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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 *
### <summary>
### This algorithm demonstrates how to submit orders to a Financial Advisor account group, allocation profile or a single managed account.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="using quantconnect" />
### <meta name="tag" content="trading and orders" />
### <meta name="tag" content="financial advisor" />
class FinancialAdvisorDemoAlgorithm(QCAlgorithm):
def Initialize(self):
# Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must be initialized.
self.SetStartDate(2013,10,7) #Set Start Date
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.symbol = self.AddEquity("SPY", Resolution.Second).Symbol
# The default order properties can be set here to choose the FA settings
# to be automatically used in any order submission method (such as SetHoldings, Buy, Sell and Order)
# Use a default FA Account Group with an Allocation Method
self.DefaultOrderProperties = InteractiveBrokersOrderProperties()
# account group created manually in IB/TWS
self.DefaultOrderProperties.FaGroup = "TestGroupEQ"
# supported allocation methods are: EqualQuantity, NetLiq, AvailableEquity, PctChange
self.DefaultOrderProperties.FaMethod = "EqualQuantity"
# set a default FA Allocation Profile
# DefaultOrderProperties = InteractiveBrokersOrderProperties()
# allocation profile created manually in IB/TWS
# self.DefaultOrderProperties.FaProfile = "TestProfileP"
# send all orders to a single managed account
# DefaultOrderProperties = InteractiveBrokersOrderProperties()
# a sub-account linked to the Financial Advisor master account
# self.DefaultOrderProperties.Account = "DU123456"
def OnData(self, data):
# OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
if not self.Portfolio.Invested:
# when logged into IB as a Financial Advisor, this call will use order properties
# set in the DefaultOrderProperties property of QCAlgorithm
self.SetHoldings("SPY", 1)