TradingEconomicsCalendarIndicatorAlgorithm.cs

/*
 * 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.Custom.TradingEconomics;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// This example algorithm shows how to import and use Trading Economics data.
    /// </summary>
    /// <meta name="tag" content="strategy example" />
    /// <meta name="tag" content="using data" />
    /// <meta name="tag" content="custom data" />
    /// <meta name="tag" content="tradingeconomics" />
    public class TradingEconomicsCalendarIndicatorAlgorithm : 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(2018, 1, 1);
            SetEndDate(2019, 1, 1);

            AddData<TradingEconomicsCalendar>(TradingEconomics.Calendar.UnitedStates.InterestRate);
            AddData<TradingEconomicsIndicator>(TradingEconomics.Indicator.UnitedStates.InterestRate);
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Trading Economics Calendar object</param>
        public void OnData(TradingEconomicsCalendar 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">Trading Economics Indicator object</param>
        public void OnData(TradingEconomicsIndicator data)
        {
            Log($"{Time} - {data}");
        }
    }
}