/*

* 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

{

/// <summary>

/// Benchmark Algorithm: The minimalist basic template algorithm benchmark strategy.

/// </summary>

/// <remarks>

/// 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.

/// </remarks>

public class BasicTemplateBenchmark : QCAlgorithm

{

public override void Initialize()

{

SetStartDate(2000, 01, 01);

SetEndDate(2017, 01, 01);

SetBenchmark(dt => 1m);

AddEquity("SPY");

}

public override void OnData(Slice data)

{

if (!Portfolio.Invested)

{

SetHoldings("SPY", 1);

Debug("Purchased Stock");

}

}

}

}