Michael Handschuh
5910bc620f
Handles signals generated by the algorithm. The default implementation sends a SignalPacket to the messaging handler.
73 lines
3.0 KiB
C#
73 lines
3.0 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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using QuantConnect.Algorithm.Framework;
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using QuantConnect.Algorithm.Framework.Portfolio;
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using QuantConnect.Algorithm.Framework.Selection;
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using QuantConnect.Algorithm.Framework.Signals;
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using QuantConnect.Orders;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Basic template framework algorithm uses framework components to define the algorithm.
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/// </summary>
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="using quantconnect" />
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/// <meta name="tag" content="trading and orders" />
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public class BasicTemplateFrameworkAlgorithm : QCAlgorithmFramework
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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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// Set requested data resolution
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UniverseSettings.Resolution = Resolution.Minute;
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SetStartDate(2013, 10, 07); //Set Start Date
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SetEndDate(2013, 10, 11); //Set End Date
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SetCash(100000); //Set Strategy Cash
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// Find more symbols here: http://quantconnect.com/data
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// Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
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// Futures Resolution: Tick, Second, Minute
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// Options Resolution: Minute Only.
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var symbols = new []
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{
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QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA)
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};
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// set algorithm framework models
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PortfolioSelection = new ManualPortfolioSelectionModel(symbols);
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var bactestPeriod = EndDate.Date.AddDays(1) - StartDate;
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Signal = new ConstantSignalModel(SignalType.Price, SignalDirection.Up, bactestPeriod);
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PortfolioConstruction = new SimplePortfolioConstructionModel();
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// these are the default values for Execution and RiskManagement models
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//Execution = new ImmediateExecutionModel();
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//RiskManagement = new NullRiskManagementModel();
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}
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public override void OnOrderEvent(OrderEvent orderEvent)
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{
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if (orderEvent.Status.IsFill())
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{
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Debug($"Purchased Stock: {orderEvent.Symbol}");
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}
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}
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}
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} |