/*

* 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;

using QuantConnect.Data.Custom.Estimize;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// This example algorithm shows how to import and use Estimize data types.

/// </summary>

/// <meta name="tag" content="using data" />

/// <meta name="tag" content="custom data" />

/// <meta name="tag" content="estimize" />

public class EstimizeDataAlgorithm : 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(2017, 1, 1);

SetEndDate(2017, 12, 31);

AddData<EstimizeRelease>("AAPL.R");

AddData<EstimizeEstimate>("AAPL.E");

AddData<EstimizeConsensus>("AAPL.C");

}

/// <summary>

/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

/// </summary>

/// <param name="data">EstimizeRelease object containing the stock release data</param>

public void OnData(EstimizeRelease data)

{

Log($"{Time} - {data}");

}

/// <summary>

/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

/// </summary>

/// <param name="data">EstimizeEstimate object containing the stock release data</param>

public void OnData(EstimizeEstimate data)

{

Log($"{Time} - {data}");

}

/// <summary>

/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

/// </summary>

/// <param name="data">EstimizeConsensus object containing the stock release data</param>

public void OnData(EstimizeConsensus data)

{

Log($"{Time} - {data}");

}

}

}