/* * 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 QuantConnect.Data.Market; namespace QuantConnect.Algorithm.CSharp { /// /// Skeleton algorithm demonstrating filling forward data through gaps and inconsistent data. By default LEAN fills the previous bar forward /// so you get regular bars. /// /// public class BasicTemplateFillForwardAlgorithm : QCAlgorithm { private Symbol _asur = QuantConnect.Symbol.Create("ASUR", SecurityType.Equity, Market.USA); /// /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// public override void Initialize() { SetStartDate(2013, 10, 01); //Set Start Date SetEndDate(2013, 11, 30); //Set End Date SetCash(100000); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data AddSecurity(SecurityType.Equity, "ASUR", Resolution.Second); } /// /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// /// Slice object keyed by symbol containing the stock data public override void OnData(Slice slice) { if (!Portfolio.Invested) { SetHoldings(_asur, 1); Debug("Purchased Stock"); } } } }