using System;
using System.Collections;
using System.Collections.Generic;
using QuantConnect.Securities;
using QuantConnect.Models;
namespace QuantConnect
{
// Name your algorithm class anything, as long as it inherits QCAlgorithm
public class SynchronousOrderProcessingAlgorithm : QCAlgorithm
{
int step = 0;
public override void Initialize()
{
SetStartDate(2013, 6, 1);
SetEndDate(2014, 5, 30);
SetCash(100000);
AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
AddSecurity(SecurityType.Equity, "IBM", Resolution.Minute);
}
public void OnData(TradeBars data)
{
//First Order, Set 50% MSFT:
if (!Portfolio.Invested)
{
SetHoldings("MSFT", 0.5); step++;
}
if (Time.Date == new DateTime(2013, 7, 1) && step == 1)
{
SetHoldings("MSFT", 1); step++;
}
if (Time.Date == new DateTime(2013, 8, 1) && step == 2)
{
SetHoldings("IBM", 1, true); step++;
}
if (Time.Date == new DateTime(2013, 9, 3) && step == 3)
{
SetHoldings("IBM", -0.5, true); step++;
}
if (Time.Date == new DateTime(2013, 10, 1) && step == 4)
{
SetHoldings("SPY", -0.5); step++; // Fail
}
if (Time.Date == new DateTime(2013, 11, 1) && step == 5)
{
SetHoldings("IBM", -0.5, true); //Succeed.
SetHoldings("SPY", -0.5); step++;
}
}
}
}