Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
/* * 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. */ using System; using System.Collections.Generic; using System.Linq; using NodaTime; using QuantConnect.Data; using QuantConnect.Data.Custom; using QuantConnect.Util; namespace QuantConnect.Algorithm.CSharp { /// <summary> /// Daily Fx demonstration to call on and use the FXCM Calendar API /// </summary> public class DailyFxAlgorithm : QCAlgorithm { /// <summary> /// Add the Daily FX type to our algorithm and use its events. /// </summary> public override void Initialize() { SetStartDate(2013, 01, 01); //Set Start Date SetEndDate(2015, 10, 27); //Set End Date SetCash(100000); //Set Strategy Cash AddData<DailyFx>("DFX", Resolution.Daily, DateTimeZone.Utc); } private int _sliceCount = 0; public override void OnData(Slice slice) { var result = slice.Get<DailyFx>(); Console.WriteLine("SLICE >> {0} : {1}", _sliceCount++, result); } /// <summary> /// Trigger an event on a complete calendar event which has an actual value. /// </summary> private int _eventCount = 0; public void OnData(DailyFx calendar) { Console.WriteLine("ONDATA >> {0}: {1}", _eventCount++, calendar); } } }