/*
* 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!");
}
}
}