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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.
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data.Custom.SEC import *
### <summary>
### Provides an example algorithm showcasing the Security.Data features
### </summary>
class DynamicSecurityDataAlgorithm(QCAlgorithm):
def Initialize(self):
self.Ticker = "GOOGL";
self.SetStartDate(2015, 10, 22)
self.SetEndDate(2015, 10, 30)
self.GOOGL = self.AddEquity(self.Ticker, Resolution.Daily)
self.AddData(SECReport8K, self.Ticker, Resolution.Daily)
self.AddData(SECReport10K, self.Ticker, Resolution.Daily)
self.AddData(SECReport10Q, self.Ticker, Resolution.Daily)
def OnData(self, data):
# The Security object's Data property provides convenient access
# to the various types of data related to that security. You can
# access not only the security's price data, but also any custom
# data that is mapped to the security, such as our SEC reports.
# 1. Get the most recent data point of a particular type:
# 1.a Using the generic method, Get(T): => T
googlSec8kReport = self.GOOGL.Data.Get(SECReport8K)
googlSec10kReport = self.GOOGL.Data.Get(SECReport10K)
self.Log("{}: 8K: {}".format(self.Time, googlSec8kReport))
self.Log("{}: 10K: {}".format(self.Time, googlSec10kReport))
# 2. Get the list of data points of a particular type for the most recent time step:
# 2.a Using the generic method, GetAll(T): => IReadOnlyList<T>
googlSec8kReports = self.GOOGL.Data.GetAll(SECReport8K)
googlSec10kReports = self.GOOGL.Data.GetAll(SECReport10K)
self.Log("{}: 8K: {}".format(self.Time, len(googlSec8kReports)))
self.Log("{}: 10K: {}".format(self.Time, len(googlSec10kReports)))
if not self.Portfolio.Invested:
self.Buy(self.GOOGL.Symbol, 10)