snugs
59 lines
2.2 KiB
C#
59 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 System;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression algorithm for custom data
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/// </summary>
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public class CustomDataRegressionAlgorithm : 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(2011, 9, 13);
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SetEndDate(2015, 12, 01);
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//Set the cash for the strategy:
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SetCash(100000);
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//Define the symbol and "type" of our generic data:
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var resolution = LiveMode ? Resolution.Second : Resolution.Daily;
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AddData<Bitcoin>("BTC", resolution);
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}
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/// <summary>
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/// Event Handler for Bitcoin Data Events: These Bitcoin objects are created from our
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/// "Bitcoin" type below and fired into this event handler.
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/// </summary>
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/// <param name="data">One(1) Bitcoin Object, streamed into our algorithm synchronised in time with our other data streams</param>
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public void OnData(Bitcoin data)
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{
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//If we don't have any bitcoin "SHARES" -- invest"
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if (!Portfolio.Invested)
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{
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//Bitcoin used as a tradable asset, like stocks, futures etc.
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if (data.Close != 0)
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{
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Order("BTC", (Portfolio.Cash / Math.Abs(data.Close + 1)));
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}
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}
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}
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}
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} |