old_contents: ﻿# 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.
  
  from clr import AddReference
  AddReference("System")
  AddReference("QuantConnect.Algorithm")
  AddReference("QuantConnect.Common")
  
  from System import *
  from QuantConnect import *
  from QuantConnect.Orders import *
  from QuantConnect.Algorithm import *
  from QuantConnect.Algorithm.Framework import *
  from QuantConnect.Algorithm.Framework.Execution import *
  from QuantConnect.Algorithm.Framework.Portfolio import *
  from QuantConnect.Algorithm.Framework.Risk import *
  from QuantConnect.Algorithm.Framework.Selection import *
  from QuantConnect.Algorithm.Framework.Signals import *
  import numpy as np
  
  ### <summary>
  ### Basic template framework algorithm uses framework components to define the algorithm.
  ### </summary>
  ### <meta name="tag" content="using data" />
  ### <meta name="tag" content="using quantconnect" />
  ### <meta name="tag" content="trading and orders" />
  class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):
      '''Basic template framework algorithm uses framework components to define the algorithm.'''
  
      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.'''
  
          # Set requested data resolution
          self.UniverseSettings.Resolution = Resolution.Minute
  
          self.SetStartDate(2013,10,07)  #Set Start Date
          self.SetEndDate(2013,10,11)    #Set End Date
          self.SetCash(100000)           #Set Strategy Cash
  
          # Find more symbols here: http://quantconnect.com/data
          # Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
          # Futures Resolution: Tick, Second, Minute
          # Options Resolution: Minute Only.
          symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
  
          # set algorithm framework models
          self.PortfolioSelection = ManualPortfolioSelectionModel(symbols)
          self.Signal = ConstantSignalModel(SignalType.Price, Direction.Up)
          self.PortfolioConstruction = SimplePortfolioConstructionModel()
  
          # these are the default values for Execution and RiskManagement models
          #self.Execution = ImmediateExecutionModel()
          #self.RiskManagement = NullRiskManagementModel()
          self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
  
      def OnOrderEvent(self, orderEvent):
          if orderEvent.Status == OrderStatus.Filled:
              self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
new_contents: ﻿# 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.
  
  from clr import AddReference
  AddReference("System")
  AddReference("QuantConnect.Algorithm")
  AddReference("QuantConnect.Common")
  
  from System import *
  from QuantConnect import *
  from QuantConnect.Orders import *
  from QuantConnect.Algorithm import *
  from QuantConnect.Algorithm.Framework import *
  from QuantConnect.Algorithm.Framework.Execution import *
  from QuantConnect.Algorithm.Framework.Portfolio import *
  from QuantConnect.Algorithm.Framework.Risk import *
  from QuantConnect.Algorithm.Framework.Selection import *
  from QuantConnect.Algorithm.Framework.Alphas import *
  import numpy as np
  
  ### <summary>
  ### Basic template framework algorithm uses framework components to define the algorithm.
  ### </summary>
  ### <meta name="tag" content="using data" />
  ### <meta name="tag" content="using quantconnect" />
  ### <meta name="tag" content="trading and orders" />
  class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):
      '''Basic template framework algorithm uses framework components to define the algorithm.'''
  
      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.'''
  
          # Set requested data resolution
          self.UniverseSettings.Resolution = Resolution.Minute
  
          self.SetStartDate(2013,10,07)  #Set Start Date
          self.SetEndDate(2013,10,11)    #Set End Date
          self.SetCash(100000)           #Set Strategy Cash
  
          # Find more symbols here: http://quantconnect.com/data
          # Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
          # Futures Resolution: Tick, Second, Minute
          # Options Resolution: Minute Only.
          symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
  
          # set algorithm framework models
          self.PortfolioSelection = ManualPortfolioSelectionModel(symbols)
          self.Alpha = ConstantAlphaModel(AlphaType.Price, AlphaDirection.Up, TimeSpan.FromMinutes(20), 0.025, None)
          self.PortfolioConstruction = SimplePortfolioConstructionModel()
  
          # these are the default values for Execution and RiskManagement models
          #self.Execution = ImmediateExecutionModel()
          #self.RiskManagement = NullRiskManagementModel()
          
          self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
  
      def OnOrderEvent(self, orderEvent):
          if orderEvent.Status == OrderStatus.Filled:
              self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
  
subject: Update BasicTemplateFrameworkAlgorithm.py