# 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 AlgorithmImports import *### <summary>### The demonstration algorithm shows some of the most common order methods when working with CFD assets.### </summary>### <meta name="tag" content="using data" />### <meta name="tag" content="using quantconnect" />### <meta name="tag" content="trading and orders" />class BasicTemplateCfdAlgorithm(QCAlgorithm):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.set_account_currency('EUR')self.set_start_date(2019, 2, 20)self.set_end_date(2019, 2, 21)self.set_cash('EUR', 100000)self._symbol = self.add_cfd('DE30EUR').symbol# Historical Datahistory = self.history(self._symbol, 60, Resolution.DAILY)self.log(f"Received {len(history)} bars from CFD historical data call.")def on_data(self, data):'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.Arguments:slice: Slice object keyed by symbol containing the stock data'''# Access Dataif data.quote_bars.contains_key(self._symbol):quote_bar = data.quote_bars[self._symbol]self.log(f"{quote_bar.end_time} :: {quote_bar.close}")if not self.portfolio.invested:self.set_holdings(self._symbol, 1)def on_order_event(self, order_event):self.debug("{} {}".format(self.time, order_event.to_string()))
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