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BasicTemplateAlgorithm.vb
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35 lines (30 loc) · 1.23 KB
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' QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
' Lean Algorithmic Trading Engine v2.0. Copyright 2015 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.
'BasicTemplate Algorithm Class in Visual Basic
Imports QuantConnect.Data.Market
Public Class BasicTemplateAlgorithm
Inherits QCAlgorithm
' Initialize your algorithm
Public Overrides Sub Initialize()
SetCash(100000)
SetStartDate(2013, 10, 7)
SetEndDate(2013, 10, 11)
AddSecurity(SecurityType.Equity, "SPY", Resolution.Second)
End Sub
' Handle TradeBar Data Eventss
Public Sub OnData(data As TradeBars)
If Not Portfolio.Invested Then
SetHoldings("SPY", 1)
End If
End Sub
End Class