Research/BasicQuantBookTemplate.ipynb

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    "![QuantConnect Logo](https://cdn.quantconnect.com/web/i/qc_notebook_logo_rev0.png)\n",
    "## Welcome to The QuantConnect Research Page\n",
    "#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\n",
    "#### Contribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicQuantBookTemplate.ipynb"
   ]
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    "## QuantBook Basics\n",
    "\n",
    "### Start QuantBook\n",
    "- Add the references and imports\n",
    "- Create a QuantBook instance"
   ]
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   "source": [
    "# Load in our startup script, required to set runtime for PythonNet\n",
    "%run ../start.py"
   ]
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    "%matplotlib inline\n",
    "# Imports\n",
    "from clr import AddReference\n",
    "AddReference(\"System\")\n",
    "AddReference(\"QuantConnect.Common\")\n",
    "AddReference(\"QuantConnect.Research\")\n",
    "AddReference(\"QuantConnect.Indicators\")\n",
    "from System import *\n",
    "from QuantConnect import *\n",
    "from QuantConnect.Data.Custom import *\n",
    "from QuantConnect.Data.Market import TradeBar, QuoteBar\n",
    "from QuantConnect.Research import *\n",
    "from QuantConnect.Indicators import *\n",
    "from datetime import datetime, timedelta\n",
    "import matplotlib.pyplot as plt\n",
    "import pandas as pd\n",
    "\n",
    "# Create an instance\n",
    "qb = QuantBook()\n",
    "\n",
    "# Select asset data\n",
    "spy = qb.AddEquity(\"SPY\")"
   ]
  },
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   "source": [
    "### Historical Data Requests\n",
    "\n",
    "We can use the QuantConnect API to make Historical Data Requests. The data will be presented as multi-index pandas.DataFrame where the first index is the Symbol.\n",
    "\n",
    "For more information, please follow the [link](https://www.quantconnect.com/docs#Historical-Data-Historical-Data-Requests)."
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    "# Gets historical data from the subscribed assets, the last 360 datapoints with daily resolution\n",
    "h1 = qb.History(qb.Securities.Keys, 360, Resolution.Daily)\n",
    "\n",
    "# Plot closing prices from \"SPY\" \n",
    "h1.loc[\"SPY\"][\"close\"].plot()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Indicators\n",
    "\n",
    "We can easily get the indicator of a given symbol with QuantBook. \n",
    "\n",
    "For all indicators, please checkout QuantConnect Indicators [Reference Table](https://www.quantconnect.com/docs#Indicators-Reference-Table)"
   ]
  },
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   "cell_type": "code",
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   "source": [
    "# Example with BB, it is a datapoint indicator\n",
    "# Define the indicator\n",
    "bb = BollingerBands(30, 2)\n",
    "\n",
    "# Gets historical data of indicator\n",
    "bbdf = qb.Indicator(bb, \"SPY\", 360, Resolution.Daily)\n",
    "\n",
    "# drop undesired fields\n",
    "bbdf = bbdf.drop('standarddeviation', 1)\n",
    "\n",
    "# Plot\n",
    "bbdf.plot()"
   ]
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