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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using QuantConnect.Data;
using System;
namespace QuantConnect.Algorithm.CSharp
{
/// <summary>
/// Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses
/// QuoteBars you should request slices or
/// </summary>
/// <meta name="tag" content="using data" />
/// <meta name="tag" content="history and warm up" />
/// <meta name="tag" content="history" />
/// <meta name="tag" content="forex" />
public class BasicTemplateForexAlgorithm : QCAlgorithm
{
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2014, 5, 7); //Set Start Date
SetEndDate(2014, 5, 15); //Set End Date
SetCash(100000); //Set Strategy Cash
// Find more symbols here: http://quantconnect.com/data
AddForex("EURUSD");
AddForex("NZDUSD");
var dailyHistory = History(5, Resolution.Daily);
var hourHistory = History(5, Resolution.Hour);
var minuteHistory = History(5, Resolution.Minute);
var secondHistory = History(5, Resolution.Second);
// Log values from history request of second-resolution data
foreach (var data in secondHistory)
{
foreach (var key in data.Keys)
{
Log(key.Value + ": " + data.Time + " > " + data[key].Value);
}
}
}
/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">Slice object keyed by symbol containing the stock data</param>
public override void OnData(Slice slice)
{
if (!Portfolio.Invested)
{
SetHoldings("EURUSD", .5);
SetHoldings("NZDUSD", .5);
Log(string.Join(", ", slice.Values));
}
}
}
}