/*

* 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 QuantConnect.Data;

using System.Linq;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// Basic template algorithm simply initializes the date range and cash

/// </summary>

public class BasicTemplateForexAlgorithm : 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()

{

SetStartDate(2013, 10, 07); //Set Start Date

SetEndDate(2013, 10, 11); //Set End Date

SetCash(100000); //Set Strategy Cash

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

AddForex("EURUSD", Resolution.Minute);

AddForex("GBPUSD", Resolution.Minute);

AddForex("EURGBP", Resolution.Minute);

History(5, Resolution.Daily);

History(5, Resolution.Hour);

History(5, Resolution.Minute);

var history = History(System.TimeSpan.FromSeconds(5), Resolution.Second);

foreach (var data in history.OrderBy(x => x.Time))

{

foreach (var key in data.Keys)

{

Log(key.Value + ": " + data.Time + " > " + data[key].Value);

}

}

}

/// <summary>

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

/// </summary>

/// <param name="data">Slice object keyed by symbol containing the stock data</param>

public override void OnData(Slice data)

{

// Print to console to verify that data is coming in

foreach (var key in data.Keys)

{

Log(key.Value + ": " + data[key].Time + " > " + data[key].Value);

}

}

}

}