forked from QuantConnect/Lean
-
Notifications
You must be signed in to change notification settings - Fork 0
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Showing
8 changed files
with
279 additions
and
2 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| package QuantConnect; | ||
| import cli.QuantConnect.Resolution; | ||
| import cli.QuantConnect.SecurityType; | ||
| import cli.QuantConnect.Algorithm.QCAlgorithm; | ||
| import cli.QuantConnect.Data.Market.TradeBars; | ||
|
|
||
| public class BasicTemplateAlgorithm extends QCAlgorithm{ | ||
| public void Initialize() | ||
| { | ||
| SetStartDate(2013, 10, 07); //Set Start Date | ||
| SetEndDate(2013, 10, 11); //Set End Date | ||
| SetCash(100000); //Set Strategy Cash | ||
| // Find more symbols here: http://quantconnect.com/data | ||
| AddSecurity(SecurityType.wrap(SecurityType.Equity), "SPY", Resolution.wrap(Resolution.Second),true,false); | ||
| } | ||
|
|
||
| public void OnData(TradeBars data) | ||
| { | ||
| if (!get_Portfolio().get_Invested()) | ||
| { | ||
| SetHoldings("SPY", 1, false); | ||
| Debug("Hello From Java"); | ||
| } | ||
| } | ||
| } |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,36 @@ | ||
| using System.Reflection; | ||
| using System.Runtime.CompilerServices; | ||
| using System.Runtime.InteropServices; | ||
|
|
||
| // General Information about an assembly is controlled through the following | ||
| // set of attributes. Change these attribute values to modify the information | ||
| // associated with an assembly. | ||
| [assembly: AssemblyTitle("QuantConnect.Algorithm.Java")] | ||
| [assembly: AssemblyDescription("")] | ||
| [assembly: AssemblyConfiguration("")] | ||
| [assembly: AssemblyCompany("")] | ||
| [assembly: AssemblyProduct("QuantConnect.Algorithm.Java")] | ||
| [assembly: AssemblyCopyright("Copyright © 2015")] | ||
| [assembly: AssemblyTrademark("")] | ||
| [assembly: AssemblyCulture("")] | ||
|
|
||
| // Setting ComVisible to false makes the types in this assembly not visible | ||
| // to COM components. If you need to access a type in this assembly from | ||
| // COM, set the ComVisible attribute to true on that type. | ||
| [assembly: ComVisible(false)] | ||
|
|
||
| // The following GUID is for the ID of the typelib if this project is exposed to COM | ||
| [assembly: Guid("aa1e3c97-ec2f-447d-b3a7-a129fb6035ed")] | ||
|
|
||
| // Version information for an assembly consists of the following four values: | ||
| // | ||
| // Major Version | ||
| // Minor Version | ||
| // Build Number | ||
| // Revision | ||
| // | ||
| // You can specify all the values or you can default the Build and Revision Numbers | ||
| // by using the '*' as shown below: | ||
| // [assembly: AssemblyVersion("1.0.*")] | ||
| [assembly: AssemblyVersion("1.0.0.0")] | ||
| [assembly: AssemblyFileVersion("1.0.0.0")] |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,185 @@ | ||
| <?xml version="1.0" encoding="utf-8"?> | ||
| <Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003"> | ||
| <Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" /> | ||
| <PropertyGroup> | ||
| <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration> | ||
| <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform> | ||
| <ProjectGuid>{61097E9E-EB20-4677-B394-CE0682B9D610}</ProjectGuid> | ||
| <OutputType>Library</OutputType> | ||
| <AppDesignerFolder>Properties</AppDesignerFolder> | ||
| <RootNamespace>QuantConnect.Algorithm.Java</RootNamespace> | ||
| <AssemblyName>QuantConnect.Algorithm.Java</AssemblyName> | ||
| <TargetFrameworkVersion>v4.5</TargetFrameworkVersion> | ||
| <FileAlignment>512</FileAlignment> | ||
| </PropertyGroup> | ||
| <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' "> | ||
| <DebugSymbols>true</DebugSymbols> | ||
| <DebugType>full</DebugType> | ||
| <Optimize>false</Optimize> | ||
| <OutputPath>bin\Debug\</OutputPath> | ||
| <DefineConstants>DEBUG;TRACE</DefineConstants> | ||
| <ErrorReport>prompt</ErrorReport> | ||
| <WarningLevel>4</WarningLevel> | ||
| </PropertyGroup> | ||
| <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' "> | ||
| <DebugType>pdbonly</DebugType> | ||
| <Optimize>true</Optimize> | ||
| <OutputPath>bin\Release\</OutputPath> | ||
| <DefineConstants>TRACE</DefineConstants> | ||
| <ErrorReport>prompt</ErrorReport> | ||
| <WarningLevel>4</WarningLevel> | ||
| </PropertyGroup> | ||
| <ItemGroup> | ||
| <Reference Include="ICSharpCode.SharpZipLib"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\ICSharpCode.SharpZipLib.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="ikvm"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\ikvm.exe</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.AWT.WinForms"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.AWT.WinForms.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Beans"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Beans.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Charsets"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Charsets.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Corba"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Corba.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Core"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Core.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Jdbc"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Jdbc.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Management"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Management.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Media"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Media.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Misc"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Misc.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Naming"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Naming.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Remoting"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Remoting.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Security"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Security.