/* * 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.Brokerages; using QuantConnect.Data; namespace QuantConnect.Algorithm.CSharp { /// /// Example algorithm to demostrate the event handlers of Brokerage activities /// /// public class BrokerageActivityEventHandlingAlgorithm : QCAlgorithm { /// /// 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, 07); SetEndDate(2013, 10, 11); SetCash(100000); AddEquity("SPY", Resolution.Minute); } /// /// 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("SPY", 1); } } /// /// Brokerage message event handler. This method is called for all types of brokerage messages. /// public override void OnBrokerageMessage(BrokerageMessageEvent messageEvent) { Debug($"Brokerage meesage received - {messageEvent.ToString()}"); } /// /// Brokerage disconnected event handler. This method is called when the brokerage connection is lost. /// public override void OnBrokerageDisconnect() { Debug($"Brokerage disconnected!"); } /// /// Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection. /// public override void OnBrokerageReconnect() { Debug($"Brokerage reconnected!"); } } }