Jared Broad
51 lines
1.6 KiB
C#
51 lines
1.6 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 QuantConnect.Data.Market;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression test for consistency of hour data over a reverse split event in US equities.
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/// </summary>
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="regression test" />
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public class HourReverseSplitRegressionAlgorithm : QCAlgorithm
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{
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private Symbol _symbol;
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public override void Initialize()
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{
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SetStartDate(2013, 11, 7);
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SetEndDate(2013, 11, 8);
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SetCash(100000);
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SetBenchmark(x => 0);
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_symbol = AddEquity("VXX", Resolution.Hour).Symbol;
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}
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public void OnData(TradeBars tradeBars)
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{
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TradeBar bar;
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if (!tradeBars.TryGetValue(_symbol, out bar)) return;
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if (!Portfolio.Invested && Time.Date == EndDate.Date)
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{
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Buy(_symbol, 1);
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}
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}
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}
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}
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