snugs
df79ce30c2
This includes updating all usages of symbol as a security identifier to use the new type. The type includes a unique field, SID, as well as the current ticker's value. This allows for consistent addressability while also allowing the ticker to evolve over time with the mapping changes. Effort was made to maintain compile and runtime backwards compatibility.
52 lines
1.8 KiB
FSharp
52 lines
1.8 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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member this.symbol = new Symbol("SPY")
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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, this.symbol, 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(this.symbol, 1);
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else
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() |