Files
quantconnect--lean/Algorithm/Examples/DividendAlgorithm.cs
T
snugs 2a561ee8b4 Div/Split to use method invokers
Also now firing events using the data dictionaries
2015-04-24 12:29:18 -04:00

64 lines
2.7 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 System;
using QuantConnect.Data.Market;
namespace QuantConnect.Algorithm.Examples
{
/// <summary>
/// Basic template algorithm simply initializes the date range and cash
/// </summary>
public class DividendAlgorithm : 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(1998, 01, 01); //Set Start Date
SetEndDate(2006, 01, 01); //Set End Date
SetCash(100000); //Set Strategy Cash
// Find more symbols here: http://quantconnect.com/data
AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);
Securities["MSFT"].SetDataNormalizationMode(DataNormalizationMode.TotalReturn);
}
/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">TradeBars IDictionary object with your stock data</param>
public void OnData(TradeBars data)
{
if (!Portfolio.Invested)
{
SetHoldings("MSFT", .5);
Debug("Purchased Stock");
}
}
public void OnData(Dividends data) // update this to Dividends dictionary
{
var dividend = data["MSFT"];
Console.WriteLine("{0} >> DIVIDEND >> {1} - {2} - {3} - {4}", dividend.Time.ToString("o"), dividend.Symbol, dividend.Distribution.ToString("C"), Portfolio.Cash, Portfolio["MSFT"].Price.ToString("C"));
}
public void OnData(Splits data)
{
var split = data["MSFT"];
Console.WriteLine("{0} >> SPLIT >> {1} - {2} - {3} - {4}", split.Time.ToString("o"), split.Symbol, split.SplitFactor, Portfolio.Cash, Portfolio["MSFT"].Quantity);
}
}
}