chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
@@ -0,0 +1,153 @@
+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "![QuantConnect Logo](https://cdn.quantconnect.com/web/i/qc_notebook_logo_rev0.png)\n",
+    "## Welcome to The QuantConnect Research Page\n",
+    "#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\n",
+    "#### Contribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicQuantBookTemplate.ipynb"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## QuantBook Basics\n",
+    "\n",
+    "### Start QuantBook\n",
+    "- Add the references and imports\n",
+    "- Create a QuantBook instance"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import warnings\n",
+    "warnings.filterwarnings(\"ignore\")"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Load in our startup script, required to set runtime for PythonNet\n",
+    "%run ./start.py"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Create an instance\n",
+    "qb = QuantBook()\n",
+    "\n",
+    "# Select asset data\n",
+    "spy = qb.AddEquity(\"SPY\")"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### Historical Data Requests\n",
+    "\n",
+    "We can use the QuantConnect API to make Historical Data Requests. The data will be presented as multi-index pandas.DataFrame where the first index is the Symbol.\n",
+    "\n",
+    "For more information, please follow the [link](https://www.quantconnect.com/docs#Historical-Data-Historical-Data-Requests)."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "startDate = DateTime(2021,1,1)\n",
+    "endDate = DateTime(2021,12,31)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {
+    "scrolled": true
+   },
+   "outputs": [],
+   "source": [
+    "# Gets historical data from the subscribed assets, the last 360 datapoints with daily resolution\n",
+    "h1 = qb.History(qb.Securities.Keys, startDate, endDate, Resolution.Daily)\n",
+    "\n",
+    "if h1.shape[0] < 1:\n",
+    "    raise Exception(\"History request resulted in no data\")"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### Indicators\n",
+    "\n",
+    "We can easily get the indicator of a given symbol with QuantBook. \n",
+    "\n",
+    "For all indicators, please checkout QuantConnect Indicators [Reference Table](https://www.quantconnect.com/docs#Indicators-Reference-Table)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Example with BB, it is a datapoint indicator\n",
+    "# Define the indicator\n",
+    "bb = BollingerBands(30, 2)\n",
+    "\n",
+    "# Gets historical data of indicator\n",
+    "bbdf = qb.IndicatorHistory(bb, \"SPY\", startDate, endDate, Resolution.Daily).data_frame\n",
+    "\n",
+    "# drop undesired fields\n",
+    "bbdf = bbdf.drop('standarddeviation', axis=1)\n",
+    "\n",
+    "if bbdf.shape[0] < 1:\n",
+    "    raise Exception(\"Bollinger Bands resulted in no data\")"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.9.7"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 4
+}