QuantConnect
36 lines
1.2 KiB
VB.net
36 lines
1.2 KiB
VB.net
' 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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'BasicTemplate Algorithm Class in Visual Basic
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Imports QuantConnect.Data.Market
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Public Class BasicTemplateAlgorithm
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Inherits QCAlgorithm
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' Initialize your algorithm
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Public Overrides Sub Initialize()
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SetCash(100000)
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SetStartDate(2013, 10, 7)
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SetEndDate(2013, 10, 11)
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AddSecurity(SecurityType.Equity, "SPY", Resolution.Second)
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End Sub
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' Handle TradeBar Data Eventss
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Public Sub OnData(data As TradeBars)
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If Not Portfolio.Invested Then
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SetHoldings("SPY", 1)
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End If
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End Sub
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End Class
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