public override void Initialize()
{
UniverseSettings.Resolution = Resolution.Hour;
SetStartDate(2015, 01, 05);
SetEndDate(2015, 11, 09);
SetCash(1000*1000);
AddUniverse("equities-lab-universe", date =>
{
using (var client = new WebClient())
{
//2014-12-30
var file = client.DownloadString(String.Format(EquitiesLabUrlFormat, EquitiesLabKey, EquitiesLabScreener, date.ToString("yyyy-MM-dd")));
var response = JsonConvert.DeserializeObject<EquitiesLabResponse>(file);
_todaysResponse = new EquitiesLabResponse();
_todaysResponse.Securities = response.Securities.Where(x => ValidSymbols.Contains(x.Ticker)).ToList();
return _todaysResponse.Securities.Select(x => x.Ticker);
}
});
// cancell all orders at EOD
Schedule.Event("Cancel Open Orders").EveryDay().At(TimeSpan.FromHours(16)).Run(() =>
{
foreach (var ticket in Transactions.GetOrderTickets(x => x.Status.IsOpen()))
{
ticket.Cancel();
}
});
}
public override void Initialize()
{
UniverseSettings.Resolution = Resolution.Hour;
SetStartDate(2015, 01, 05);
SetEndDate(2015, 11, 09);
SetCash(1000 * 1000);
AddUniverse("equities-lab-universe", date =>
{
using (var client = new WebClient())
{
//2014-12-30
var file = client.DownloadString(String.Format(EquitiesLabUrlFormat, EquitiesLabKey, EquitiesLabScreener, date.ToString("yyyy-MM-dd")));
var response = JsonConvert.DeserializeObject <EquitiesLabResponse>(file);
_todaysResponse = new EquitiesLabResponse();
_todaysResponse.Securities = response.Securities.Where(x => ValidSymbols.Contains(x.Ticker)).ToList();
return(_todaysResponse.Securities.Select(x => x.Ticker));
}
});
// cancell all orders at EOD
Schedule.Event("Cancel Open Orders").EveryDay().At(TimeSpan.FromHours(16)).Run(() =>
{
foreach (var ticket in Transactions.GetOrderTickets(x => x.Status.IsOpen()))
{
ticket.Cancel();
}
});
}
