// QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.

// Lean Algorithmic Trading Engine v2.0. Copyright 2015 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.

namespace System

namespace System.Collections.Generic

namespace QuantConnnect

namespace QuantConnect.Orders

namespace QuantConnect.Algorithm

namespace QuantConnect.Securities

namespace QuantConnect.Algorithm.FSharp

open System

open QuantConnect

open QuantConnect.Data.Market

open QuantConnect.Algorithm

// Declare algorithm name

type BasicTemplateAlgorithm() =

//Reuse all the base class of QCAlgorithm

inherit QCAlgorithm()

//Implement core methods:

override this.Initialize() =

this.SetCash(100000)

this.SetStartDate(2013, 10, 07)

this.SetEndDate(2013, 10, 11)

this.AddSecurity(SecurityType.Equity, "SPY", Nullable Resolution.Second) |> ignore

//TradeBars Data Event

member this.OnData(bar:TradeBars) =

if not this.Portfolio.Invested then

this.SetHoldings(this.Symbol("SPY"), 1);

else

()