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# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.

# Licensed under the Apache License, Version 2.0 (the "License");

# you may not use this file except in compliance with the License.

# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0

# Unless required by applicable law or agreed to in writing, software

# distributed under the License is distributed on an "AS IS" BASIS,

# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

# See the License for the specific language governing permissions and

# limitations under the License.

from AlgorithmImports import *

### <summary>

### The demonstration algorithm shows some of the most common order methods when working with CFD assets.

### </summary>

### <meta name="tag" content="using data" />

### <meta name="tag" content="using quantconnect" />

### <meta name="tag" content="trading and orders" />

class BasicTemplateCfdAlgorithm(QCAlgorithm):

def initialize(self):

'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.set_account_currency('EUR')

self.set_start_date(2019, 2, 20)

self.set_end_date(2019, 2, 21)

self.set_cash('EUR', 100000)

self._symbol = self.add_cfd('DE30EUR').symbol

# Historical Data

history = self.history(self._symbol, 60, Resolution.DAILY)

self.log(f"Received {len(history)} bars from CFD historical data call.")

def on_data(self, data):

'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

Arguments:

slice: Slice object keyed by symbol containing the stock data

'''

# Access Data

if data.quote_bars.contains_key(self._symbol):

quote_bar = data.quote_bars[self._symbol]

self.log(f"{quote_bar.end_time} :: {quote_bar.close}")

if not self.portfolio.invested:

self.set_holdings(self._symbol, 1)

def on_order_event(self, order_event):

self.debug("{} {}".format(self.time, order_event.to_string()))