/// <summary> /// Event Handler for Bitcoin Data Events: These Bitcoin objects are created from our /// "Bitcoin" type below and fired into this event handler. /// </summary> /// <param name="data">One(1) Bitcoin Object, streamed into our algorithm synchronised in time with our other data streams</param> public void OnData(Bitcoin data) { //If we don't have any bitcoin "SHARES" -- invest" if (!Portfolio.Invested) { //Bitcoin used as a tradable asset, like stocks, futures etc. if (data.Close != 0) { Order("BTC", Portfolio.MarginRemaining / Math.Abs(data.Close + 1)); } } }
/// <summary> /// Event Handler for Bitcoin Data Events: These Bitcoin objects are created from our /// "Bitcoin" type below and fired into this event handler. /// </summary> /// <param name="data">One(1) Bitcoin Object, streamed into our algorithm synchronized in time with our other data streams</param> public void OnData(Bitcoin data) { //If we don't have any bitcoin "SHARES" -- invest" if (!Portfolio.Invested) { //Bitcoin used as a tradable asset, like stocks, futures etc. if (data.Close != 0) { //Access custom data symbols using <ticker>.<custom-type> Order("BTC.Bitcoin", Portfolio.MarginRemaining / Math.Abs(data.Close + 1)); } } }
/// <summary> /// Event Handler for Bitcoin Data Events: These weather objects are created from our /// "Weather" type below and fired into this event handler. /// </summary> /// <param name="data">One(1) Weather Object, streamed into our algorithm synchronised in time with our other data streams</param> public void OnData(Bitcoin data) { //If we don't have any weather "SHARES" -- invest" if (!Portfolio.Invested) { //Weather used as a tradable asset, like stocks, futures etc. if (data.Close != 0) { Order("BTC", (Portfolio.MarginRemaining / Math.Abs(data.Close + 1))); } Console.WriteLine("Buying BTC 'Shares': BTC: " + data.Close); } Console.WriteLine("Time: " + Time.ToLongDateString() + " " + Time.ToLongTimeString() + data.Close.ToString()); }
/// <summary> /// Event Handler for Bitcoin Data Events: These weather objects are created from our /// "Weather" type below and fired into this event handler. /// </summary> /// <param name="data">One(1) Weather Object, streamed into our algorithm synchronised in time with our other data streams</param> public void OnData(Bitcoin data) { //If we don't have any weather "SHARES" -- invest" if (!Portfolio.Invested) { //Weather used as a tradable asset, like stocks, futures etc. if (data.Close != 0) { // It's only OK to use SetHoldings with crypto when using custom data. When trading with built-in crypto data, // use the cashbook. Reference https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/BasicTemplateCryptoAlgorithm.py SetHoldings("BTC", 1); } Console.WriteLine("Buying BTC 'Shares': BTC: " + data.Close); } Console.WriteLine("Time: " + Time.ToStringInvariant("T") + " " + Time.ToStringInvariant("T") + data.Close.ToStringInvariant()); }
/// <summary> /// New Bitcoin Data Event. /// </summary> /// <param name="data">Data.</param> public void OnData(Bitcoin data) { if (LiveMode) //Live Mode Property { //Configurable title header statistics numbers SetRuntimeStatistic("BTC", data.Close.ToString("C")); } if (!Portfolio.HoldStock) { Order("BTC", 100); //Send a notification email/SMS/web request on events: Notify.Email("*****@*****.**", "Test", "Test Body", "test attachment"); Notify.Sms("+11233456789", Time.ToString("u") + ">> Test message from live BTC server."); Notify.Web("http://api.quantconnect.com", Time.ToString("u") + ">> Test data packet posted from live BTC server."); } }
/// <summary> /// 3. READER METHOD: Read 1 line from data source and convert it into Object. /// Each line of the CSV File is presented in here. The backend downloads your file, loads it into memory and then line by line /// feeds it into your algorithm /// </summary> /// <param name="line">string line from the data source file submitted above</param> /// <param name="config">Subscription data, symbol name, data type</param> /// <param name="date">Current date we're requesting. This allows you to break up the data source into daily files.</param> /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param> /// <returns>New Bitcoin Object which extends BaseData.</returns> public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) { var coin = new Bitcoin(); if (isLiveMode) { //Example Line Format: //{"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"} try { coin = JsonConvert.DeserializeObject <Bitcoin>(line); coin.EndTime = DateTime.UtcNow; coin.Time = coin.EndTime - config.Increment; coin.Value = coin.Close; } catch { /* Do nothing, possible error in json decoding */ } return(coin); } //Example Line Format: //Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price //2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356 try { string[] data = line.Split(','); coin.Time = DateTime.Parse(data[0], CultureInfo.InvariantCulture); coin.Open = Convert.ToDecimal(data[1], CultureInfo.InvariantCulture); coin.High = Convert.ToDecimal(data[2], CultureInfo.InvariantCulture); coin.Low = Convert.ToDecimal(data[3], CultureInfo.InvariantCulture); coin.Close = Convert.ToDecimal(data[4], CultureInfo.InvariantCulture); coin.VolumeBTC = Convert.ToDecimal(data[5], CultureInfo.InvariantCulture); coin.VolumeUSD = Convert.ToDecimal(data[6], CultureInfo.InvariantCulture); coin.WeightedPrice = Convert.ToDecimal(data[7], CultureInfo.InvariantCulture); coin.Value = coin.Close; } catch { /* Do nothing, skip first title row */ } return(coin); }
/// <summary> /// Custom data event handler: /// </summary> /// <param name="data">Bitcoin - dictionary of TradeBarlike Bars of Bitcoin Data</param> public void OnData(Bitcoin data) { }