AlexCatarino
52d0baa3f9
The previous version has an uneccessary Linq operation to order the results from a Historical Data request. Also changes the algorithm period to match locally available data.
67 lines
2.6 KiB
C#
67 lines
2.6 KiB
C#
/*
|
|
* 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.
|
|
*/
|
|
|
|
using QuantConnect.Data;
|
|
using System;
|
|
|
|
namespace QuantConnect.Algorithm.CSharp
|
|
{
|
|
/// <summary>
|
|
/// Basic template algorithm simply initializes the date range and cash
|
|
/// </summary>
|
|
public class BasicTemplateForexAlgorithm : QCAlgorithm
|
|
{
|
|
/// <summary>
|
|
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
|
|
/// </summary>
|
|
public override void Initialize()
|
|
{
|
|
SetStartDate(2014, 5, 7); //Set Start Date
|
|
SetEndDate(2014, 5, 15); //Set End Date
|
|
SetCash(100000); //Set Strategy Cash
|
|
// Find more symbols here: http://quantconnect.com/data
|
|
AddForex("EURUSD");
|
|
AddForex("NZDUSD");
|
|
|
|
var dailyHistory = History(5, Resolution.Daily);
|
|
var hourHistory = History(5, Resolution.Hour);
|
|
var minuteHistory = History(5, Resolution.Minute);
|
|
var secondHistory = History(5, Resolution.Second);
|
|
|
|
// Log values from history request of second-resolution data
|
|
foreach (var data in secondHistory)
|
|
{
|
|
foreach (var key in data.Keys)
|
|
{
|
|
Log(key.Value + ": " + data.Time + " > " + data[key].Value);
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
|
|
/// </summary>
|
|
/// <param name="data">Slice object keyed by symbol containing the stock data</param>
|
|
public override void OnData(Slice data)
|
|
{
|
|
if (!Portfolio.Invested)
|
|
{
|
|
SetHoldings("EURUSD", .5);
|
|
SetHoldings("NZDUSD", .5);
|
|
Log(string.Join(", ", data.Values));
|
|
}
|
|
}
|
|
}
|
|
} |