/********************************************************
* CLASS CONSTRUCTOR
*********************************************************/
/********************************************************
* CLASS METHODS
*********************************************************/
/// <summary>
/// Generic Reader Implementation for Quandl Data.
/// </summary>
/// <param name="config">Subscription configuration</param>
/// <param name="line">CSV line of data from the souce</param>
/// <param name="date">Date of the requested line</param>
/// <param name="datafeed">Datafeed type - live or backtest</param>
/// <returns></returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
var data = new Quandl();
data.Symbol = config.Symbol;
var csv = line.Split(',');
if (!_isInitialized)
{
_isInitialized = true;
foreach (var propertyName in csv)
{
var property = propertyName.TrimStart().TrimEnd();
// should we remove property names like Time?
// do we need to alias the Time??
data.SetProperty(property, 0m);
_propertyNames.Add(property);
}
return data;
}
data.Time = DateTime.ParseExact(csv[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
for (var i = 1; i < csv.Length; i++)
{
var value = csv[i].ToDecimal();
data.SetProperty(_propertyNames[i], value);
}
// we know that there is a close property, we want to set that to 'Value'
data.Value = (decimal) data.GetProperty("Close");
return data;
}
/********************************************************
* CLASS METHODS
*********************************************************/
/// <summary>
/// Generic Reader Implementation for Quandl Data.
/// </summary>
/// <param name="config">Subscription configuration</param>
/// <param name="line">CSV line of data from the souce</param>
/// <param name="date">Date of the requested line</param>
/// <param name="datafeed">Datafeed type - live or backtest</param>
/// <returns></returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
var data = new Quandl();
data.Symbol = config.Symbol;
var csv = line.Split(',');
if (!_isInitialized)
{
_isInitialized = true;
foreach (var propertyName in csv)
{
var property = propertyName.TrimStart().TrimEnd();
// should we remove property names like Time?
// do we need to alias the Time??
data.SetProperty(property, 0m);
_propertyNames.Add(property);
}
return(data);
}
data.Time = DateTime.ParseExact(csv[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
for (var i = 1; i < csv.Length; i++)
{
var value = csv[i].ToDecimal();
data.SetProperty(_propertyNames[i], value);
}
// we know that there is a close property, we want to set that to 'Value'
data.Value = (decimal)data.GetProperty(_valueColumn);
return(data);
}
/// <summary>
/// Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
/// </summary>
/// <param name="data">Data.</param>
public void OnData(Quandl data)
{
if (!Portfolio.HoldStock)
{
SetHoldings(_crude, 1);
Debug(Time.ToString("u") + " Purchased Crude Oil: " + _crude);
}
}
/// Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(Quandl data)
{
if (!Portfolio.HoldStock)
{
//Order function places trades: enter the string symbol and the quantity you want:
SetHoldings(_quandlCode, 1);
//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased " + _quandlCode + " >> " + Time.ToShortDateString());
}
}
public void AccessesGenericallyByType()
{
Quandl quandlSpy = new Quandl { Symbol = Symbols.SPY, Time = DateTime.Now };
Quandl quandlAapl = new Quandl { Symbol = Symbols.AAPL, Time = DateTime.Now };
Slice slice = new Slice(DateTime.Now, new[] { quandlSpy, quandlAapl });
DataDictionary<Quandl> quandlData = slice.Get<Quandl>();
Assert.AreEqual(2, quandlData.Count);
}
public void AccessesGenericallyByTypeAndSymbol()
{
Quandl quandlSpy = new Quandl { Symbol = Symbols.SPY, Time = DateTime.Now };
Quandl quandlAapl = new Quandl { Symbol = Symbols.AAPL, Time = DateTime.Now };
Slice slice = new Slice(DateTime.Now, new[] { quandlSpy, quandlAapl });
Quandl quandlData = slice.Get<Quandl>(Symbols.SPY);
Assert.AreEqual(quandlSpy, quandlData);
}