class BootCampTask(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2017, 06, 01)
self.SetEndDate(2017, 06, 15)
# Select the data you need here
self.iwm = self.AddEquity("IWM", Resolution.Minute)
# Set DataNormalizationMode to raw
self.iwm.SetDataNormalizationMode(DataNormalizationMode.Raw)
def OnData(self, data):
if not self.Portfolio.Invested:
#Place an order and print the average fill price
self.MarketOrder("IWM", 100)
self.Debug( str(self.Portfolio["IWM"].AveragePrice) )
pass