RegalyticsRegulatoryArticlesDataAlgorithm.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 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.
 *
*/

using System.Linq;
using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.DataSource;
using QuantConnect.Util;

namespace QuantConnect.DataLibrary.Tests
{
    public class RegalyticsDataAlgorithm : QCAlgorithm
    {
        private readonly string[] _negativeSentimentPhrases = new [] {"emergency rule", "proposed rule change", "development of rulemaking"};
        private Symbol _symbol;
        private Symbol _regalyticsSymbol; 
        
        public override void Initialize()
        {
            SetStartDate(2022, 7, 10);
            SetEndDate(2022, 7, 15);
            SetCash(100000);
            
            _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
            
            // Requesting data
            _regalyticsSymbol = AddData<RegalyticsRegulatoryArticles>("REG").Symbol;
            
            // Historical data
            var history = History<RegalyticsRegulatoryArticles>(_regalyticsSymbol, 7, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");
        }

        public override void OnData(Slice slice)
        {
            var data = slice.Get<RegalyticsRegulatoryArticles>();
            if (!data.IsNullOrEmpty())
            {
                foreach (var articles in data.Values)
                {
                    Log($"{Time} {articles.ToString()}");
                    foreach (RegalyticsRegulatoryArticle article in articles)
                    {
                        // based on the custom data property we will buy or short the underlying equity
                        if (_negativeSentimentPhrases.Any(p => article.Title.ToLower().Contains(p)))
                        {
                            SetHoldings(_symbol, -1);
                        }
                        else
                        {
                            SetHoldings(_symbol, 1);
                        }
                    }
                }
            }
        }
    }
}