Find more symbols here: http://quantconnect.com/data
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AddCrypto("BTCUSD");
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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 (Time.Minute == 0)
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{
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if (!Portfolio.Invested)
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{
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SetHoldings("BTCUSD", 1m);
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}
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else
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{
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Liquidate();
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}
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var btcHoldings = Portfolio.CashBook["BTC"].Amount;
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var usdCash = Portfolio.CashBook["USD"].Amount;
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Log($"{Time} - BTC holdings: {btcHoldings:F8} - USD cash: {usdCash:F2}");
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}
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}
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}
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} |