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FinancialAdvisorDemoAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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/*
* 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 QuantConnect.Data;
using QuantConnect.Orders;
namespace QuantConnect.Algorithm.CSharp
{
/// <summary>
/// This algorithm demonstrates how to submit orders to a Financial Advisor account group, allocation profile or a single managed account.
/// </summary>
/// <meta name="tag" content="using data" />
/// <meta name="tag" content="using quantconnect" />
/// <meta name="tag" content="trading and orders" />
/// <meta name="tag" content="financial advisor" />
public class FinancialAdvisorDemoAlgorithm : QCAlgorithm
{
private Symbol _symbol;
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
_symbol = AddEquity("SPY").Symbol;
// The default order properties can be set here to choose the FA settings
// to be automatically used in any order submission method (such as SetHoldings, Buy, Sell and Order)
// Use a default FA Account Group with an Allocation Method
DefaultOrderProperties = new InteractiveBrokersOrderProperties
{
// account group created manually in IB/TWS
FaGroup = "TestGroupEQ",
// supported allocation methods are: EqualQuantity, NetLiq, AvailableEquity, PctChange
FaMethod = "EqualQuantity"
};
// set a default FA Allocation Profile
//DefaultOrderProperties = new InteractiveBrokersOrderProperties
//{
// // allocation profile created manually in IB/TWS
// FaProfile = "TestProfileP"
//};
// send all orders to a single managed account
//DefaultOrderProperties = new InteractiveBrokersOrderProperties
//{
// // a sub-account linked to the Financial Advisor master account
// Account = "DU123456"
//};
}
/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">Slice object keyed by symbol containing the stock data</param>
public override void OnData(Slice data)
{
if (!Portfolio.Invested)
{
// when logged into IB as a Financial Advisor, this call will use order properties
// set in the DefaultOrderProperties property of QCAlgorithm
SetHoldings(_symbol, 1);
}
}
}
}