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Hi, everyone, I am making some progress on my code, but I am unable to access Time values. Specifically, I am trying to find out if it is 9:31 am in OnData(TradeBars data) by getting the Time.Hours and Time.Minute values and converting them to string, but they haven'nt worked.
Also, I need help accessing variables in OnData(TradeBars data) after declaring them in initialize. For example, how would I access values from the string[] stocksToTrade array in OnData(TradeBars data)?
I am basically working off the basic template from Quantopian which I cloned. I am a decent progrogrammer in various languages, but I am new to C#.
Unfortunately, I have no successful backtests, because I havn't been able to get the code to run. I have been receiving only error messages. But I have attached my source code.
Sorry for the long post. I would greatly appreciate any help anyone could me. Thank you.
namespace QuantConnect
{
// Name your algorithm class anything, as long as it inherits QCAlgorithm
public class BasicTemplateAlgorithm : QCAlgorithm
{
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{
SetStartDate(2013, 9, 13);
SetEndDate(DateTime.Now.Date.AddDays(-1));
SetCash(1000);
AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);
string[] stocksToTrade = {"AES","ASIX","BAC","CHK","F","FCX","FTR","HBAN","HPQ"};
foreach (var stock in stocksToTrade)
{
AddSecurity(SecurityType.Equity, stock, Resolution.Minute);
}
}
//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(TradeBars data)
{
if (!Portfolio.HoldStock)
{
// Console.WriteLine("Just testing");
Order("MSFT", (int)Math.Floor(Portfolio.Cash / data["MSFT"].Close) );
Debug("Debug Purchased MSFT");
var hourVal = Time.Hours.
var minuteVal = Time.minute
Debug(hourVal);
Debug(minuteVal);
}
}
}
}
Alexandre Catarino
There are some typos in this code snippet.
In C# we need to end a statement with a dot-comma. When we forget it, the IDE tell us something like "; expected".
Time is a System.DateTime object which Hour and Minute properties. In this code snipped, we see Time.Hours and Time.minute, while the correct would be Time.Hour and Time.Minute:
var hourVal = Time.Hour; var minuteVal = Time.Minute;DateTime.Hour and DateTime.Minute are integer objects. Debug method only accepts string object and C# does not make type convertions like, for example, Python does. We have to convert them or give C# compiler a hint:
// Explicit conversion Debug(hourVal.ToString()); Debug(minuteVal.ToString()); // Implicit conversion // (Hint to the compiler: we add a string) Debug("Hour: " + hourVal); Debug("Minute: " + minuteVal);Finally, when you subscribe the securities using AddSecurity method, these will be part of the Securities object:
foreach(var security in Securities.Values) { Debug(security.Symbol.Value); Debug("Quantity: " + security.Holdings.Quantity); Debug("Price: " + security.Price); }Please checkout the documentaion on the Securities and Portfolio section for more information about these objects.
Anton Craft
I will check out the Securities and Portfolio section. Thank you very much for your help and your patience with a hopeless newbie.
Anton Craft
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