snugs
69 lines
2.8 KiB
C#
69 lines
2.8 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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namespace QuantConnect.Algorithm.Examples
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{
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/// <summary>
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/// 3.0 CUSTOM DATA SOURCE: USE YOUR OWN MARKET DATA (OPTIONS, FOREX, FUTURES, DERIVATIVES etc).
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///
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/// The new QuantConnect Lean Backtesting Engine is incredibly flexible and allows you to define your own data source.
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///
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/// This includes any data source which has a TIME and VALUE. These are the *only* requirements. To demonstrate this we're loading
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/// in "Bitcoin" data.
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///
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/// </summary>
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public class CustomDataBitcoinAlgorithm : 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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//Weather data we have is within these days:
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SetStartDate(2011, 9, 13);
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SetEndDate(DateTime.Now.Date.AddDays(-1));
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//Set the cash for the strategy:
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SetCash(100000);
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//Define the symbol and "type" of our generic data:
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AddData<Bitcoin>("BTC");
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}
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/// <summary>
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/// Event Handler for Bitcoin Data Events: These weather objects are created from our
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/// "Weather" type below and fired into this event handler.
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/// </summary>
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/// <param name="data">One(1) Weather Object, streamed into our algorithm synchronised in time with our other data streams</param>
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public void OnData(Bitcoin data)
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{
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//If we don't have any weather "SHARES" -- invest"
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if (!Portfolio.Invested)
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{
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//Weather used as a tradable asset, like stocks, futures etc.
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if (data.Close != 0)
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{
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Order("BTC", (Portfolio.Cash / Math.Abs(data.Close + 1)));
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}
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Console.WriteLine("Buying BTC 'Shares': BTC: " + data.Close);
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}
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Console.WriteLine("Time: " + Time.ToLongDateString() + " " + Time.ToLongTimeString() + data.Close.ToString());
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}
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}
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} |