# 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>### Example algorithm to demostrate the event handlers of Brokerage activities### </summary>### <meta name="tag" content="using quantconnect" />class BrokerageActivityEventHandlingAlgorithm(QCAlgorithm):### <summary>### Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.### </summary>def initialize(self):self.set_start_date(2013, 10, 7)self.set_end_date(2013, 10, 11)self.set_cash(100000)self.add_equity("SPY", Resolution.MINUTE)### <summary>### on_data 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>def on_data(self, data):if not self.portfolio.invested:self.set_holdings("SPY", 1)### <summary>### Brokerage message event handler. This method is called for all types of brokerage messages.### </summary>def on_brokerage_message(self, message_event):self.debug(f"Brokerage meesage received - {message_event.to_string()}")### <summary>### Brokerage disconnected event handler. This method is called when the brokerage connection is lost.### </summary>def on_brokerage_disconnect(self):self.debug(f"Brokerage disconnected!")### <summary>### Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.### </summary>def on_brokerage_reconnect(self):self.debug(f"Brokerage reconnected!")
此处可能存在不合适展示的内容,页面不予展示。您可通过相关编辑功能自查并修改。
如您确认内容无涉及 不当用语 / 纯广告导流 / 暴力 / 低俗色情 / 侵权 / 盗版 / 虚假 / 无价值内容或违法国家有关法律法规的内容,可点击提交进行申诉,我们将尽快为您处理。