{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "![QuantConnect Logo](https://cdn.quantconnect.com/web/i/qc_notebook_logo_rev0.png)\n", "## Welcome to The QuantConnect Research Page\n", "#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\n", "#### Contribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicQuantBookTemplate.ipynb" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## QuantBook Basics\n", "\n", "### Start QuantBook\n", "- Add the references and imports\n", "- Create a QuantBook instance" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "// QuantBook C# Research Environment\n", "// For more information see https://www.quantconnect.com/docs/research/overview\n", "#load \"./Initialize.csx\"" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "#load \"./QuantConnect.csx\"\n", "\n", "using QuantConnect;\n", "using QuantConnect.Data;\n", "using QuantConnect.Algorithm;\n", "using QuantConnect.Research;" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "var qb = new QuantBook();\n", "var spy = qb.AddEquity(\"SPY\");" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "var startDate = new DateTime(2021,1,1);\n", "var endDate = new DateTime(2021,12,31);\n", "var history = qb.History(qb.Securities.Keys, startDate, endDate, Resolution.Daily);" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "foreach(var slice in history.Take(5)) {\n", " Console.WriteLine(slice.Bars[spy.Symbol].ToString());\n", "}" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": ".NET (C#)", "language": "C#", "name": ".net-csharp" }, "language_info": { "file_extension": ".cs", "mimetype": "text/x-csharp", "name": "C#", "pygments_lexer": "csharp", "version": "9.0" } }, "nbformat": 4, "nbformat_minor": 4 }