| Overall Statistics |
|
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
using System;
using System.Net;
namespace QuantConnect
{
/*
* QuantConnect University: Full Basic Template:
*
* The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
* We have explained some of these here, but the full algorithm can be found at:
* https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
*/
public class BasicTemplateAlgorithm : QCAlgorithm
{
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{
//Start and End Date range for the backtest:
SetStartDate(2015, 1, 1);
SetEndDate(2015, 1, 2);
//Cash allocation
SetCash(25000);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
}
//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(TradeBars data)
{
// WRITE ANY CODE HERE
//Asking for the current price example. I believe data has a 15m delay.
decimal price;
// Ask for current VIX price !
price = GetPrice("^VIX");
Console.WriteLine(price);
Console.ReadLine();
}
//Takes a string ticker as input and returns its current value as decimal
public static decimal GetPrice(string ticker)
{
// Build the URL.
string url = ticker;
decimal pricetemp;
if (url != "")
{
// Prepend the base URL.
const string base_url =
"http://download.finance.yahoo.com/d/quotes.csv?s=@&f=sl1d1t1c1";
url = base_url.Replace("@", url);
// Get the response.
try
{
// Get the web response.
WebClient client = new WebClient();
string result = client.DownloadString(url);
// Pull out the current prices.
string[] lines = result.Split(
new char[] { '\r', '\n' },
StringSplitOptions.RemoveEmptyEntries);
pricetemp = decimal.Parse(lines[0].Split(',')[1]);
return pricetemp;
}
catch (Exception ex)
{
return 0;
}
}
return 0;
}
}
}