I started with the template Trading Algorithm.
# Put any initialization logic here. The context object will be passed to # the other methods in your algorithm. def initialize(context): pass # Will be called on every trade event for the securities you specify. def handle_data(context, data): # Implement your algorithm logic here. # data[sid(X)] holds the trade event data for that security. # data.portfolio holds the current portfolio state. # Place orders with the order(SID, amount) method. # TODO: implement your own logic here. order(sid(24), 50)
I understand that handle_data is being called on every trading event, but what is a trading event? No where in the code seem to define this.