Jared Broad
64 lines
2.4 KiB
C#
64 lines
2.4 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.Collections.Generic;
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using NodaTime;
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using QuantConnect.Data;
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using QuantConnect.Data.Custom;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Use event/fundamental calendar information (DailyFx) to design event based forex algorithms.
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/// </summary>
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="importing data" />
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/// <meta name="tag" content="custom data" />
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/// <meta name="tag" content="forex" />
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/// <meta name="tag" content="dailyfx" />
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public class DailyFxAlgorithm : QCAlgorithm
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{
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private int _sliceCount;
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private int _eventCount;
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private readonly Dictionary<string, DailyFx> _uniqueConfirmation = new Dictionary<string, DailyFx>();
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/// <summary>
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/// Add the Daily FX type to our algorithm and use its events.
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/// </summary>
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public override void Initialize()
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{
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SetStartDate(2016, 05, 26); //Set Start Date
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SetEndDate(2016, 05, 27); //Set End Date
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SetCash(100000); //Set Strategy Cash
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AddData<DailyFx>("DFX", Resolution.Second, DateTimeZone.Utc);
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}
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public override void OnData(Slice slice)
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{
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var result = slice.Get<DailyFx>();
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Debug(string.Format("SLICE >> {0} : {1}", _sliceCount++, result));
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}
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/// <summary>
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/// Trigger an event on a complete calendar event which has an actual value.
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/// </summary>
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public void OnData(DailyFx calendar)
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{
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// Used to validate the data is unique.
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_uniqueConfirmation.Add(calendar.ToString(), calendar);
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Debug(string.Format("ONDATA >> {0}: {1}", _eventCount++, calendar));
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}
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}
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} |