/*

* 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 QuantConnect.Algorithm.Framework.Alphas;

using QuantConnect.Algorithm.Framework.Execution;

using QuantConnect.Algorithm.Framework.Portfolio;

using QuantConnect.Algorithm.Framework.Risk;

using QuantConnect.Algorithm.Framework.Selection;

using QuantConnect.Orders;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// Basic template framework algorithm uses framework components to define the algorithm.

/// </summary>

/// <meta name="tag" content="using data" />

/// <meta name="tag" content="using quantconnect" />

/// <meta name="tag" content="trading and orders" />

public class BasicTemplateFrameworkCryptoAlgorithm : 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>

public override void Initialize()

{

// Set requested data resolution

UniverseSettings.Resolution = Resolution.Minute;

SetStartDate(2016, 10, 7); //Set Start Date

SetEndDate(2016, 10, 7); //Set End Date

SetCash(100000); //Set Strategy Cash

// Find more symbols here: http://quantconnect.com/data

// Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.

// Futures Resolution: Tick, Second, Minute

// Options Resolution: Minute Only.

// set algorithm framework models

SetUniverseSelection(new ManualUniverseSelectionModel(QuantConnect.Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX)));

SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, null));

SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());

SetExecution(new ImmediateExecutionModel());

SetRiskManagement(new NullRiskManagementModel());

}

public override void OnOrderEvent(OrderEvent orderEvent)

{

if (orderEvent.Status.IsFill())

{

Debug($"Purchased Stock: {orderEvent.Symbol}");

}

}

}

}