Ricardo Andrés Marino Rojas
b14bda2dc0
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* Add SetAccountCurrency overload - Add SetAccountCurrencyOverload to allow the user to set also account currency quantity - Add regression and unit tests to cover the changes * Add regression algos * Simplifiy SetAccountCurrency implementation * Minor changes * Minor changes
43 lines
1.8 KiB
Python
43 lines
1.8 KiB
Python
# 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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from AlgorithmImports import *
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### <summary>
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### Basic algorithm using SetAccountCurrency
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### </summary>
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class BasicSetAccountCurrencyAlgorithm(QCAlgorithm):
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def Initialize(self):
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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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self.SetStartDate(2018, 4, 4) #Set Start Date
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self.SetEndDate(2018, 4, 4) #Set End Date
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self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)
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self.SetAccountCurrencyAndAmount()
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self._btcEur = self.AddCrypto("BTCEUR").Symbol
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def SetAccountCurrencyAndAmount(self):
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# Before setting any cash or adding a Security call SetAccountCurrency
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self.SetAccountCurrency("EUR")
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self.SetCash(100000) #Set Strategy Cash
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def OnData(self, data):
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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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Arguments:
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data: Slice object keyed by symbol containing the stock data
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'''
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if not self.Portfolio.Invested:
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self.SetHoldings(self._btcEur, 1)
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