AlexCatarino
2d96c9212b
Adds the IQFeed to the Toolbox: IQFeedDataQueueHandler implements IDataQueueHandler and IHistoryProvider Changes config.json to include IQFeed configuration. At config.json "data-queue-handler" and "history-provider" should point to newly created IQFeedDataQueueHandler to make the implementation work Adds BasicTemplateForexAlgorithm.cs to test IQFeed implementation
67 lines
2.6 KiB
C#
67 lines
2.6 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 System.Linq;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Basic template algorithm simply initializes the date range and cash
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/// </summary>
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public class BasicTemplateForexAlgorithm : 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(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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AddForex("EURUSD", Resolution.Minute);
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AddForex("GBPUSD", Resolution.Minute);
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AddForex("EURGBP", Resolution.Minute);
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History(5, Resolution.Daily);
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History(5, Resolution.Hour);
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History(5, Resolution.Minute);
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var history = History(System.TimeSpan.FromSeconds(5), Resolution.Second);
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foreach (var data in history.OrderBy(x => x.Time))
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{
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foreach (var key in data.Keys)
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{
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Log(key.Value + ": " + data.Time + " > " + data[key].Value);
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}
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}
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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">Slice object keyed by symbol containing the stock data</param>
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public override void OnData(Slice data)
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{
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// Print to console to verify that data is coming in
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foreach (var key in data.Keys)
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{
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Log(key.Value + ": " + data[key].Time + " > " + data[key].Value);
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}
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}
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}
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} |