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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.

using System;

namespace QuantConnect.Algorithm.Examples

{

/// <summary>

/// 3.0 CUSTOM DATA SOURCE: USE YOUR OWN MARKET DATA (OPTIONS, FOREX, FUTURES, DERIVATIVES etc).

///

/// The new QuantConnect Lean Backtesting Engine is incredibly flexible and allows you to define your own data source.

///

/// This includes any data source which has a TIME and VALUE. These are the *only* requirements. To demonstrate this we're loading

/// in "Bitcoin" data.

///

/// </summary>

public class CustomDataBitcoinAlgorithm : 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()

{

//Weather data we have is within these days:

SetStartDate(2011, 9, 13);

SetEndDate(DateTime.Now.Date.AddDays(-1));

//Set the cash for the strategy:

SetCash(100000);

//Define the symbol and "type" of our generic data:

AddData<Bitcoin>("BTC");

}

/// <summary>

/// Event Handler for Bitcoin Data Events: These weather objects are created from our

/// "Weather" type below and fired into this event handler.

/// </summary>

/// <param name="data">One(1) Weather Object, streamed into our algorithm synchronised in time with our other data streams</param>

public void OnData(Bitcoin data)

{

//If we don't have any weather "SHARES" -- invest"

if (!Portfolio.Invested)

{

//Weather used as a tradable asset, like stocks, futures etc.

if (data.Close != 0)

{

Order("BTC", (Portfolio.Cash / Math.Abs(data.Close + 1)));

}

Console.WriteLine("Buying BTC 'Shares': BTC: " + data.Close);

}

Console.WriteLine("Time: " + Time.ToLongDateString() + " " + Time.ToLongTimeString() + data.Close.ToString());

}

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