// QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.

// Lean Algorithmic Trading Engine v2.0. Copyright 2015 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.

namespace System

namespace System.Collections.Generic

namespace QuantConnnect

namespace QuantConnect.Orders

namespace QuantConnect.Algorithm

namespace QuantConnect.Securities

namespace QuantConnect.Algorithm.FSharp

open System

open System.Collections.Generic

open QuantConnect

open QuantConnect.Securities

open QuantConnect.Data.Market

open QuantConnect.Algorithm

open QuantConnect.Orders

// Declare algorithm name

type BasicTemplateAlgorithm() =

//Reuse all the base class of QCAlgorithm

inherit QCAlgorithm()

//Implement core methods:

override this.Initialize() =

this.SetCash(100000)

this.SetStartDate(2013, 10, 07)

this.SetEndDate(2013, 10, 11)

this.AddSecurity(SecurityType.Equity, "SPY", Resolution.Second) |> ignore

//TradeBars Data Event

member this.OnData(bar:TradeBars) =

if not this.Portfolio.Invested then

this.SetHoldings(this.Symbol("SPY"), 1);

else

()