/*

* 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 QuantConnect.Brokerages;

using QuantConnect.Data.Market;

using QuantConnect.Orders;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// Basic template algorithm simply initializes the date range and cash

/// </summary>

public class DividendAlgorithm : 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(1998, 01, 01); //Set Start Date

SetEndDate(2006, 01, 01); //Set End Date

SetCash(100000); //Set Strategy Cash

// Find more symbols here: http://quantconnect.com/data

AddSecurity(SecurityType.Equity, "MSFT", Resolution.Daily);

Securities["MSFT"].SetDataNormalizationMode(DataNormalizationMode.Raw);

// this will use the Tradier Brokerage open order split behavior

// forward split will modify open order to maintain order value

// reverse split open orders will be cancelled

SetBrokerageModel(BrokerageName.TradierBrokerage);

}

/// <summary>

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

/// </summary>

/// <param name="data">TradeBars IDictionary object with your stock data</param>

public void OnData(TradeBars data)

{

if (Transactions.OrdersCount == 0)

{

SetHoldings("MSFT", .5);

// place some orders that won't fill, when the split comes in they'll get modified to reflect the split

Debug("Purchased Stock: " + Securities["MSFT"].Price);

StopMarketOrder("MSFT", -CalculateOrderQuantity("MSFT", .25), data["MSFT"].Low/2);

LimitOrder("MSFT", -CalculateOrderQuantity("MSFT", .25), data["MSFT"].High*2);

}

}

/// <summary>

/// Raises the data event.

/// </summary>

/// <param name="data">Data.</param>

public void OnData(Dividends data) // update this to Dividends dictionary

{

var dividend = data["MSFT"];

Console.WriteLine("{0} >> DIVIDEND >> {1} - {2} - {3} - {4}", dividend.Time.ToString("o"), dividend.Symbol, dividend.Distribution.ToString("C"), Portfolio.Cash, Portfolio["MSFT"].Price.ToString("C"));

}

/// <summary>

/// Raises the data event.

/// </summary>

/// <param name="data">Data.</param>

public void OnData(Splits data)

{

Debug("MSFT: " + Securities["MSFT"].Price);

var split = data["MSFT"];

Console.WriteLine("{0} >> SPLIT >> {1} - {2} - {3} - {4}", split.Time.ToString("o"), split.Symbol, split.SplitFactor, Portfolio.Cash, Portfolio["MSFT"].Quantity);

}

public override void OnOrderEvent(OrderEvent orderEvent)

{

// orders get adjusted based on split events to maintain order value

var order = Transactions.GetOrderById(orderEvent.OrderId);

Console.WriteLine("{0} >> ORDER >> " + order, Time);

}

}

}