Ronit Jain
3837c32b36
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* Add india market data * use local data for algo * Add India market regression algo * update india market data * Update readme * add python algo for BasicTemplateIndiaAlgorithm * Add India data regression python algo * data india data files * update tickers * Fix algo template * remove data * fix stats * update stats * remove unused data
50 lines
2.3 KiB
Python
50 lines
2.3 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from AlgorithmImports import *
|
|
|
|
### <summary>
|
|
### Basic template framework algorithm uses framework components to define the algorithm.
|
|
### </summary>
|
|
### <meta name="tag" content="using data" />
|
|
### <meta name="tag" content="using quantconnect" />
|
|
### <meta name="tag" content="trading and orders" />
|
|
class BasicTemplateIndiaAlgorithm(QCAlgorithm):
|
|
'''Basic template framework algorithm uses framework components to define the algorithm.'''
|
|
|
|
def Initialize(self):
|
|
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
|
|
|
|
self.SetStartDate(2019, 1, 23) #Set Start Date
|
|
self.SetEndDate(2019, 10, 31) #Set End Date
|
|
self.SetCash(100000) #Set Strategy Cash
|
|
# Find more symbols here: http://quantconnect.com/data
|
|
self.AddEquity("YESBANK", Resolution.Minute, Market.India)
|
|
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
|
|
|
|
# Set Order Prperties as per the requirements for order placement
|
|
self.DefaultOrderProperties = IndiaOrderProperties(Exchange.NSE)
|
|
|
|
def OnData(self, data):
|
|
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
|
|
|
|
Arguments:
|
|
data: Slice object keyed by symbol containing the stock data
|
|
'''
|
|
if not self.Portfolio.Invested:
|
|
self.SetHoldings("YESBANK", 1)
|
|
|
|
def OnOrderEvent(self, orderEvent):
|
|
if orderEvent.Status == OrderStatus.Filled:
|
|
self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
|