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);
        }
    }
}