# 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 AlgorithmImports import *
###
### Basic template framework algorithm uses framework components to define the algorithm.
###
###
###
###
class BasicTemplateIndiaAlgorithm(QCAlgorithm):
'''Basic template framework algorithm uses framework components to define the algorithm.'''
def initialize(self):
'''initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
self.set_account_currency("INR") #Set Account Currency
self.set_start_date(2019, 1, 23) #Set Start Date
self.set_end_date(2019, 10, 31) #Set End Date
self.set_cash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.add_equity("YESBANK", Resolution.MINUTE, Market.INDIA)
self.debug("numpy test >>> print numpy.pi: " + str(np.pi))
# Set Order Properties as per the requirements for order placement
self.default_order_properties = IndiaOrderProperties(Exchange.NSE)
def on_data(self, data):
'''on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not self.portfolio.invested:
self.market_order("YESBANK", 1)
def on_order_event(self, order_event):
if order_event.status == OrderStatus.FILLED:
self.debug("Purchased Stock: {0}".format(order_event.symbol))