// Add Hundreds of Stock and Forex Symbol:
public override void Initialize()
{
AllSymbols = new List <string>();
//Backtest period:
SetStartDate(2014, 01, 01);
SetEndDate(2015, 01, 01);
//Set cash to 250k for test algorithm
SetCash(250000);
int count = 0;
foreach (var symbol in StockSymbols)
{
AddSecurity(SecurityType.Equity, symbol, Resolution.Second, true);
}
foreach (var symbol in ForexSymbols)
{
AddSecurity(SecurityType.Forex, symbol, Resolution.Second, true);
}
AllSymbols = StockSymbols.Concat(ForexSymbols);
}
public override void Initialize()
{
SetStartDate(2014, 01, 01);
SetEndDate(2014, 02, 01);
SetCash(250000);
var allSymbols = StockSymbols.Concat(ForexSymbols).ToList();
var symbolsUsed = new HashSet <string>();
int totalSymbols = TickSymbolsToRun + SecondSymbolsToRun + MinuteSymbolsToRun;
for (int i = 0; i < totalSymbols; i++)
{
Resolution resolution = Resolution.Tick;
if (i >= TickSymbolsToRun && i < TickSymbolsToRun + SecondSymbolsToRun)
{
resolution = Resolution.Second;
}
else if (i >= TickSymbolsToRun + SecondSymbolsToRun)
{
resolution = Resolution.Minute;
}
string nextSymbol;
do
{
nextSymbol = GetRandomItem(allSymbols);
}while (!symbolsUsed.Add(nextSymbol));
SecurityType type = SecurityType.Equity;
if (ForexSymbols.Contains(nextSymbol))
{
type = SecurityType.Forex;
}
AddSecurity(type, nextSymbol, resolution);
Debug("Added " + nextSymbol + " at " + resolution);
}
int ticks = SubscriptionManager.Subscriptions.Count(x => x.Resolution == Resolution.Tick);
int seconds = SubscriptionManager.Subscriptions.Count(x => x.Resolution == Resolution.Second);
int minutes = SubscriptionManager.Subscriptions.Count(x => x.Resolution == Resolution.Minute);
Debug(string.Format("Ticks {0} Seconds {1} Minutes {2}", ticks, seconds, minutes));
}
