# 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 * ### ### A demonstration algorithm to check there can be placed an order of a pair not present ### in the brokerage using the conversion between stablecoins ### class StableCoinsRegressionAlgorithm(QCAlgorithm): def initialize(self): self.set_start_date(2018, 5, 1) self.set_end_date(2018, 5, 2) self.set_cash("USDT", 200000000) self.set_brokerage_model(BrokerageName.BINANCE, AccountType.CASH) self.add_crypto("BTCUSDT", Resolution.HOUR, Market.BINANCE) def on_data(self, data): if not self.portfolio.invested: self.set_holdings("BTCUSDT", 1)