Gustavo
67 lines
2.6 KiB
C#
67 lines
2.6 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 System;
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using QuantConnect.Data.Custom;
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using QuantConnect.Indicators;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Using the underlying dynamic data class "Quandl" QuantConnect take care of the data
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/// importing and definition for you. Simply point QuantConnect to the Quandl Short Code.
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/// The Quandl object has properties which match the spreadsheet headers.
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/// If you have multiple quandl streams look at data.Symbol to distinguish them.
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/// </summary>
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/// <meta name="tag" content="custom data" />
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="quandl" />
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public class QuandlImporterAlgorithm : QCAlgorithm
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{
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private SimpleMovingAverage _sma;
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string _quandlCode = "YAHOO/INDEX_SPY";
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/// Initialize the data and resolution you require for your strategy:
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public override void Initialize()
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{
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//Start and End Date range for the backtest:
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SetStartDate(2013, 1, 1);
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SetEndDate(DateTime.Now.Date.AddDays(-1));
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//Cash allocation
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SetCash(25000);
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//Add Generic Quandl Data:
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AddData<Quandl>(_quandlCode, Resolution.Daily);
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_sma = SMA(_quandlCode, 14);
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}
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/// Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol
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public void OnData(Quandl data)
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{
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if (!Portfolio.HoldStock)
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{
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//Order function places trades: enter the string symbol and the quantity you want:
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SetHoldings(_quandlCode, 1);
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//Debug sends messages to the user console: "Time" is the algorithm time keeper object
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Debug("Purchased " + _quandlCode + " >> " + Time.ToShortDateString());
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}
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Plot("SPY", _sma);
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}
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}
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} |