Jing Wu
33 lines
1.2 KiB
Python
33 lines
1.2 KiB
Python
from datetime import timedelta
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import numpy as np
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class BasicTemplateAlgorithm(QCAlgorithm):
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def Initialize(self):
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# Set the cash we'd like to use for our backtest
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self.SetCash(100000)
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# Start and end dates for the backtest.
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self.SetStartDate(2013, 10, 07)
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self.SetEndDate(2013, 10, 11)
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# Add FOREX contract you want to trade
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# find available contracts here https://www.quantconnect.com/data#forex/oanda/cfd
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self.AddForex("EURUSD", Resolution.Minute)
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self.AddForex("GBPUSD", Resolution.Minute)
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self.AddForex("EURGBP", Resolution.Minute)
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self.History(5, Resolution.Daily)
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self.History(5, Resolution.Hour)
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self.History(5, Resolution.Minute)
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history = self.History(TimeSpan.FromSeconds(5), Resolution.Second)
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for data in sorted(history, key=lambda x: x.Time):
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for key in data.Keys:
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self.Log(str(key.Value) + ": " + str(data.Time) + " > " + str(data[key].Value))
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def OnData(self, data):
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# Print to console to verify that data is coming in
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for key in data.Keys:
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self.Log(str(key.Value) + ": " + str(data.Time) + " > " + str(i[key].Value)) |