QuantConnect
25 lines
632 B
Python
25 lines
632 B
Python
import clr
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clr.AddReference("System")
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clr.AddReference("QuantConnect.Interfaces")
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clr.AddReference("QuantConnect.Algorithm")
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clr.AddReference("QuantConnect.Indicators")
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clr.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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from QuantConnect.Indicators import *
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class BasicTemplateAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetCash(100000)
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self.SetStartDate(2013,10,07)
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self.SetEndDate(2013,10,11)
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self.AddSecurity(SecurityType.Equity, "SPY")
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def OnData(self, slice):
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if not self.Portfolio.Invested:
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self.SetHoldings("SPY", 1)
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