Martin Molinero
53 lines
2.2 KiB
C#
53 lines
2.2 KiB
C#
/*
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* 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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*/
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using System;
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using QuantConnect.Algorithm.Framework.Alphas;
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using QuantConnect.Algorithm.Framework.Execution;
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using QuantConnect.Algorithm.Framework.Portfolio;
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using QuantConnect.Data.UniverseSelection;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Basic template algorithm which showcases <see cref="ConstituentsUniverse"/> simple use case
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/// </summary>
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public class BasicTemplateConstituentUniverseAlgorithm : QCAlgorithm
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{
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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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public override void Initialize()
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{
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SetStartDate(2013, 10, 07);
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SetEndDate(2013, 10, 11);
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// by default will use algorithms UniverseSettings
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AddUniverse(Universe.Constituent.Steel());
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// we specify the UniverseSettings it should use
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AddUniverse(Universe.Constituent.AggressiveGrowth(
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new UniverseSettings(Resolution.Hour,
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2,
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false,
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false,
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UniverseSettings.MinimumTimeInUniverse)));
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SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(1)));
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SetExecution(new ImmediateExecutionModel());
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SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
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}
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}
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} |