wehub-resource-sync
52 lines
2.2 KiB
Python
52 lines
2.2 KiB
Python
# 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>
|
|
### Regression algorithm asserting the behavior of a ScheduledUniverse
|
|
### </summary>
|
|
class BasicTemplateAlgorithm(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)
|
|
self.set_end_date(2013,10, 8)
|
|
|
|
self._spy = Symbol.create("SPY", SecurityType.EQUITY, Market.USA)
|
|
self._selection_time =[ datetime(2013, 10, 7, 1, 0, 0), datetime(2013, 10, 8, 1, 0, 0)]
|
|
|
|
self.add_universe(ScheduledUniverse(self.date_rules.every_day(), self.time_rules.at(1, 0), self.select_assets))
|
|
|
|
|
|
def select_assets(self, time):
|
|
self.debug(f"Universe selection called: {Time}")
|
|
expected_time = self._selection_time.pop(0)
|
|
if expected_time != self.time:
|
|
raise ValueError(f"Unexpected selection time {self.time} expected {expected_time}")
|
|
|
|
return [ self._spy ]
|
|
|
|
def on_data(self, data):
|
|
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
|
|
|
|
Arguments:
|
|
data: Slice object keyed by symbol containing the stock data
|
|
'''
|
|
if not self.portfolio.invested:
|
|
self.set_holdings(self._spy, 1)
|
|
|
|
def on_end_of_algorithm(self):
|
|
if len(self._selection_time) > 0:
|
|
raise ValueError("Unexpected selection times")
|