wehub-resource-sync
34 lines
1.5 KiB
Python
34 lines
1.5 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from AlgorithmImports import *
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from BasicTemplateFuturesHistoryAlgorithm import BasicTemplateFuturesHistoryAlgorithm
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### <summary>
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### This example demonstrates how to get access to futures history for a given root symbol with extended market hours.
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### It also shows how you can prefilter contracts easily based on expirations, and inspect the futures
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### chain to pick a specific contract to trade.
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### </summary>
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="history and warm up" />
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### <meta name="tag" content="history" />
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### <meta name="tag" content="futures" />
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class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm(BasicTemplateFuturesHistoryAlgorithm):
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def get_extended_market_hours(self):
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return True
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def get_expected_history_call_count(self):
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return 49
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