wehub-resource-sync
62 lines
2.5 KiB
Python
62 lines
2.5 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 QuantConnect.Data.Custom.Tiingo import TiingoPrice
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### <summary>
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### This example algorithm shows how to import and use Tiingo daily prices data.
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### </summary>
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### <meta name="tag" content="strategy example" />
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="custom data" />
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### <meta name="tag" content="tiingo" />
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class TiingoPriceAlgorithm(QCAlgorithm):
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def initialize(self):
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# Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
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self.set_start_date(2017, 1, 1)
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self.set_end_date(2017, 12, 31)
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self.set_cash(100000)
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# Set your Tiingo API Token here
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Tiingo.set_auth_code("my-tiingo-api-token")
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self._equity = self.add_equity("AAPL").symbol
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self._aapl = self.add_data(TiingoPrice, self._equity, Resolution.DAILY).symbol
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self._ema_fast = self.ema(self._equity, 5)
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self._ema_slow = self.ema(self._equity, 10)
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def on_data(self, slice):
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# OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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if not slice.contains_key(self._equity): return
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# Extract Tiingo data from the slice
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row = slice[self._equity]
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if not row:
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return
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if self._ema_fast.is_ready and self._ema_slow.is_ready:
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self.log(f"{self.time} - {row.symbol.value} - {row.close} {row.value} {row.price} - EmaFast:{self._ema_fast} - EmaSlow:{self._ema_slow}")
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# Simple EMA cross
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if not self.portfolio.invested and self._ema_fast > self._ema_slow:
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self.set_holdings(self._equity, 1)
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elif self.portfolio.invested and self._ema_fast < self._ema_slow:
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self.liquidate(self._equity)
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