public override void Initialize() { // set our initializer to our custom type SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage); var funcSecuritySeeder = new FuncSecuritySeeder(CustomSeedFunction); SetSecurityInitializer(new CustomSecurityInitializer(BrokerageModel, funcSecuritySeeder, DataNormalizationMode.Raw)); SetStartDate(2013, 10, 01); SetEndDate(2013, 11, 01); AddSecurity(SecurityType.Equity, "SPY", Resolution.Hour); }
/// <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(2011, 9, 14); SetEndDate(2015, 12, 01); //Set the cash for the strategy: SetCash(100000); //Define the symbol and "type" of our generic data: var resolution = LiveMode ? Resolution.Second : Resolution.Daily; AddData <Bitcoin>("BTC", resolution); var seeder = new FuncSecuritySeeder(GetLastKnownPrices); SetSecurityInitializer(security => seeder.SeedSecurity(security)); }
/// <summary> /// Initialize your algorithm and add desired assets. /// </summary> public override void Initialize() { SetStartDate(2013, 10, 08); SetEndDate(2013, 10, 10); SetCash(1000000); var futureSP500 = AddFuture(RootSP500); var futureGold = AddFuture(RootGold); // set our expiry filter for this futures chain // SetFilter method accepts TimeSpan objects or integer for days. // The following statements yield the same filtering criteria futureSP500.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182)); futureGold.SetFilter(0, 182); var benchmark = AddEquity("SPY"); SetBenchmark(benchmark.Symbol); var seeder = new FuncSecuritySeeder(GetLastKnownPrices); SetSecurityInitializer(security => seeder.SeedSecurity(security)); }