wehub-resource-sync
27 lines
1.3 KiB
Python
27 lines
1.3 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
# Lean Algorithmic Trading Engine v2.0. Copyright 2023 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 *
|
|
from Selection.ETFConstituentsUniverseSelectionModel import *
|
|
from ETFConstituentsFrameworkAlgorithm import ETFConstituentsFrameworkAlgorithm
|
|
|
|
### <summary>
|
|
### Demonstration of using the ETFConstituentsUniverseSelectionModel with simple ticker
|
|
### </summary>
|
|
class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm(ETFConstituentsFrameworkAlgorithm):
|
|
|
|
def initialize(self):
|
|
super().initialize()
|
|
|
|
self.set_universe_selection(ETFConstituentsUniverseSelectionModel("SPY", self.universe_settings, self.etf_constituents_filter))
|