/*

* 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.Collections.Generic;

using QuantConnect.Data;

using QuantConnect.Data.Custom.SEC;

using QuantConnect.Securities;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// Provides an example algorithm showcasing the <see cref="Security.Data"/> features

/// </summary>

public class DynamicSecurityDataAlgorithm : QCAlgorithm

{

private Security GOOGL;

private const string Ticker = "GOOGL";

public override void Initialize()

{

SetStartDate(2015, 10, 22);

SetEndDate(2015, 10, 30);

GOOGL = AddEquity(Ticker, Resolution.Daily);

AddData<SECReport8K>(Ticker, Resolution.Daily);

AddData<SECReport10K>(Ticker, Resolution.Daily);

AddData<SECReport10Q>(Ticker, Resolution.Daily);

}

public override void OnData(Slice slice)

{

// The Security object's Data property provides convenient access

// to the various types of data related to that security. You can

// access not only the security's price data, but also any custom

// data that is mapped to the security, such as our SEC reports.

// 1. Get the most recent data point of a particular type:

// 1.a Using the C# generic method, Get<T>:

SECReport8K googlSec8kReport = GOOGL.Data.Get<SECReport8K>();

SECReport10K googlSec10kReport = GOOGL.Data.Get<SECReport10K>();

Log($"{Time:o}: 8K: {googlSec8kReport}");

Log($"{Time:o}: 10K: {googlSec10kReport}");

// 2. Get the list of data points of a particular type for the most recent time step:

// 2.a Using the C# generic method, GetAll<T>:

List<SECReport8K> googlSec8kReports = GOOGL.Data.GetAll<SECReport8K>();

List<SECReport10K> googlSec10kReports = GOOGL.Data.GetAll<SECReport10K>();

Log($"{Time:o}: List: 8K: {googlSec8kReports.Count}");

Log($"{Time:o}: List: 10K: {googlSec10kReports.Count}");

if (!Portfolio.Invested)

{

Buy(GOOGL.Symbol, 10);

}

}

}

}