public void GetData()
{
var spy = Symbol.Create("SPY", SecurityType.Equity, Market.USA);
var spyPath = LeanData.GenerateZipFilePath(Globals.DataFolder, spy, new DateTime(2020, 3, 1), Resolution.Daily, TickType.Trade);
var spyConfig = new QuantConnect.Data.SubscriptionDataConfig(typeof(TradeBar), spy, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork, false, false, false);
foreach (var line in QuantConnect.Compression.ReadLines(spyPath))
{
var bar = TradeBar.ParseEquity(spyConfig, line, DateTime.Now.Date);
_spy.Add(bar);
}
for (var i = 1; i < _spy.Count(); i++)
{
_spyPerformance.Add((double)((_spy[i].Close / _spy[i - 1].Close) - 1));
}
var aapl = Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
var aaplPath = LeanData.GenerateZipFilePath(Globals.DataFolder, aapl, new DateTime(2020, 3, 1), Resolution.Daily, TickType.Trade);
var aaplConfig = new QuantConnect.Data.SubscriptionDataConfig(typeof(TradeBar), aapl, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork, false, false, false);
foreach (var line in QuantConnect.Compression.ReadLines(aaplPath))
{
var bar = TradeBar.ParseEquity(aaplConfig, line, DateTime.Now.Date);
_aapl.Add(bar);
}
for (var i = 1; i < _aapl.Count(); i++)
{
_aaplPerformance.Add((double)((_aapl[i].Close / _aapl[i - 1].Close) - 1));
}
}
public void GetSPY()
{
var symbol = Symbol.Create("SPY", SecurityType.Equity, Market.USA);
var path = LeanData.GenerateZipFilePath(Globals.DataFolder, symbol, new DateTime(2020, 3, 1), Resolution.Daily, TickType.Trade);
var config = new QuantConnect.Data.SubscriptionDataConfig(typeof(TradeBar), symbol, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork, false, false, false);
foreach (var line in QuantConnect.Compression.ReadLines(path))
{
var bar = TradeBar.ParseEquity(config, line, DateTime.Now.Date);
_spy.Add(bar);
}
}
