# 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.

from AlgorithmImports import *

### <summary>

### The demonstration algorithm shows some of the most common order methods when working with CFD assets.

### </summary>

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

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

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

class BasicTemplateCfdAlgorithm(QCAlgorithm):

def Initialize(self):

'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.SetAccountCurrency('EUR')

self.SetStartDate(2019, 2, 20)

self.SetEndDate(2019, 2, 21)

self.SetCash('EUR', 100000)

self.symbol = self.AddCfd('DE30EUR').Symbol

# Historical Data

history = self.History(self.symbol, 60, Resolution.Daily)

self.Log(f"Received {len(history)} bars from CFD historical data call.")

def OnData(self, data):

'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

Arguments:

slice: Slice object keyed by symbol containing the stock data

'''

# Access Data

if data.QuoteBars.ContainsKey(self.symbol):

quoteBar = data.QuoteBars[self.symbol]

self.Log(f"{quoteBar.EndTime} :: {quoteBar.Close}")

if not self.Portfolio.Invested:

self.SetHoldings(self.symbol, 1)

def OnOrderEvent(self, orderEvent):

self.Debug("{} {}".format(self.Time, orderEvent.ToString()))