AlexCatarino
66a0c7377d
- Changes the destination folder - Remove Symbol converter - Refactors Get method to return `Task<string>` - Since `HttpRequester` returns `Task<string>`, it makes more sense to pass this result than returning a `IEnumerable<string>`.
59 lines
2.4 KiB
C#
59 lines
2.4 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.Custom.TradingEconomics;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// This example algorithm shows how to import and use Trading Economics data.
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/// </summary>
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/// <meta name="tag" content="strategy example" />
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="custom data" />
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/// <meta name="tag" content="tradingeconomics" />
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public class TradingEconomicsCalendarIndicatorAlgorithm : 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(2018, 1, 1);
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SetEndDate(2019, 1, 1);
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AddData<TradingEconomicsCalendar>(TradingEconomics.Calendar.UnitedStates.InterestRate);
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AddData<TradingEconomicsIndicator>(TradingEconomics.Indicator.UnitedStates.InterestRate);
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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">Trading Economics Calendar object</param>
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public void OnData(TradingEconomicsCalendar data)
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{
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Log($"{Time} - {data}");
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}
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/// <summary>
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/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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/// </summary>
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/// <param name="data">Trading Economics Indicator object</param>
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public void OnData(TradingEconomicsIndicator data)
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{
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Log($"{Time} - {data}");
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}
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}
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} |