Louis Szeto
baf2dbcefa
* Add example algorithm on brokerage activities * Add brokerage activities event handlers on live feature algorithm * add boolean flag
56 lines
2.4 KiB
Python
56 lines
2.4 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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### <summary>
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### Example algorithm to demostrate the event handlers of Brokerage activities
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### </summary>
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### <meta name="tag" content="using quantconnect" />
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class BrokerageActivityEventHandlingAlgorithm(QCAlgorithm):
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### <summary>
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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 initialized.
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### </summary>
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def Initialize(self):
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self.SetStartDate(2013, 10, 07)
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self.SetEndDate(2013, 10, 11)
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self.SetCash(100000)
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self.AddEquity("SPY", Resolution.Minute)
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### <summary>
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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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### </summary>
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### <param name="data">Slice object keyed by symbol containing the stock data</param>
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def OnData(self, data):
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if not self.Portfolio.Invested:
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self.SetHoldings("SPY", 1)
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### <summary>
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### Brokerage message event handler. This method is called for all types of brokerage messages.
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### </summary>
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def OnBrokerageMessage(self, messageEvent):
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self.Debug(f"Brokerage meesage received - {messageEvent.ToString()}")
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### <summary>
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### Brokerage disconnected event handler. This method is called when the brokerage connection is lost.
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### </summary>
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def OnBrokerageDisconnect(self):
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self.Debug(f"Brokerage disconnected!")
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### <summary>
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### Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.
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### </summary>
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def OnBrokerageReconnect(self):
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self.Debug(f"Brokerage reconnected!") |