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.SwingAWT"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.SwingAWT.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Text"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Text.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Tools"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Tools.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.Util"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.Util.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.XML.API"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.XML.API.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.XML.Bind"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.XML.Bind.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.XML.Crypto"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.XML.Crypto.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.XML.Parse"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.XML.Parse.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.XML.Transform"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.XML.Transform.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.XML.WebServices"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.XML.WebServices.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.OpenJDK.XML.XPath"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.OpenJDK.XML.XPath.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.Reflection"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.Reflection.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.Runtime"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.Runtime.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="IKVM.Runtime.JNI"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\IKVM.Runtime.JNI.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="ikvmc"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\ikvmc.exe</HintPath> | ||
| </Reference> | ||
| <Reference Include="ikvmstub"> | ||
| <HintPath>..\packages\IKVM-WithExes.7.3.4830.1\tools\ikvmstub.exe</HintPath> | ||
| </Reference> | ||
| <Reference Include="Newtonsoft.Json, Version=7.0.0.0, Culture=neutral, PublicKeyToken=30ad4fe6b2a6aeed, processorArchitecture=MSIL"> | ||
| <SpecificVersion>False</SpecificVersion> | ||
| <HintPath>..\packages\Newtonsoft.Json.7.0.1\lib\net45\Newtonsoft.Json.dll</HintPath> | ||
| </Reference> | ||
| <Reference Include="System" /> | ||
| <Reference Include="System.Core" /> | ||
| <Reference Include="System.Xml.Linq" /> | ||
| <Reference Include="System.Data.DataSetExtensions" /> | ||
| <Reference Include="Microsoft.CSharp" /> | ||
| <Reference Include="System.Data" /> | ||
| <Reference Include="System.Xml" /> | ||
| </ItemGroup> | ||
| <ItemGroup> | ||
| <Compile Include="Properties\AssemblyInfo.cs" /> | ||
| </ItemGroup> | ||
| <ItemGroup> | ||
| <None Include="build.bat"> | ||
| <CopyToOutputDirectory>Always</CopyToOutputDirectory> | ||
| </None> | ||
| <None Include="build.sh" /> | ||
| <None Include="packages.config" /> | ||
| </ItemGroup> | ||
| <ItemGroup> | ||
| <ProjectReference Include="..\Algorithm\QuantConnect.Algorithm.csproj"> | ||
| <Project>{3240aca4-bdd4-4d24-ac36-bbb651c39212}</Project> | ||
| <Name>QuantConnect.Algorithm</Name> | ||
| </ProjectReference> | ||
| <ProjectReference Include="..\Common\QuantConnect.csproj"> | ||
| <Project>{2545c0b4-fabb-49c9-8dd1-9ad7ee23f86b}</Project> | ||
| <Name>QuantConnect</Name> | ||
| </ProjectReference> | ||
| <ProjectReference Include="..\Indicators\QuantConnect.Indicators.csproj"> | ||
| <Project>{73fb2522-c3ed-4e47-8e3d-afad48a6b888}</Project> | ||
| <Name>QuantConnect.Indicators</Name> | ||
| </ProjectReference> | ||
| <ProjectReference Include="..\Interfaces\QuantConnect.Interfaces.csproj"> | ||
| <Project>{338f614c-4cd7-418a-bd31-8c6a8690cfbf}</Project> | ||
| <Name>QuantConnect.Interfaces</Name> | ||
| </ProjectReference> | ||
| </ItemGroup> | ||
| <ItemGroup> | ||
| <Content Include="BasicTemplateAlgorithm.java"> | ||
| <CopyToOutputDirectory>Always</CopyToOutputDirectory> | ||
| </Content> | ||
| </ItemGroup> | ||
| <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" /> | ||
| <PropertyGroup> | ||
| <PostBuildEvent Condition=" '$(OS)' == 'Windows_NT' "> | ||
| build | ||
| </PostBuildEvent> | ||
| <PostBuildEvent Condition=" '$(OS)' != 'Windows_NT' "> | ||
| chmod 755 build.sh | ||
| ./build.sh | ||
| </PostBuildEvent> | ||
| </PropertyGroup> | ||
| <!-- To modify your build process, add your task inside one of the targets below and uncomment it. | ||
| Other similar extension points exist, see Microsoft.Common.targets. | ||
| <Target Name="BeforeBuild"> | ||
| </Target> | ||
| <Target Name="AfterBuild"> | ||
| </Target> | ||
| --> | ||
| </Project> |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,7 @@ | ||
| SET dotnet_framework="C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5" | ||
| ikvmstub -nostdlib %dotnet_framework%\mscorlib.dll | ||
| ikvmstub -nostdlib -r:%dotnet_framework%\mscorlib.dll QuantConnect.Algorithm.dll | ||
| ikvmstub -nostdlib -r:%dotnet_framework%\mscorlib.dll QuantConnect.Interfaces.dll | ||
| ikvmstub -nostdlib -r:%dotnet_framework%\mscorlib.dll -r:%dotnet_framework%\System.dll -r:%dotnet_framework%\System.Core.dll -r:%dotnet_framework%\System.Xml.Linq.dll QuantConnect.Common.dll | ||
| javac -cp QuantConnect.Algorithm.jar;QuantConnect.Interfaces.jar;mscorlib.jar;QuantConnect.common.jar *.java | ||
| ikvmc -debug -target:library -out:QuantConnect.Algorithm.Java.dll -nostdlib -r:QuantConnect.Common.dll -r:QuantConnect.Indicators.dll -r:QuantConnect.Algorithm.dll -r:QuantConnect.Interfaces.dll -r:Newtonsoft.json.dll -r:%dotnet_framework%\mscorlib.dll -r:%dotnet_framework%\System.dll -r:%dotnet_framework%\System.Core.dll -r:%dotnet_framework%\System.Xml.Linq.dll *.class |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,5 @@ | ||
| <?xml version="1.0" encoding="utf-8"?> | ||
| <packages> | ||
| <package id="IKVM-WithExes" version="7.3.4830.1" /> | ||
| <package id="Newtonsoft.Json" version="7.0.1" targetFramework="net45" /> | ||
| </packages> |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters