LiveInsights.cs•1 kB
#region imports
using System;
using QuantConnect;
using QuantConnect.Algorithm.Framework.Alphas;
using QuantConnect.Algorithm.Framework.Portfolio;
using QuantConnect.Algorithm;
using QuantConnect.Data;
#endregion
public class LiveInsightsTestAlgorithm : QCAlgorithm
{
private int _insights;
private Symbol _symbol;
public override void Initialize()
{
SetStartDate(2025, 7, 1);
_insights = 0;
_symbol = AddCrypto("BTCUSD", Resolution.Second).Symbol;
SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
}
public override void OnData(Slice data)
{
// Only emit 10 insights.
if (_insights++ >= 10)
{
return;
}
// Determine the direction.
var direction = Portfolio.Invested ? InsightDirection.Flat : InsightDirection.Up;
// Emit the insight.
EmitInsights(Insight.Price(_symbol, TimeSpan.FromDays(1), direction));
}
}