﻿# 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.Indicators")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Custom import *
from datetime import datetime, timedelta

### <summary>
### Using the underlying dynamic data class "Quandl" QuantConnect take care of the data
### importing and definition for you. Simply point QuantConnect to the Quandl Short Code.
### The Quandl object has properties which match the spreadsheet headers.
### If you have multiple quandl streams look at data.Symbol to distinguish them.
### </summary>
### <meta name="tag" content="custom data" />
### <meta name="tag" content="using data" />
### <meta name="tag" content="quandl" />
class QuandlImporterAlgorithm(QCAlgorithm):

    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.'''
        self.quandlCode = "YAHOO/INDEX_SPY";

        self.SetStartDate(2013,1,1)                                 #Set Start Date
        self.SetEndDate(datetime.today() - timedelta(1))            #Set End Date
        self.SetCash(25000)                                         #Set Strategy Cash
        self.AddData[Quandl](self.quandlCode, Resolution.Daily, TimeZones.NewYork)
        self.sma = self.SMA(self.quandlCode, 14)

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
        if not self.Portfolio.HoldStock:
            self.SetHoldings(self.quandlCode, 1)
            self.Debug("Purchased {0} >> {1}".format(self.quandlCode, self.Time))

        self.Plot("SPY", self.sma.Current.Value)
# 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.Indicators")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Custom import *
from QuantConnect.Python import PythonQuandl
from datetime import datetime, timedelta

### <summary>
### Using the underlying dynamic data class "Quandl" QuantConnect take care of the data
### importing and definition for you. Simply point QuantConnect to the Quandl Short Code.
### The Quandl object has properties which match the spreadsheet headers.
### If you have multiple quandl streams look at data.Symbol to distinguish them.
### </summary>
### <meta name="tag" content="custom data" />
### <meta name="tag" content="using data" />
### <meta name="tag" content="quandl" />
class QuandlImporterAlgorithm(QCAlgorithm):

    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.'''
        self.quandlCode = "SSE/YHO";
        Quandl.SetAuthCode("JjAt5_5Ggmmoe5zUKipm")
        self.SetStartDate(2014,4,1)                                 #Set Start Date
        self.SetEndDate(datetime.today() - timedelta(1))            #Set End Date
        self.SetCash(25000)                                         #Set Strategy Cash
        self.AddData(QuandlCustomColumns, self.quandlCode, Resolution.Daily, TimeZones.NewYork)
        self.sma = self.SMA(self.quandlCode, 14)

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
        if not self.Portfolio.HoldStock:
            self.SetHoldings(self.quandlCode, 1)
            self.Debug("Purchased {0} >> {1}".format(self.quandlCode, self.Time))

        self.Plot(self.quandlCode, "PriceSMA", self.sma.Current.Value)
        
# Quandl often doesn't use close columns so need to tell LEAN which is the "value" column.
class QuandlCustomColumns(PythonQuandl):
    '''Custom quandl data type for setting customized value column name. Value column is used for the primary trading calculations and charting.'''
    def __init__(self):
        # Define ValueColumnName: cannot be None, Empty or non-existant column name
        self.ValueColumnName = "last"

Update QuandlImporterAlgorithm.py