BrokerageActivityEventHandlingAlgorithm.cs

/*
 * 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.Brokerages;
using QuantConnect.Data;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Example algorithm to demostrate the event handlers of Brokerage activities
    /// </summary>
    /// <meta name="tag" content="using quantconnect" />
    public class BrokerageActivityEventHandlingAlgorithm : QCAlgorithm
    {
        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2013, 10, 07);
            SetEndDate(2013, 10, 11);
            SetCash(100000);

            AddEquity("SPY", Resolution.Minute);
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", 1);
            }
        }

        /// <summary>
        /// Brokerage message event handler. This method is called for all types of brokerage messages.
        /// </summary>
        public override void OnBrokerageMessage(BrokerageMessageEvent messageEvent)
        {
            Debug($"Brokerage meesage received - {messageEvent.ToString()}");
        }

        /// <summary>
        /// Brokerage disconnected event handler. This method is called when the brokerage connection is lost.
        /// </summary>
        public override void OnBrokerageDisconnect()
        {
            Debug($"Brokerage disconnected!");
        }

        /// <summary>
        /// Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.
        /// </summary>
        public override void OnBrokerageReconnect()
        {
            Debug($"Brokerage reconnected!");
        }
    }
}