# 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>### Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses### QuoteBars you should request slices### </summary>### <meta name="tag" content="using data" />### <meta name="tag" content="history and warm up" />### <meta name="tag" content="history" />### <meta name="tag" content="forex" />class BasicTemplateForexAlgorithm(QCAlgorithm):def initialize(self):# Set the cash we'd like to use for our backtestself.set_cash(100000)# Start and end dates for the backtest.self.set_start_date(2013, 10, 7)self.set_end_date(2013, 10, 11)# Add FOREX contract you want to trade# find available contracts here https://www.quantconnect.com/data#forex/oanda/cfdself.add_forex("EURUSD", Resolution.MINUTE)self.add_forex("GBPUSD", Resolution.MINUTE)self.add_forex("EURGBP", Resolution.MINUTE)self.history(5, Resolution.DAILY)self.history(5, Resolution.HOUR)self.history(5, Resolution.MINUTE)history = self.history(TimeSpan.from_seconds(5), Resolution.SECOND)for data in sorted(history, key=lambda x: x.time):for key in data.keys():self.log(str(key.value) + ": " + str(data.time) + " > " + str(data[key].value))def on_data(self, data):# Print to console to verify that data is coming infor key in data.keys():self.log(str(key.value) + ": " + str(data.time) + " > " + str(data[key].value))
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