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BasicSetAccountCurrencyAlgorithm.py 1.83 KB
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Louis Szeto 提交于 2024-04-18 05:02 +08:00 . pep8 conversion of python algos #1-25 (#7926)
# 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 *
### <summary>
### Basic algorithm using SetAccountCurrency
### </summary>
class BasicSetAccountCurrencyAlgorithm(QCAlgorithm):
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_start_date(2018, 4, 4) #Set Start Date
self.set_end_date(2018, 4, 4) #Set End Date
self.set_brokerage_model(BrokerageName.GDAX, AccountType.CASH)
self.set_account_currency_and_amount()
self._btc_eur = self.add_crypto("BTCEUR").symbol
def set_account_currency_and_amount(self):
# Before setting any cash or adding a Security call SetAccountCurrency
self.set_account_currency("EUR")
self.set_cash(100000) #Set Strategy Cash
def on_data(self, data):
'''OnData 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.set_holdings(self._btc_eur, 1)
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