# 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 * ### ### Example algorithm to demostrate the event handlers of Brokerage activities ### ### 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. ### def initialize(self): self.set_start_date(2013, 10, 7) self.set_end_date(2013, 10, 11) self.set_cash(100000) self.add_equity("SPY", Resolution.MINUTE) ### ### on_data 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 def on_data(self, data): if not self.portfolio.invested: self.set_holdings("SPY", 1) ### ### Brokerage message event handler. This method is called for all types of brokerage messages. ### def on_brokerage_message(self, message_event): self.debug(f"Brokerage meesage received - {message_event.to_string()}") ### ### Brokerage disconnected event handler. This method is called when the brokerage connection is lost. ### def on_brokerage_disconnect(self): self.debug(f"Brokerage disconnected!") ### ### Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection. ### def on_brokerage_reconnect(self): self.debug(f"Brokerage reconnected!")