/// <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)
{
if (!Portfolio.Invested)
{
SetHoldings("SPY", 1);
}
if (Time.Day == 11)
{
return;
}
if (!ActiveSecurities.ContainsKey("AIG"))
{
var aig = AddEquity("AIG", Resolution.Minute);
var ticket = MarketOrder("AIG", 1);
if (ticket.Status != OrderStatus.Invalid)
{
throw new Exception("Expected order to always be invalid because there is no data yet!");
}
}
else
{
RemoveSecurity("AIG");
}
}
public override void OnData(Slice data)
{
if (!Portfolio.Invested && Transactions.GetOpenOrders().Count == 0)
{
var aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
SetHoldings(aapl, 0.5);
}
foreach (var customSymbol in _customSymbols)
{
if (!ActiveSecurities.ContainsKey(customSymbol.Underlying))
{
throw new Exception($"Custom data underlying ({customSymbol.Underlying}) Symbol was not found in active securities");
}
}
}
