# 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.

from clr import AddReference

AddReference("System")

AddReference("QuantConnect.Algorithm")

AddReference("QuantConnect.Common")

from System import *

from QuantConnect import *

from QuantConnect.Algorithm import *

from QuantConnect.Brokerages import *

### <summary>

### Basic template algorithm simply initializes the date range and cash. This is a skeleton

### framework you can use for designing an algorithm.

### </summary>

### <meta name="tag" content="using data" />

### <meta name="tag" content="using quantconnect" />

### <meta name="tag" content="trading and orders" />

class BasicTemplateCryptoAlgorithm(QCAlgorithm):

'''Basic template algorithm simply initializes the date range and cash'''

def Initialize(self):

'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.SetStartDate(2016, 10, 7) #Set Start Date

self.SetEndDate(2016, 10, 7) #Set End Date

self.SetCash(100000) #Set Strategy Cash

self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)

# Find more symbols here: http://quantconnect.com/data

self.AddCrypto("BTCUSD", Resolution.Minute)

def OnData(self, data):

'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

Arguments:

data: Slice object keyed by symbol containing the stock data

'''

if self.Time.minute == 0:

if not self.Portfolio.Invested:

self.SetHoldings("BTCUSD", 1)

else:

self.Liquidate()

btcHoldings = self.Portfolio.CashBook["BTC"].Amount

usdCash = self.Portfolio.CashBook["USD"].Amount

self.Log("{} - BTC holdings: {} - USD cash: {}".format(self.Time, btcHoldings, usdCash))