chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+# 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.
+
+from AlgorithmImports import *
+
+### <summary>
+### Demonstration of the parameter system of QuantConnect. Using parameters you can pass the values required into C# algorithms for optimization.
+### </summary>
+### <meta name="tag" content="optimization" />
+### <meta name="tag" content="using quantconnect" />
+class ParameterizedAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+
+        self.set_start_date(2013, 10, 7)   #Set Start Date
+        self.set_end_date(2013, 10, 11)    #Set End Date
+        self.set_cash(100000)             #Set Strategy Cash
+        # Find more symbols here: http://quantconnect.com/data
+        self.add_equity("SPY")
+
+        # Receive parameters from the Job
+        fast_period = self.get_parameter("ema-fast", 100)
+        slow_period = self.get_parameter("ema-slow", 200)
+
+        self.fast = self.ema("SPY", fast_period)
+        self.slow = self.ema("SPY", slow_period)
+
+
+    def on_data(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
+
+        # wait for our indicators to ready
+        if not self.fast.is_ready or not self.slow.is_ready:
+            return
+
+        fast = self.fast.current.value
+        slow = self.slow.current.value
+
+        if fast > slow * 1.001:
+            self.set_holdings("SPY", 1)
+        elif fast < slow * 0.999:
+            self.liquidate("SPY")