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);
}
}
public override void OnData(Slice data)
{
foreach (var security in _securities)
{
SECReport8K report8K = security.Data.Get <SECReport8K>();
SECReport10K report10K = security.Data.Get <SECReport10K>();
if (!security.HoldStock && report8K != null && report10K != null)
{
SetHoldings(security.Symbol, 1d / _securities.Count);
}
}
}
