Stefano Raggi
68 lines
3.2 KiB
Python
68 lines
3.2 KiB
Python
# 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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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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### <summary>
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### This algorithm demonstrates how to submit orders to a Financial Advisor account group, allocation profile or a single managed account.
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### </summary>
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="using quantconnect" />
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### <meta name="tag" content="trading and orders" />
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### <meta name="tag" content="financial advisor" />
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class FinancialAdvisorDemoAlgorithm(QCAlgorithm):
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def Initialize(self):
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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 be initialized.
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self.SetStartDate(2013,10,07) #Set Start Date
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self.SetEndDate(2013,10,11) #Set End Date
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self.SetCash(100000) #Set Strategy Cash
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self.symbol = self.AddEquity("SPY", Resolution.Second).Symbol
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# The default order properties can be set here to choose the FA settings
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# to be automatically used in any order submission method (such as SetHoldings, Buy, Sell and Order)
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# Use a default FA Account Group with an Allocation Method
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self.DefaultOrderProperties = InteractiveBrokersOrderProperties()
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# account group created manually in IB/TWS
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self.DefaultOrderProperties.FaGroup = "TestGroupEQ"
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# supported allocation methods are: EqualQuantity, NetLiq, AvailableEquity, PctChange
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self.DefaultOrderProperties.FaMethod = "EqualQuantity"
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# set a default FA Allocation Profile
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# DefaultOrderProperties = InteractiveBrokersOrderProperties()
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# allocation profile created manually in IB/TWS
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# self.DefaultOrderProperties.FaProfile = "TestProfileP"
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# send all orders to a single managed account
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# DefaultOrderProperties = InteractiveBrokersOrderProperties()
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# a sub-account linked to the Financial Advisor master account
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# self.DefaultOrderProperties.Account = "DU123456"
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def OnData(self, data):
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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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if not self.Portfolio.Invested:
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# when logged into IB as a Financial Advisor, this call will use order properties
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# set in the DefaultOrderProperties property of QCAlgorithm
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self.SetHoldings("SPY", 1)
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