| 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 |
/*
* 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.
*/
using System;
using System.Collections.Generic;
using System.Linq;
using NodaTime;
using QuantConnect.Data;
using QuantConnect.Data.Custom;
using QuantConnect.Util;
namespace QuantConnect.Algorithm.CSharp
{
/// <summary>
/// Daily Fx demonstration to call on and use the FXCM Calendar API
/// </summary>
public class DailyFxAlgorithm : QCAlgorithm
{
/// <summary>
/// Add the Daily FX type to our algorithm and use its events.
/// </summary>
public override void Initialize()
{
SetStartDate(2013, 01, 01); //Set Start Date
SetEndDate(2015, 10, 27); //Set End Date
SetCash(100000); //Set Strategy Cash
AddData<DailyFx>("DFX", Resolution.Daily, DateTimeZone.Utc);
}
private int _sliceCount = 0;
public override void OnData(Slice slice)
{
var result = slice.Get<DailyFx>();
Console.WriteLine("SLICE >> {0} : {1}", _sliceCount++, result);
}
/// <summary>
/// Trigger an event on a complete calendar event which has an actual value.
/// </summary>
private int _eventCount = 0;
public void OnData(DailyFx calendar)
{
Console.WriteLine("ONDATA >> {0}: {1}", _eventCount++, calendar);
}
}
}