/*

* 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 System;

using System.Collections.Generic;

using NodaTime;

using QuantConnect.Data;

using QuantConnect.Data.Custom;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// Daily Fx demonstration to call on and use the FXCM Calendar API

/// </summary>

public class DailyFxAlgorithm : QCAlgorithm

{

/// <summary>

/// Add the Daily FX type to our algorithm and use its events.

/// </summary>

public override void Initialize()

{

SetStartDate(2016, 05, 26); //Set Start Date

SetEndDate(2016, 05, 27); //Set End Date

SetCash(100000); //Set Strategy Cash

AddData<DailyFx>("DFX", Resolution.Second, DateTimeZone.Utc);

}

private int _sliceCount = 0;

public override void OnData(Slice slice)

{

var result = slice.Get<DailyFx>();

Console.WriteLine("SLICE >> {0} : {1}", _sliceCount++, result);

}

/// <summary>

/// Trigger an event on a complete calendar event which has an actual value.

/// </summary>

private int _eventCount = 0;

private Dictionary<string, DailyFx> _uniqueConfirmation = new Dictionary<string, DailyFx>();

public void OnData(DailyFx calendar)

{

_uniqueConfirmation.Add(calendar.ToString(), calendar);

Console.WriteLine("ONDATA >> {0}: {1}", _eventCount++, calendar);

}

}

}