Took a while to comb through the API, Documentation, Forums, and Lean Engine to compile this. Thought I would share it with the community to save time, if you need it.
As it stands this is basically trying to shove a golf ball through a bendy straw. The trade protocol in the OnData is for reference only. I don't recommend backtesting to 1998 (SPY origin date) unless you really want to see the results after waiting a few hours.
This template covers:
1. Adding equities via the universe selection strucutre
2. Scheduling functions in various ways
3. Various helpful libraries to import
4. Function structures
5. Margin call protocol
6. Portfolio performance management
7. Plotting variables and indicators
8. Calling and/or closing open orders
9. Logging important information
10. Importing custom data
11. Warmup
I know having something like this would have helped me out when I started, so I hope it helps you.
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