Marco Grassi
e823dfdfb7
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57 lines
2.5 KiB
Python
57 lines
2.5 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 AlgorithmImports import *
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from QuantConnect.Data.Custom.SEC import *
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### <summary>
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### Provides an example algorithm showcasing the Security.Data features
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### </summary>
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class DynamicSecurityDataAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.Ticker = "GOOGL"
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self.SetStartDate(2015, 10, 22)
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self.SetEndDate(2015, 10, 30)
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self.GOOGL = self.AddEquity(self.Ticker, Resolution.Daily)
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self.AddData(SECReport8K, self.Ticker, Resolution.Daily)
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self.AddData(SECReport10K, self.Ticker, Resolution.Daily)
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self.AddData(SECReport10Q, self.Ticker, Resolution.Daily)
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def OnData(self, data):
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# The Security object's Data property provides convenient access
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# to the various types of data related to that security. You can
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# access not only the security's price data, but also any custom
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# data that is mapped to the security, such as our SEC reports.
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# 1. Get the most recent data point of a particular type:
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# 1.a Using the generic method, Get(T): => T
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googlSec8kReport = self.GOOGL.Data.Get(SECReport8K)
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googlSec10kReport = self.GOOGL.Data.Get(SECReport10K)
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self.Log("{}: 8K: {}".format(self.Time, googlSec8kReport))
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self.Log("{}: 10K: {}".format(self.Time, googlSec10kReport))
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# 2. Get the list of data points of a particular type for the most recent time step:
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# 2.a Using the generic method, GetAll(T): => IReadOnlyList<T>
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googlSec8kReports = self.GOOGL.Data.GetAll(SECReport8K)
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googlSec10kReports = self.GOOGL.Data.GetAll(SECReport10K)
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self.Log("{}: 8K: {}".format(self.Time, len(googlSec8kReports)))
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self.Log("{}: 10K: {}".format(self.Time, len(googlSec10kReports)))
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if not self.Portfolio.Invested:
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self.Buy(self.GOOGL.Symbol, 10)
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