Martin Molinero
69 lines
2.7 KiB
C#
69 lines
2.7 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;
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using QuantConnect.Data.Custom.Estimize;
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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 Estimize data types.
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/// </summary>
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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="estimize" />
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public class EstimizeDataAlgorithm : 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(2017, 1, 1);
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SetEndDate(2017, 12, 31);
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AddData<EstimizeRelease>("AAPL");
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AddData<EstimizeEstimate>("AAPL");
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AddData<EstimizeConsensus>("AAPL");
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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">EstimizeRelease object containing the stock release data</param>
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public void OnData(EstimizeRelease data)
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{
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Log($"{Time} - {data}");
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}
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/// <summary>
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/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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/// </summary>
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/// <param name="data">EstimizeEstimate object containing the stock release data</param>
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public void OnData(EstimizeEstimate data)
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{
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Log($"{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">EstimizeConsensus object containing the stock release data</param>
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public void OnData(EstimizeConsensus data)
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{
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Log($"{Time} - {data}");
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}
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}
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} |