/*
* 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");
}
}
}
}