/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* 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.
*/
using QuantConnect.Data;
namespace QuantConnect.Algorithm.CSharp.Benchmarks
{
///
/// Benchmark Algorithm: The minimalist basic template algorithm benchmark strategy.
///
///
/// All new projects in the cloud are created with the basic template algorithm. It uses a minute algorithm
/// over a long period of time to establish a baseline.
///
public class BasicTemplateBenchmark : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2000, 01, 01);
SetEndDate(2022, 01, 01);
SetBenchmark(dt => 1m);
AddEquity("SPY");
}
public override void OnData(Slice data)
{
if (!Portfolio.Invested)
{
SetHoldings("SPY", 1);
Debug("Purchased Stock");
}
}
}
}