snugs
50 lines
1.7 KiB
FSharp
50 lines
1.7 KiB
FSharp
// QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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// Lean Algorithmic Trading Engine v2.0. Copyright 2015 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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namespace System
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namespace System.Collections.Generic
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namespace QuantConnnect
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namespace QuantConnect.Orders
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namespace QuantConnect.Algorithm
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namespace QuantConnect.Securities
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namespace QuantConnect.Algorithm.FSharp
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open System
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open System.Collections.Generic
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open QuantConnect
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open QuantConnect.Securities
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open QuantConnect.Data.Market
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open QuantConnect.Algorithm
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open QuantConnect.Orders
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// Declare algorithm name
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type BasicTemplateAlgorithm() =
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//Reuse all the base class of QCAlgorithm
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inherit QCAlgorithm()
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//Implement core methods:
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override this.Initialize() =
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this.SetCash(100000)
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this.SetStartDate(2013, 10, 07)
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this.SetEndDate(2013, 10, 11)
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this.AddSecurity(SecurityType.Equity, "SPY", Resolution.Second)
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//TradeBars Data Event
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member this.OnData(bar:TradeBars) =
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if not this.Portfolio.Invested then
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this.SetHoldings(SymbolCache.Get("SPY"), 1);
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else
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() |