/* * 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"); } } } }